Leverage Shares 2x Long GEMI Daily ETF (GEMG) Options History
Historical options analytics archive for GEMG with monthly max pain, implied volatility, gamma exposure, and put/call data.
7 months of complete options data available.
GEMG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for GEMG. 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 |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 213.9% | 43.8% | $12.00 | -$407 | $38.5K | 5.50 |
| 2026-05 | 18 | 224.9% | - | - | -$35 | $1.4K | 0.00 |
| 2026-04 | 21 | 60.4% | - | - | $0 | $0 | 0.12 |
| 2026-03 | 22 | 182.5% | - | $40.00 | $0 | $1.5K | 0.43 |
| 2026-02 | 19 | 277.9% | - | $80.00 | -$1 | $606 | 0.87 |
| 2026-01 | 20 | 213.3% | - | $100.00 | $45 | $1.1K | 1.52 |
This archive aggregates GEMG's daily end-of-day options snapshots into monthly summaries, spanning 2025-12 through 2026-06. 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 GEMG 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 (2026-06) shows an average ATM implied volatility near 213.9%, a month-end max-pain strike around $12.00, an average put/call ratio of 5.50.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked GEMG history questions
- How much options history is available for GEMG?
- This archive holds 7 months of GEMG options analytics, spanning 2025-12 through 2026-06. Each entry is a monthly rollup of GEMG'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 GEMG archive.
- What data does each monthly GEMG aggregate contain?
- Every monthly row summarizes that month of GEMG 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, 2026-06 recorded an average ATM implied volatility near 213.9%, an average IV rank of 43.8%, a month-end max-pain strike around $12.00, an average put/call ratio of 5.50.
- How is the GEMG options-history archive built and how often does it update?
- The archive is derived from GEMG'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 GEMG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.