Leverage Shares 2x Long CRM Daily ETF (CRMG) Options History
Historical options analytics archive for CRMG with monthly max pain, implied volatility, gamma exposure, and put/call data.
11 months of complete options data available.
CRMG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CRMG. 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 | 87.7% | 43.2% | $5.00 | $4.8K | -$319.9K | 0.20 |
| 2026-05 | 15 | 99.5% | 53.1% | $5.00 | $37.7K | -$2.0M | 0.78 |
| 2026-04 | 20 | 84.6% | 40.7% | $6.00 | $5.9K | -$393.9K | 0.23 |
| 2026-03 | 22 | 84.5% | 40.6% | $6.00 | $5.4K | -$294.8K | 0.34 |
| 2026-02 | 19 | 101.5% | 60.3% | $6.00 | $26.1K | -$862.6K | 0.26 |
| 2026-01 | 20 | 67.6% | - | $9.00 | $17.8K | -$406.9K | 0.34 |
This archive aggregates CRMG's daily end-of-day options snapshots into monthly summaries, spanning 2025-08 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 CRMG 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 87.7%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.20.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked CRMG history questions
- How much options history is available for CRMG?
- This archive holds 11 months of CRMG options analytics, spanning 2025-08 through 2026-06. Each entry is a monthly rollup of CRMG'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 CRMG archive.
- What data does each monthly CRMG aggregate contain?
- Every monthly row summarizes that month of CRMG 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 87.7%, an average IV rank of 43.2%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.20.
- How is the CRMG options-history archive built and how often does it update?
- The archive is derived from CRMG'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 CRMG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.