Leverage Shares 2x Long DUOL Daily ETF (DUOG) Options History
Historical options analytics archive for DUOG with monthly max pain, implied volatility, gamma exposure, and put/call data.
8 months of complete options data available.
DUOG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DUOG. 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 | 109.9% | 17.4% | $50.00 | -$1.7K | -$21.1K | 2.24 |
| 2026-08 | 21 | 122.6% | 17.2% | $60.00 | $712 | -$110.1K | 3.29 |
| 2026-07 | 22 | 160.2% | - | $38.00 | $543 | -$65.6K | 1.13 |
| 2026-06 | 21 | 130.7% | - | $40.00 | -$2.4K | $62.6K | 0.42 |
| 2026-05 | 20 | 135.8% | - | $50.00 | -$2.2K | $47.7K | 0.48 |
| 2026-04 | 21 | 215.2% | - | $40.00 | $332 | -$40.4K | 0.38 |
This archive aggregates DUOG's daily end-of-day options snapshots into monthly summaries, spanning 2026-02 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 DUOG 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 109.9%, a month-end max-pain strike around $50.00, an average put/call ratio of 2.24.
2026
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
Frequently asked DUOG history questions
- How much options history is available for DUOG?
- This archive holds 8 months of DUOG options analytics, spanning 2026-02 through 2026-09. Each entry is a monthly rollup of DUOG'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 DUOG archive.
- What data does each monthly DUOG aggregate contain?
- Every monthly row summarizes that month of DUOG 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 109.9%, an average IV rank of 17.4%, a month-end max-pain strike around $50.00, an average put/call ratio of 2.24.
- How is the DUOG options-history archive built and how often does it update?
- The archive is derived from DUOG'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 DUOG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.