Corgi Etf Trust I - Shipping & Global Logistics ETF (HULL) Options History
Historical options analytics archive for HULL with monthly max pain, implied volatility, gamma exposure, and put/call data.
4 months of complete options data available.
HULL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for HULL. 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 | 55.0% | - | - | $71 | -$748 | - |
| 2026-08 | 21 | 54.6% | - | - | $0 | $0 | 0.00 |
| 2026-07 | 22 | 55.6% | - | - | $0 | $0 | - |
| 2026-06 | 21 | 50.1% | - | - | $0 | $0 | - |
| 2026-05 | 4 | 46.2% | - | - | $0 | $0 | - |
This archive aggregates HULL's daily end-of-day options snapshots into monthly summaries, spanning 2026-06 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 HULL 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 55.0%.
2026
Frequently asked HULL history questions
- How much options history is available for HULL?
- This archive holds 4 months of HULL options analytics, spanning 2026-06 through 2026-09. Each entry is a monthly rollup of HULL'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 HULL archive.
- What data does each monthly HULL aggregate contain?
- Every monthly row summarizes that month of HULL 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 55.0%.
- How is the HULL options-history archive built and how often does it update?
- The archive is derived from HULL'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 HULL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.