NEOS Bitcoin High Income ETF (BTCI) Options History
Historical options analytics archive for BTCI with monthly max pain, implied volatility, gamma exposure, and put/call data.
10 months of complete options data available.
BTCI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BTCI. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 50.6% | 13.4% | $30.00 | -$122.5K | $6.4M | 1.63 |
| 2026-05 | 20 | 26.8% | 14.7% | $35.00 | -$205.6K | $7.5M | 0.97 |
| 2026-04 | 21 | 31.2% | 22.6% | $36.00 | -$47.5K | $3.5M | 1.25 |
| 2026-03 | 22 | 43.5% | 40.3% | $33.00 | $77.4K | $2.9M | 0.77 |
| 2026-02 | 19 | 46.6% | - | $45.00 | -$30.0K | $6.7M | 1.11 |
| 2026-01 | 20 | 31.9% | - | $46.00 | -$240.7K | $8.3M | 1.13 |
This archive aggregates BTCI's daily end-of-day options snapshots into monthly summaries, spanning 2025-09 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how BTCI option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 50.6%, a month-end max-pain strike around $30.00, an average put/call ratio of 1.63.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked BTCI history questions
- How much options history is available for BTCI?
- This archive holds 10 months of BTCI options analytics, spanning 2025-09 through 2026-06. Each entry is a monthly rollup of BTCI's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the BTCI archive.
- What data does each monthly BTCI aggregate contain?
- Every monthly row summarizes that month of BTCI option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 50.6%, an average IV rank of 13.4%, a month-end max-pain strike around $30.00, an average put/call ratio of 1.63.
- How is the BTCI options-history archive built and how often does it update?
- The archive is derived from BTCI's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how BTCI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.