Roundhill Investments - GOOGL WeeklyPay ETF (GOOW) Options History
Historical options analytics archive for GOOW with monthly max pain, implied volatility, gamma exposure, and put/call data.
14 months of complete options data available.
GOOW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for GOOW. 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 | 34.9% | 4.9% | $63.00 | -$28.3K | $1.1M | 3.63 |
| 2026-08 | 21 | 34.0% | 4.7% | $60.00 | -$12.1K | $1.0M | 6.88 |
| 2026-07 | 22 | 121.1% | 23.2% | $70.00 | -$38.5K | $1.3M | 2.88 |
| 2026-06 | 21 | 38.2% | 5.8% | $70.00 | -$19.2K | $720.6K | 4.28 |
| 2026-05 | 20 | 44.2% | 7.1% | $68.00 | -$2.0K | $92.8K | 1.94 |
| 2026-04 | 21 | 98.5% | 19.4% | $65.00 | $12.6K | -$767.3K | 2.56 |
This archive aggregates GOOW's daily end-of-day options snapshots into monthly summaries, spanning 2025-08 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 GOOW 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 34.9%, a month-end max-pain strike around $63.00, an average put/call ratio of 3.63.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Frequently asked GOOW history questions
- How much options history is available for GOOW?
- This archive holds 14 months of GOOW options analytics, spanning 2025-08 through 2026-09. Each entry is a monthly rollup of GOOW'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 GOOW archive.
- What data does each monthly GOOW aggregate contain?
- Every monthly row summarizes that month of GOOW 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 34.9%, an average IV rank of 4.9%, a month-end max-pain strike around $63.00, an average put/call ratio of 3.63.
- How is the GOOW options-history archive built and how often does it update?
- The archive is derived from GOOW'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 GOOW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.