Leverage Shares 2x Long CRWV Daily ETF (CRWG) Options History
Historical options analytics archive for CRWG with monthly max pain, implied volatility, gamma exposure, and put/call data.
12 months of complete options data available.
CRWG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CRWG. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 199.2% | 72.7% | $16.00 | $6.9K | -$163.1K | 1.62 |
| 2026-06 | 21 | 173.3% | 62.1% | $37.00 | -$101.0K | $3.9M | 2.00 |
| 2026-05 | 20 | 185.7% | 68.3% | $36.00 | -$645 | -$816.6K | 1.35 |
| 2026-04 | 20 | 195.9% | 77.2% | $40.00 | $28.7K | -$4.5M | 0.57 |
| 2026-03 | 22 | 168.7% | 63.5% | $20.00 | $1.6K | -$267.2K | 0.51 |
| 2026-02 | 19 | 221.0% | 93.1% | $40.00 | $1.1K | $240.5K | 0.40 |
This archive aggregates CRWG's daily end-of-day options snapshots into monthly summaries, spanning 2025-08 through 2026-07. 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 CRWG 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 (2026-07) shows an average ATM implied volatility near 199.2%, a month-end max-pain strike around $16.00, an average put/call ratio of 1.62.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Frequently asked CRWG history questions
- How much options history is available for CRWG?
- This archive holds 12 months of CRWG options analytics, spanning 2025-08 through 2026-07. Each entry is a monthly rollup of CRWG'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 CRWG archive.
- What data does each monthly CRWG aggregate contain?
- Every monthly row summarizes that month of CRWG 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, 2026-07 recorded an average ATM implied volatility near 199.2%, an average IV rank of 72.7%, a month-end max-pain strike around $16.00, an average put/call ratio of 1.62.
- How is the CRWG options-history archive built and how often does it update?
- The archive is derived from CRWG'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 CRWG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.