Corgi ETF Trust I - Corgi High Voltage Grid Equipment ETF (JOUL) Options History
Historical options analytics archive for JOUL with monthly max pain, implied volatility, gamma exposure, and put/call data.
4 months of complete options data available.
JOUL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for JOUL. 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 | 52.1% | - | $22.00 | -$660 | $5.6K | 0.00 |
| 2026-08 | 20 | 58.2% | - | $22.00 | -$101 | $1.1K | 0.17 |
| 2026-07 | 17 | 82.9% | - | $21.00 | $280 | -$9.1K | 0.00 |
| 2026-06 | 18 | 69.0% | - | $26.00 | $428 | -$21.0K | 0.20 |
| 2026-05 | 4 | 67.5% | - | - | -$24 | $1.0K | - |
This archive aggregates JOUL'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 JOUL 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 52.1%, a month-end max-pain strike around $22.00, an average put/call ratio of 0.00.
2026
Frequently asked JOUL history questions
- How much options history is available for JOUL?
- This archive holds 4 months of JOUL options analytics, spanning 2026-06 through 2026-09. Each entry is a monthly rollup of JOUL'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 JOUL archive.
- What data does each monthly JOUL aggregate contain?
- Every monthly row summarizes that month of JOUL 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 52.1%, a month-end max-pain strike around $22.00, an average put/call ratio of 0.00.
- How is the JOUL options-history archive built and how often does it update?
- The archive is derived from JOUL'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 JOUL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.