GraniteShares 2x Long IONQ Daily ETF (IONL) Options History
Historical options analytics archive for IONL with monthly max pain, implied volatility, gamma exposure, and put/call data.
16 months of complete options data available.
IONL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IONL. 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 | 139.7% | 13.3% | $13.00 | $3.6K | -$467.1K | 1.37 |
| 2026-08 | 21 | 165.1% | 29.3% | $17.00 | -$1.3K | $199.2K | 1.05 |
| 2026-07 | 22 | 195.4% | 48.4% | $15.00 | $948 | $14.3K | 0.77 |
| 2026-06 | 21 | 196.0% | 48.8% | $35.00 | $3.4K | -$776.8K | 0.57 |
| 2026-05 | 20 | 205.9% | 55.0% | $31.00 | $20.4K | -$5.9M | 0.55 |
| 2026-04 | 21 | 202.2% | 52.7% | $20.00 | $9.4K | -$1.4M | 0.18 |
This archive aggregates IONL's daily end-of-day options snapshots into monthly summaries, spanning 2025-06 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 IONL 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 139.7%, a month-end max-pain strike around $13.00, an average put/call ratio of 1.37.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked IONL history questions
- How much options history is available for IONL?
- This archive holds 16 months of IONL options analytics, spanning 2025-06 through 2026-09. Each entry is a monthly rollup of IONL'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 IONL archive.
- What data does each monthly IONL aggregate contain?
- Every monthly row summarizes that month of IONL 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 139.7%, an average IV rank of 13.3%, a month-end max-pain strike around $13.00, an average put/call ratio of 1.37.
- How is the IONL options-history archive built and how often does it update?
- The archive is derived from IONL'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 IONL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.