Roundhill Investments - MSTR WeeklyPay ETF (MSTW) Options History
Historical options analytics archive for MSTW with monthly max pain, implied volatility, gamma exposure, and put/call data.
11 months of complete options data available.
MSTW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MSTW. 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 | 293.9% | 59.2% | $6.00 | -$105 | $40.4K | 3.11 |
| 2026-05 | 20 | 171.0% | 37.0% | $8.00 | -$827 | $33.7K | 1.43 |
| 2026-04 | 21 | 135.4% | 39.6% | $12.00 | -$3.4K | $252.3K | 1.02 |
| 2026-03 | 22 | 104.6% | 22.7% | $8.00 | -$657 | $163.8K | 1.45 |
| 2026-02 | 19 | 150.0% | 33.8% | $9.00 | -$887 | $148.1K | 1.52 |
| 2026-01 | 20 | 97.8% | - | $13.00 | -$3.9K | $396.8K | 2.55 |
This archive aggregates MSTW's daily end-of-day options snapshots into monthly summaries, spanning 2025-08 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 MSTW 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 293.9%, a month-end max-pain strike around $6.00, an average put/call ratio of 3.11.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked MSTW history questions
- How much options history is available for MSTW?
- This archive holds 11 months of MSTW options analytics, spanning 2025-08 through 2026-06. Each entry is a monthly rollup of MSTW'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 MSTW archive.
- What data does each monthly MSTW aggregate contain?
- Every monthly row summarizes that month of MSTW 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 293.9%, an average IV rank of 59.2%, a month-end max-pain strike around $6.00, an average put/call ratio of 3.11.
- How is the MSTW options-history archive built and how often does it update?
- The archive is derived from MSTW'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 MSTW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.