T-REX 2X Inverse MSTR Daily Target ETF (MSTZ) Options History
Historical options analytics archive for MSTZ with monthly max pain, implied volatility, gamma exposure, and put/call data.
22 months of complete options data available.
MSTZ monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MSTZ. 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 | 184.3% | 72.9% | $8.00 | $24.6K | -$9.6M | 0.45 |
| 2026-05 | 20 | 160.1% | 59.0% | $6.00 | $16.4K | $310.3K | 0.37 |
| 2026-04 | 21 | 152.5% | 50.7% | $5.50 | $15.6K | $292.0K | 0.22 |
| 2026-03 | 22 | 165.4% | 47.8% | $9.00 | $25.5K | -$3.1M | 0.35 |
| 2026-02 | 19 | 178.8% | 53.7% | $13.00 | $103.2K | -$6.9M | 0.43 |
| 2026-01 | 20 | 140.5% | 36.8% | $11.00 | $54.5K | -$13.4M | 0.45 |
This archive aggregates MSTZ's daily end-of-day options snapshots into monthly summaries, spanning 2024-09 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 MSTZ 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 184.3%, a month-end max-pain strike around $8.00, an average put/call ratio of 0.45.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked MSTZ history questions
- How much options history is available for MSTZ?
- This archive holds 22 months of MSTZ options analytics, spanning 2024-09 through 2026-06. Each entry is a monthly rollup of MSTZ'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 MSTZ archive.
- What data does each monthly MSTZ aggregate contain?
- Every monthly row summarizes that month of MSTZ 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 184.3%, an average IV rank of 72.9%, a month-end max-pain strike around $8.00, an average put/call ratio of 0.45.
- How is the MSTZ options-history archive built and how often does it update?
- The archive is derived from MSTZ'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 MSTZ's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.