World Funds Trust - T-Rex 2X Inverse Bitcoin Daily Target ETF (BTCZ) Options History
Historical options analytics archive for BTCZ with monthly max pain, implied volatility, gamma exposure, and put/call data.
26 months of complete options data available.
BTCZ monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BTCZ. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 20 | 70.6% | 17.6% | $3.00 | $5.9K | -$180.8K | 0.02 |
| 2026-08 | 21 | 81.2% | 21.6% | $3.00 | $16.8K | -$426.0K | 0.14 |
| 2026-07 | 22 | 83.4% | 22.4% | $5.00 | $9.6K | -$391.9K | 0.06 |
| 2026-06 | 21 | 98.3% | 27.9% | $5.00 | $6.2K | -$508.3K | 0.29 |
| 2026-05 | 20 | 61.7% | 14.4% | $3.00 | $11.5K | -$480.7K | 0.03 |
| 2026-04 | 21 | 92.3% | 25.7% | $4.00 | $8.0K | -$351.9K | 0.21 |
This archive aggregates BTCZ's daily end-of-day options snapshots into monthly summaries, spanning 2024-08 through 2026-09. 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 BTCZ 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 (2026-09) shows an average ATM implied volatility near 70.6%, a month-end max-pain strike around $3.00, an average put/call ratio of 0.02.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked BTCZ history questions
- How much options history is available for BTCZ?
- This archive holds 26 months of BTCZ options analytics, spanning 2024-08 through 2026-09. Each entry is a monthly rollup of BTCZ'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 BTCZ archive.
- What data does each monthly BTCZ aggregate contain?
- Every monthly row summarizes that month of BTCZ 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, 2026-09 recorded an average ATM implied volatility near 70.6%, an average IV rank of 17.6%, a month-end max-pain strike around $3.00, an average put/call ratio of 0.02.
- How is the BTCZ options-history archive built and how often does it update?
- The archive is derived from BTCZ'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 BTCZ's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.