Investment Managers Series Trust II - Tradr 2X Long CBRS Daily ETF (CBRX) Options History
Historical options analytics archive for CBRX with monthly max pain, implied volatility, gamma exposure, and put/call data.
72 months of complete options data available.
CBRX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CBRX. 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 | 141.4% | 35.5% | $11.00 | $2.6K | -$265.6K | 1.18 |
| 2026-08 | 21 | 206.0% | 54.2% | $10.00 | -$669 | -$29.2K | 1.28 |
| 2026-07 | 20 | 249.4% | 76.7% | $12.00 | $924 | -$137.7K | 1.62 |
| 2026-06 | 10 | 226.3% | 93.1% | $17.00 | -$452 | -$50.4K | 1.18 |
This archive aggregates CBRX's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 CBRX 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 141.4%, a month-end max-pain strike around $11.00, an average put/call ratio of 1.18.
2026
2015
2014
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2013
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2012
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2011
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2009
2008
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2007
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Frequently asked CBRX history questions
- How much options history is available for CBRX?
- This archive holds 72 months of CBRX options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of CBRX'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 CBRX archive.
- What data does each monthly CBRX aggregate contain?
- Every monthly row summarizes that month of CBRX 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 141.4%, an average IV rank of 35.5%, a month-end max-pain strike around $11.00, an average put/call ratio of 1.18.
- How is the CBRX options-history archive built and how often does it update?
- The archive is derived from CBRX'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 CBRX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.