VistaShares Target 15 Berkshire Select Income ETF (OMAH) Options History
Historical options analytics archive for OMAH with monthly max pain, implied volatility, gamma exposure, and put/call data.
8 months of complete options data available.
OMAH monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for OMAH. 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 | 239.1% | 48.8% | $19.00 | $221.8K | -$1.1M | 12.84 |
| 2026-05 | 20 | 225.5% | 41.4% | $19.00 | $304.9K | -$1.1M | 0.42 |
| 2026-04 | 21 | 97.4% | - | $18.00 | $265.0K | -$969.5K | 0.12 |
| 2026-03 | 22 | 149.9% | - | $18.00 | $36.9K | -$189.6K | 1.56 |
| 2026-02 | 19 | 21.8% | - | $17.00 | $55.2K | -$382.4K | 2.53 |
| 2026-01 | 20 | 17.2% | - | $19.00 | $26.2K | -$131.2K | 2.82 |
This archive aggregates OMAH's daily end-of-day options snapshots into monthly summaries, spanning 2025-11 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 OMAH 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 239.1%, a month-end max-pain strike around $19.00, an average put/call ratio of 12.84.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked OMAH history questions
- How much options history is available for OMAH?
- This archive holds 8 months of OMAH options analytics, spanning 2025-11 through 2026-06. Each entry is a monthly rollup of OMAH'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 OMAH archive.
- What data does each monthly OMAH aggregate contain?
- Every monthly row summarizes that month of OMAH 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 239.1%, an average IV rank of 48.8%, a month-end max-pain strike around $19.00, an average put/call ratio of 12.84.
- How is the OMAH options-history archive built and how often does it update?
- The archive is derived from OMAH'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 OMAH's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.