YieldMax CRCL Option Income Strategy ETF (CRCO) Options History
Historical options analytics archive for CRCO with monthly max pain, implied volatility, gamma exposure, and put/call data.
8 months of complete options data available.
CRCO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CRCO. 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 | 20 | 93.0% | 15.3% | $20.00 | -$422 | $98.9K | 1.16 |
| 2026-05 | 16 | 81.9% | 9.8% | $22.00 | -$2.9K | $22.7K | 1.94 |
| 2026-04 | 18 | 75.3% | - | $23.00 | -$968 | $27.8K | 0.21 |
| 2026-03 | 20 | 69.0% | - | $27.00 | $307 | $14.4K | 0.34 |
| 2026-02 | 19 | 62.6% | - | $20.00 | -$339 | $11.0K | 0.37 |
| 2026-01 | 20 | 113.7% | - | $35.00 | -$373 | $29.4K | 0.86 |
This archive aggregates CRCO's daily end-of-day options snapshots into monthly summaries, spanning 2025-11 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 CRCO 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 93.0%, a month-end max-pain strike around $20.00, an average put/call ratio of 1.16.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked CRCO history questions
- How much options history is available for CRCO?
- This archive holds 8 months of CRCO options analytics, spanning 2025-11 through 2026-06. Each entry is a monthly rollup of CRCO'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 CRCO archive.
- What data does each monthly CRCO aggregate contain?
- Every monthly row summarizes that month of CRCO 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 93.0%, an average IV rank of 15.3%, a month-end max-pain strike around $20.00, an average put/call ratio of 1.16.
- How is the CRCO options-history archive built and how often does it update?
- The archive is derived from CRCO'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 CRCO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.