YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) Options History
Historical options analytics archive for LFGY with monthly max pain, implied volatility, gamma exposure, and put/call data.
17 months of complete options data available.
LFGY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LFGY. 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 |
|---|---|---|---|---|---|---|---|
| 2026-06 | 18 | 108.5% | 19.3% | $24.00 | -$607 | $175.3K | 0.54 |
| 2026-05 | 19 | 81.2% | 13.4% | $25.00 | $7.7K | $50.7K | 0.65 |
| 2026-04 | 19 | 146.9% | 30.0% | $26.00 | $2.4K | $257.3K | 1.87 |
| 2026-03 | 19 | 86.2% | 49.6% | $21.00 | -$238 | $208.2K | 3.23 |
| 2026-02 | 19 | 54.6% | 34.1% | $21.00 | -$6.3K | $272.4K | 1.70 |
| 2026-01 | 20 | 46.9% | 26.5% | $36.00 | -$4.2K | $478.1K | 1.92 |
This archive aggregates LFGY's daily end-of-day options snapshots into monthly summaries, spanning 2025-02 through 2026-06. 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 LFGY 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 (2026-06) shows an average ATM implied volatility near 108.5%, a month-end max-pain strike around $24.00, an average put/call ratio of 0.54.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked LFGY history questions
- How much options history is available for LFGY?
- This archive holds 17 months of LFGY options analytics, spanning 2025-02 through 2026-06. Each entry is a monthly rollup of LFGY'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 LFGY archive.
- What data does each monthly LFGY aggregate contain?
- Every monthly row summarizes that month of LFGY 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, 2026-06 recorded an average ATM implied volatility near 108.5%, an average IV rank of 19.3%, a month-end max-pain strike around $24.00, an average put/call ratio of 0.54.
- How is the LFGY options-history archive built and how often does it update?
- The archive is derived from LFGY'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 LFGY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.