Themes Etf Trust - China Generative Artificial Intelligence Etf (DRGN) Options History
Historical options analytics archive for DRGN with monthly max pain, implied volatility, gamma exposure, and put/call data.
11 months of complete options data available.
DRGN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DRGN. 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 | 36.2% | 4.6% | - | $2.2K | -$22.2K | - |
| 2026-08 | 21 | 47.2% | 5.7% | $33.00 | $912 | -$60.2K | 0.00 |
| 2026-07 | 22 | 55.9% | 7.5% | $27.00 | $3.4K | -$102.0K | 0.00 |
| 2026-06 | 21 | 50.0% | 6.1% | $40.00 | $4.5K | -$166.8K | 1.83 |
| 2026-05 | 20 | 40.9% | 4.2% | $40.00 | $1.6K | -$50.6K | 0.00 |
| 2026-04 | 21 | 79.8% | - | $33.00 | $7.2K | -$223.8K | 0.00 |
This archive aggregates DRGN's daily end-of-day options snapshots into monthly summaries, spanning 2025-11 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 DRGN 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 36.2%.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Frequently asked DRGN history questions
- How much options history is available for DRGN?
- This archive holds 11 months of DRGN options analytics, spanning 2025-11 through 2026-09. Each entry is a monthly rollup of DRGN'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 DRGN archive.
- What data does each monthly DRGN aggregate contain?
- Every monthly row summarizes that month of DRGN 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 36.2%, an average IV rank of 4.6%.
- How is the DRGN options-history archive built and how often does it update?
- The archive is derived from DRGN'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 DRGN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.