AdvisorShares Ranger Equity Bear ETF (HDGE) Options History
Historical options analytics archive for HDGE with monthly max pain, implied volatility, gamma exposure, and put/call data.
179 months of complete options data available.
HDGE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for HDGE. 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 | 89.5% | 18.3% | $17.00 | $1.1K | -$13.9K | 23.23 |
| 2026-06 | 21 | 94.1% | 17.4% | $16.00 | $2.3K | -$27.5K | 50.00 |
| 2026-05 | 20 | 147.1% | 31.8% | $16.00 | $3.2K | -$38.1K | 16.67 |
| 2026-04 | 21 | 296.4% | 71.2% | $12.00 | $3.9K | -$51.7K | 8.17 |
| 2026-03 | 21 | 35.3% | 21.3% | $15.00 | $11.0K | -$408.3K | 32.17 |
| 2026-02 | 19 | 29.1% | 18.8% | $16.00 | $23.1K | -$391.4K | 0.25 |
This archive aggregates HDGE's daily end-of-day options snapshots into monthly summaries, spanning 2011-09 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 HDGE 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 89.5%, a month-end max-pain strike around $17.00, an average put/call ratio of 23.23.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
Frequently asked HDGE history questions
- How much options history is available for HDGE?
- This archive holds 179 months of HDGE options analytics, spanning 2011-09 through 2026-07. Each entry is a monthly rollup of HDGE'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 HDGE archive.
- What data does each monthly HDGE aggregate contain?
- Every monthly row summarizes that month of HDGE 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 89.5%, an average IV rank of 18.3%, a month-end max-pain strike around $17.00, an average put/call ratio of 23.23.
- How is the HDGE options-history archive built and how often does it update?
- The archive is derived from HDGE'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 HDGE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.