Daily Target 2X Long ORCL ETF (ORCX) Options History
Historical options analytics archive for ORCX with monthly max pain, implied volatility, gamma exposure, and put/call data.
9 months of complete options data available.
ORCX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ORCX. 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 | 17 | 135.6% | 46.4% | $37.00 | $2.9K | $1.4M | 0.75 |
| 2026-05 | 20 | 135.9% | 55.0% | $45.00 | $89.2K | -$19.1M | 1.81 |
| 2026-04 | 21 | 106.6% | 32.0% | $35.00 | $35.7K | -$3.1M | 0.81 |
| 2026-03 | 21 | 128.7% | - | $25.00 | $16.9K | -$583.1K | 0.49 |
| 2026-02 | 19 | 136.9% | - | $33.00 | $7.2K | $428.5K | 0.47 |
| 2026-01 | 20 | 94.0% | - | $45.00 | $7.6K | $427.8K | 0.52 |
This archive aggregates ORCX's daily end-of-day options snapshots into monthly summaries, spanning 2025-10 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 ORCX 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 135.6%, a month-end max-pain strike around $37.00, an average put/call ratio of 0.75.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked ORCX history questions
- How much options history is available for ORCX?
- This archive holds 9 months of ORCX options analytics, spanning 2025-10 through 2026-06. Each entry is a monthly rollup of ORCX'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 ORCX archive.
- What data does each monthly ORCX aggregate contain?
- Every monthly row summarizes that month of ORCX 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 135.6%, an average IV rank of 46.4%, a month-end max-pain strike around $37.00, an average put/call ratio of 0.75.
- How is the ORCX options-history archive built and how often does it update?
- The archive is derived from ORCX'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 ORCX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.