GraniteShares 2x Long DELL Daily ETF (DLLL) Options History
Historical options analytics archive for DLLL with monthly max pain, implied volatility, gamma exposure, and put/call data.
18 months of complete options data available.
DLLL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DLLL. 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 | 21 | 121.5% | 35.0% | $36.00 | $746.2K | -$51.3M | 1.98 |
| 2026-08 | 21 | 160.0% | 62.8% | $23.00 | $417.4K | -$28.4M | 0.53 |
| 2026-07 | 22 | 172.0% | 70.8% | $18.75 | $47.1K | -$6.8M | 0.32 |
| 2026-06 | 21 | 153.0% | 58.7% | $20.00 | -$14.2K | -$7.4M | 2.29 |
| 2026-05 | 20 | 147.0% | 54.9% | $11.25 | $28.5K | -$12.8M | 0.72 |
| 2026-04 | 21 | 108.3% | 30.3% | $3.25 | $3.2K | -$1.7M | 1.52 |
This archive aggregates DLLL's daily end-of-day options snapshots into monthly summaries, spanning 2025-04 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 DLLL 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 121.5%, a month-end max-pain strike around $36.00, an average put/call ratio of 1.98.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked DLLL history questions
- How much options history is available for DLLL?
- This archive holds 18 months of DLLL options analytics, spanning 2025-04 through 2026-09. Each entry is a monthly rollup of DLLL'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 DLLL archive.
- What data does each monthly DLLL aggregate contain?
- Every monthly row summarizes that month of DLLL 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 121.5%, an average IV rank of 35.0%, a month-end max-pain strike around $36.00, an average put/call ratio of 1.98.
- How is the DLLL options-history archive built and how often does it update?
- The archive is derived from DLLL'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 DLLL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.