GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) Options History
Historical options analytics archive for COMB with monthly max pain, implied volatility, gamma exposure, and put/call data.
51 months of complete options data available.
COMB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for COMB. 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 | 19 | 79.4% | 15.6% | $27.00 | $265 | -$12.0K | 0.10 |
| 2026-05 | 16 | 121.0% | 26.7% | $24.00 | $151 | -$23.2K | 0.67 |
| 2026-04 | 14 | 46.8% | 20.1% | $26.00 | $654 | -$18.1K | 0.75 |
| 2026-03 | 18 | 53.9% | 24.4% | $22.00 | -$241 | -$29.4K | 0.08 |
| 2026-02 | 19 | 50.8% | 22.3% | $15.00 | $712 | -$22.4K | 0.22 |
| 2026-01 | 20 | 44.8% | 18.3% | $22.00 | $2.2K | -$70.7K | 0.04 |
This archive aggregates COMB's daily end-of-day options snapshots into monthly summaries, spanning 2022-04 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 COMB 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 79.4%, a month-end max-pain strike around $27.00, an average put/call ratio of 0.10.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked COMB history questions
- How much options history is available for COMB?
- This archive holds 51 months of COMB options analytics, spanning 2022-04 through 2026-06. Each entry is a monthly rollup of COMB'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 COMB archive.
- What data does each monthly COMB aggregate contain?
- Every monthly row summarizes that month of COMB 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 79.4%, an average IV rank of 15.6%, a month-end max-pain strike around $27.00, an average put/call ratio of 0.10.
- How is the COMB options-history archive built and how often does it update?
- The archive is derived from COMB'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 COMB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.