YieldMax Short COIN Option Income Strategy ETF (FIAT) Options History
Historical options analytics archive for FIAT with monthly max pain, implied volatility, gamma exposure, and put/call data.
25 months of complete options data available.
FIAT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FIAT. 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 | 71.3% | 11.9% | $14.00 | -$1.2K | $78.8K | 1.39 |
| 2026-08 | 21 | 52.9% | 8.7% | $22.00 | -$1.4K | $138.1K | 1.85 |
| 2026-07 | 19 | 94.7% | 17.7% | $20.00 | $745 | $23.3K | 0.49 |
| 2026-06 | 19 | 55.4% | 9.2% | $23.00 | $1.2K | $3.0K | 0.95 |
| 2026-05 | 18 | 81.2% | 16.1% | $23.00 | -$443 | $225.9K | 2.95 |
| 2026-04 | 17 | 60.5% | 13.8% | $25.00 | -$3.5K | $233.7K | 1.96 |
This archive aggregates FIAT's daily end-of-day options snapshots into monthly summaries, spanning 2024-09 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 FIAT 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 71.3%, a month-end max-pain strike around $14.00, an average put/call ratio of 1.39.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked FIAT history questions
- How much options history is available for FIAT?
- This archive holds 25 months of FIAT options analytics, spanning 2024-09 through 2026-09. Each entry is a monthly rollup of FIAT'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 FIAT archive.
- What data does each monthly FIAT aggregate contain?
- Every monthly row summarizes that month of FIAT 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 71.3%, an average IV rank of 11.9%, a month-end max-pain strike around $14.00, an average put/call ratio of 1.39.
- How is the FIAT options-history archive built and how often does it update?
- The archive is derived from FIAT'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 FIAT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.