Roundhill Investments - Daily 2X Long Magnificent Seven ETF (MAGX) Options History
Historical options analytics archive for MAGX with monthly max pain, implied volatility, gamma exposure, and put/call data.
28 months of complete options data available.
MAGX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MAGX. 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 | 58.8% | 34.3% | $49.00 | $28.0K | -$882.7K | 5.59 |
| 2026-05 | 20 | 50.0% | 22.7% | $64.00 | $20.8K | -$551.1K | 1.06 |
| 2026-04 | 21 | 55.1% | 15.6% | $55.00 | $12.3K | -$399.2K | 1.07 |
| 2026-03 | 22 | 62.3% | 10.4% | $47.00 | $2.2K | -$8.0K | 1.21 |
| 2026-02 | 19 | 59.4% | 9.4% | $48.67 | $18.5K | -$298.8K | 0.52 |
| 2026-01 | 20 | 45.5% | 4.5% | $55.67 | $62.8K | -$1.5M | 0.58 |
This archive aggregates MAGX's daily end-of-day options snapshots into monthly summaries, spanning 2024-03 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 MAGX 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 58.8%, a month-end max-pain strike around $49.00, an average put/call ratio of 5.59.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked MAGX history questions
- How much options history is available for MAGX?
- This archive holds 28 months of MAGX options analytics, spanning 2024-03 through 2026-06. Each entry is a monthly rollup of MAGX'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 MAGX archive.
- What data does each monthly MAGX aggregate contain?
- Every monthly row summarizes that month of MAGX 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 58.8%, an average IV rank of 34.3%, a month-end max-pain strike around $49.00, an average put/call ratio of 5.59.
- How is the MAGX options-history archive built and how often does it update?
- The archive is derived from MAGX'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 MAGX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.