ETF Opportunities Trust - T-Rex 2x Inverse CRCL Daily Target ETF (CRCD) Options History
Historical options analytics archive for CRCD with monthly max pain, implied volatility, gamma exposure, and put/call data.
12 months of complete options data available.
CRCD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CRCD. 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 | 149.2% | 30.8% | $5.00 | $308 | $3.5K | 1.42 |
| 2026-08 | 21 | 218.3% | 45.1% | $5.00 | $166 | $15.4K | 2.33 |
| 2026-07 | 22 | 189.6% | 39.1% | $4.00 | $825 | -$76.0K | 0.20 |
| 2026-06 | 19 | 161.6% | 35.3% | $4.00 | $1.7K | -$179.6K | 0.21 |
| 2026-05 | 16 | 231.0% | 45.5% | $6.00 | $990 | -$21.0K | 0.60 |
| 2026-04 | 18 | 179.2% | 55.5% | $5.00 | $1.1K | -$76.5K | 0.37 |
This archive aggregates CRCD'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 CRCD 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 149.2%, a month-end max-pain strike around $5.00, an average put/call ratio of 1.42.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Frequently asked CRCD history questions
- How much options history is available for CRCD?
- This archive holds 12 months of CRCD options analytics, spanning 2025-10 through 2026-09. Each entry is a monthly rollup of CRCD'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 CRCD archive.
- What data does each monthly CRCD aggregate contain?
- Every monthly row summarizes that month of CRCD 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 149.2%, an average IV rank of 30.8%, a month-end max-pain strike around $5.00, an average put/call ratio of 1.42.
- How is the CRCD options-history archive built and how often does it update?
- The archive is derived from CRCD'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 CRCD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.