GraniteShares 2x Long COIN Daily ETF (CONL) Options History
Historical options analytics archive for CONL with monthly max pain, implied volatility, gamma exposure, and put/call data.
46 months of complete options data available.
CONL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CONL. 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 | 134.6% | 22.0% | $6.00 | $17.0K | $2.1M | 0.41 |
| 2026-05 | 17 | 153.9% | 57.8% | $7.00 | -$282.3K | $2.9M | 0.58 |
| 2026-04 | 14 | 151.7% | 51.1% | $8.00 | $143.9K | -$12.5M | 0.50 |
| 2026-03 | 19 | 142.2% | 39.6% | $8.50 | $46.4K | -$762.2K | 0.46 |
| 2026-02 | 19 | 148.9% | 44.1% | $7.00 | $116.4K | -$6.9M | 0.39 |
| 2026-01 | 20 | 116.0% | 21.9% | $15.00 | $52.6K | $6.7M | 0.76 |
This archive aggregates CONL's daily end-of-day options snapshots into monthly summaries, spanning 2022-09 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 CONL 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 134.6%, a month-end max-pain strike around $6.00, an average put/call ratio of 0.41.
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
Frequently asked CONL history questions
- How much options history is available for CONL?
- This archive holds 46 months of CONL options analytics, spanning 2022-09 through 2026-06. Each entry is a monthly rollup of CONL'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 CONL archive.
- What data does each monthly CONL aggregate contain?
- Every monthly row summarizes that month of CONL 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 134.6%, an average IV rank of 22.0%, a month-end max-pain strike around $6.00, an average put/call ratio of 0.41.
- How is the CONL options-history archive built and how often does it update?
- The archive is derived from CONL'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 CONL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.