GraniteShares 2x Long MRVL Daily ETF (MVLL) Options History
Historical options analytics archive for MVLL with monthly max pain, implied volatility, gamma exposure, and put/call data.
14 months of complete options data available.
MVLL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MVLL. 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 | 207.1% | 78.3% | $50.00 | -$9.0K | -$26.8M | 0.78 |
| 2026-05 | 20 | 173.8% | 82.3% | $30.00 | $70.2K | -$16.6M | 0.87 |
| 2026-04 | 21 | 129.4% | 49.4% | $13.33 | $60.6K | -$12.0M | 0.36 |
| 2026-03 | 22 | 120.8% | 42.3% | $7.33 | $20.1K | -$1.5M | 0.65 |
| 2026-02 | 19 | 128.5% | 56.1% | $5.67 | $8.1K | -$703.2K | 0.57 |
| 2026-01 | 20 | 101.9% | 28.4% | $7.00 | $6.7K | -$484.7K | 0.66 |
This archive aggregates MVLL's daily end-of-day options snapshots into monthly summaries, spanning 2025-05 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 MVLL 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 207.1%, a month-end max-pain strike around $50.00, an average put/call ratio of 0.78.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked MVLL history questions
- How much options history is available for MVLL?
- This archive holds 14 months of MVLL options analytics, spanning 2025-05 through 2026-06. Each entry is a monthly rollup of MVLL'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 MVLL archive.
- What data does each monthly MVLL aggregate contain?
- Every monthly row summarizes that month of MVLL 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 207.1%, an average IV rank of 78.3%, a month-end max-pain strike around $50.00, an average put/call ratio of 0.78.
- How is the MVLL options-history archive built and how often does it update?
- The archive is derived from MVLL'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 MVLL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.