Tradr 2X Long LITE Daily ETF (LITX) Options History
Historical options analytics archive for LITX with monthly max pain, implied volatility, gamma exposure, and put/call data.
8 months of complete options data available.
LITX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LITX. 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 | 140.7% | 8.1% | $32.00 | $598.0K | -$19.4M | 0.80 |
| 2026-08 | 21 | 177.2% | 0.0% | $30.00 | $41.0K | -$4.2M | 0.54 |
| 2026-07 | 22 | 208.1% | - | $29.00 | $3.1K | $777.0K | 0.74 |
| 2026-06 | 17 | 188.0% | - | $35.00 | $27.0K | -$6.6M | 0.83 |
| 2026-05 | 19 | 195.0% | - | $40.00 | -$36.9K | -$698.3K | 0.65 |
| 2026-04 | 19 | 210.0% | - | $42.00 | $175 | -$5.1M | 1.04 |
This archive aggregates LITX's daily end-of-day options snapshots into monthly summaries, spanning 2026-02 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 LITX 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 140.7%, a month-end max-pain strike around $32.00, an average put/call ratio of 0.80.
2026
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
Frequently asked LITX history questions
- How much options history is available for LITX?
- This archive holds 8 months of LITX options analytics, spanning 2026-02 through 2026-09. Each entry is a monthly rollup of LITX'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 LITX archive.
- What data does each monthly LITX aggregate contain?
- Every monthly row summarizes that month of LITX 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 140.7%, an average IV rank of 8.1%, a month-end max-pain strike around $32.00, an average put/call ratio of 0.80.
- How is the LITX options-history archive built and how often does it update?
- The archive is derived from LITX'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 LITX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.