GraniteShares 2x Long INTC Daily ETF (INTW) Options History
Historical options analytics archive for INTW with monthly max pain, implied volatility, gamma exposure, and put/call data.
15 months of complete options data available.
INTW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for INTW. 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 | 21 | 181.5% | 71.0% | $16.88 | $70.1K | -$11.2M | 0.56 |
| 2026-06 | 21 | 172.7% | 65.3% | $41.88 | $171.3K | -$67.6M | 0.84 |
| 2026-05 | 20 | 173.5% | 73.1% | $47.50 | $78.6K | -$43.3M | 0.90 |
| 2026-04 | 21 | 144.9% | 71.9% | $10.00 | $94.5K | -$70.2M | 0.73 |
| 2026-03 | 22 | 125.0% | 52.8% | $6.88 | $60.7K | -$4.4M | 0.52 |
| 2026-02 | 19 | 122.3% | 49.9% | $10.38 | $80.4K | -$4.5M | 0.33 |
This archive aggregates INTW's daily end-of-day options snapshots into monthly summaries, spanning 2025-05 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 INTW 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 181.5%, a month-end max-pain strike around $16.88, an average put/call ratio of 0.56.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked INTW history questions
- How much options history is available for INTW?
- This archive holds 15 months of INTW options analytics, spanning 2025-05 through 2026-07. Each entry is a monthly rollup of INTW'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 INTW archive.
- What data does each monthly INTW aggregate contain?
- Every monthly row summarizes that month of INTW 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 181.5%, an average IV rank of 71.0%, a month-end max-pain strike around $16.88, an average put/call ratio of 0.56.
- How is the INTW options-history archive built and how often does it update?
- The archive is derived from INTW'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 INTW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.