T-REX 2X Long CRCL Daily Target ETF (CCUP) Options History
Historical options analytics archive for CCUP with monthly max pain, implied volatility, gamma exposure, and put/call data.
14 months of complete options data available.
CCUP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CCUP. 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 | 146.3% | 31.3% | $28.00 | -$312 | $19.6K | 1.13 |
| 2026-08 | 21 | 127.3% | 26.5% | $20.00 | $783 | -$52.0K | 0.15 |
| 2026-07 | 18 | 120.9% | 24.9% | $10.00 | $710 | -$63.6K | 0.17 |
| 2026-06 | 19 | 166.3% | 41.1% | $20.00 | $1.2K | -$70.9K | 0.46 |
| 2026-05 | 19 | 191.6% | 50.7% | $30.00 | $2.4K | -$263.0K | 0.43 |
| 2026-04 | 21 | 187.6% | 49.5% | $30.00 | $1.2K | -$160.6K | 1.08 |
This archive aggregates CCUP's daily end-of-day options snapshots into monthly summaries, spanning 2025-08 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 CCUP 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 146.3%, a month-end max-pain strike around $28.00, an average put/call ratio of 1.13.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Frequently asked CCUP history questions
- How much options history is available for CCUP?
- This archive holds 14 months of CCUP options analytics, spanning 2025-08 through 2026-09. Each entry is a monthly rollup of CCUP'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 CCUP archive.
- What data does each monthly CCUP aggregate contain?
- Every monthly row summarizes that month of CCUP 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 146.3%, an average IV rank of 31.3%, a month-end max-pain strike around $28.00, an average put/call ratio of 1.13.
- How is the CCUP options-history archive built and how often does it update?
- The archive is derived from CCUP'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 CCUP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.