Leverage Shares 2x Long BULL Daily ETF (BULG) Options History
Historical options analytics archive for BULG with monthly max pain, implied volatility, gamma exposure, and put/call data.
11 months of complete options data available.
BULG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BULG. 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 | 20 | 128.2% | 22.8% | $38.00 | $398 | -$8.8K | 0.45 |
| 2026-05 | 20 | 135.3% | 24.4% | $40.00 | $176 | -$3.8K | 0.17 |
| 2026-04 | 21 | 200.5% | 38.3% | $41.00 | $436 | -$5.2K | 2.17 |
| 2026-03 | 21 | 225.4% | 47.2% | $40.00 | $55 | -$54 | 1.05 |
| 2026-02 | 19 | 271.2% | 82.9% | $100.00 | $265 | -$10.5K | 0.54 |
| 2026-01 | 20 | 154.8% | - | $80.00 | $878 | -$11.2K | 0.81 |
This archive aggregates BULG's daily end-of-day options snapshots into monthly summaries, spanning 2025-08 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 BULG 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 128.2%, a month-end max-pain strike around $38.00, an average put/call ratio of 0.45.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked BULG history questions
- How much options history is available for BULG?
- This archive holds 11 months of BULG options analytics, spanning 2025-08 through 2026-06. Each entry is a monthly rollup of BULG'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 BULG archive.
- What data does each monthly BULG aggregate contain?
- Every monthly row summarizes that month of BULG 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 128.2%, an average IV rank of 22.8%, a month-end max-pain strike around $38.00, an average put/call ratio of 0.45.
- How is the BULG options-history archive built and how often does it update?
- The archive is derived from BULG'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 BULG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.