Leverage Shares 2x Long LULU Daily ETF (LULG) Options History
Historical options analytics archive for LULG with monthly max pain, implied volatility, gamma exposure, and put/call data.
6 months of complete options data available.
LULG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LULG. 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 | 21 | 122.7% | - | $8.00 | $507 | -$49.1K | 2.98 |
| 2026-05 | 20 | 169.4% | - | $7.00 | $1.2K | -$97.9K | 0.51 |
| 2026-04 | 20 | 82.5% | - | $11.00 | $1.2K | -$48.2K | 0.46 |
| 2026-03 | 22 | 122.4% | - | $15.00 | $3.3K | -$44.5K | 0.33 |
| 2026-02 | 19 | 106.4% | - | $17.00 | $695 | -$23.2K | 0.25 |
| 2026-01 | 8 | 80.4% | - | $19.00 | $3.7K | -$81.6K | 0.23 |
This archive aggregates LULG's daily end-of-day options snapshots into monthly summaries, spanning 2026-01 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 LULG 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 122.7%, a month-end max-pain strike around $8.00, an average put/call ratio of 2.98.
2026
Jan | Feb | Mar | Apr | May | Jun
Frequently asked LULG history questions
- How much options history is available for LULG?
- This archive holds 6 months of LULG options analytics, spanning 2026-01 through 2026-06. Each entry is a monthly rollup of LULG'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 LULG archive.
- What data does each monthly LULG aggregate contain?
- Every monthly row summarizes that month of LULG 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 122.7%, a month-end max-pain strike around $8.00, an average put/call ratio of 2.98.
- How is the LULG options-history archive built and how often does it update?
- The archive is derived from LULG'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 LULG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.