Investment Managers Series Trust II - Tradr 2X Long CORZ Daily ETF (COZX) Options History
Historical options analytics archive for COZX with monthly max pain, implied volatility, gamma exposure, and put/call data.
11 months of complete options data available.
COZX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for COZX. 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 | 139.5% | 3.8% | $9.00 | $8.9K | -$272.3K | 0.17 |
| 2026-08 | 21 | 152.4% | 3.6% | $10.00 | -$47 | -$8.3K | 0.00 |
| 2026-07 | 20 | 214.7% | 30.2% | $17.00 | $207 | -$8.8K | 1.60 |
| 2026-06 | 18 | 165.2% | 18.2% | $24.00 | $559 | -$32.2K | 1.06 |
| 2026-05 | 16 | 165.3% | - | $28.00 | $1.4K | -$103.6K | 0.02 |
| 2026-04 | 16 | 185.3% | - | $8.00 | $508 | -$96.6K | 0.14 |
This archive aggregates COZX's daily end-of-day options snapshots into monthly summaries, spanning 2025-11 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 COZX 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 139.5%, a month-end max-pain strike around $9.00, an average put/call ratio of 0.17.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Frequently asked COZX history questions
- How much options history is available for COZX?
- This archive holds 11 months of COZX options analytics, spanning 2025-11 through 2026-09. Each entry is a monthly rollup of COZX'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 COZX archive.
- What data does each monthly COZX aggregate contain?
- Every monthly row summarizes that month of COZX 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 139.5%, an average IV rank of 3.8%, a month-end max-pain strike around $9.00, an average put/call ratio of 0.17.
- How is the COZX options-history archive built and how often does it update?
- The archive is derived from COZX'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 COZX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.