Franklin Bitcoin ETF (EZBC) Options History
Historical options analytics archive for EZBC with monthly max pain, implied volatility, gamma exposure, and put/call data.
8 months of complete options data available.
EZBC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EZBC. 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 | 103.6% | 18.6% | $38.00 | $2.2K | $78.7K | 0.09 |
| 2026-06 | 21 | 44.0% | 17.9% | $39.00 | -$4.4K | $249.1K | 4.42 |
| 2026-05 | 20 | 37.4% | - | $46.00 | $6.3K | -$34.9K | 0.34 |
| 2026-04 | 20 | 45.5% | - | $40.00 | $12.7K | -$166.4K | 0.82 |
| 2026-03 | 22 | 54.8% | - | $42.00 | $5.2K | -$18.8K | 0.45 |
| 2026-02 | 19 | 58.7% | - | $38.00 | $9.0K | -$49.4K | 0.81 |
This archive aggregates EZBC's daily end-of-day options snapshots into monthly summaries, spanning 2025-12 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 EZBC 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 103.6%, a month-end max-pain strike around $38.00, an average put/call ratio of 0.09.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Frequently asked EZBC history questions
- How much options history is available for EZBC?
- This archive holds 8 months of EZBC options analytics, spanning 2025-12 through 2026-07. Each entry is a monthly rollup of EZBC'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 EZBC archive.
- What data does each monthly EZBC aggregate contain?
- Every monthly row summarizes that month of EZBC 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 103.6%, an average IV rank of 18.6%, a month-end max-pain strike around $38.00, an average put/call ratio of 0.09.
- How is the EZBC options-history archive built and how often does it update?
- The archive is derived from EZBC'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 EZBC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.