ETF Opportunities Trust - T-Rex 2x Inverse CRWV Daily Target ETF (CORD) Options History
Historical options analytics archive for CORD with monthly max pain, implied volatility, gamma exposure, and put/call data.
12 months of complete options data available.
CORD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CORD. 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 | 165.8% | 38.5% | $7.00 | $188 | $1.5K | 0.70 |
| 2026-08 | 21 | 209.7% | 56.9% | $5.00 | $166 | $6.1K | 0.81 |
| 2026-07 | 20 | 206.4% | 64.1% | $7.00 | $568 | -$39.6K | 1.22 |
| 2026-06 | 19 | 168.3% | 50.7% | $5.00 | $2.4K | -$181.1K | 0.81 |
| 2026-05 | 17 | 182.7% | 56.1% | $11.00 | $799 | -$32.0K | 2.74 |
| 2026-04 | 15 | 188.5% | 62.4% | $6.00 | $2.3K | -$164.6K | 1.59 |
This archive aggregates CORD's daily end-of-day options snapshots into monthly summaries, spanning 2025-10 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 CORD 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 165.8%, a month-end max-pain strike around $7.00, an average put/call ratio of 0.70.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Frequently asked CORD history questions
- How much options history is available for CORD?
- This archive holds 12 months of CORD options analytics, spanning 2025-10 through 2026-09. Each entry is a monthly rollup of CORD'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 CORD archive.
- What data does each monthly CORD aggregate contain?
- Every monthly row summarizes that month of CORD 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 165.8%, an average IV rank of 38.5%, a month-end max-pain strike around $7.00, an average put/call ratio of 0.70.
- How is the CORD options-history archive built and how often does it update?
- The archive is derived from CORD'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 CORD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.