Roundhill Investments - PLTR WeeklyPay ETF (PLTW) Options History
Historical options analytics archive for PLTW with monthly max pain, implied volatility, gamma exposure, and put/call data.
16 months of complete options data available.
PLTW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PLTW. 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 | 15 | 72.6% | 14.7% | $20.00 | $1.7K | $111.9K | 0.46 |
| 2026-05 | 19 | 199.3% | 40.7% | $22.00 | $12.2K | $92.9K | 0.76 |
| 2026-04 | 18 | 104.5% | 22.0% | $24.00 | $3.9K | $354.4K | 0.48 |
| 2026-03 | 18 | 70.4% | 13.8% | $26.00 | $10.8K | $208.0K | 0.37 |
| 2026-02 | 19 | 68.6% | 13.1% | $35.00 | $3.8K | $735.1K | 0.91 |
| 2026-01 | 20 | 62.6% | 10.9% | $34.00 | $295 | $967.5K | 0.31 |
This archive aggregates PLTW's daily end-of-day options snapshots into monthly summaries, spanning 2025-03 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 PLTW 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 72.6%, a month-end max-pain strike around $20.00, an average put/call ratio of 0.46.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked PLTW history questions
- How much options history is available for PLTW?
- This archive holds 16 months of PLTW options analytics, spanning 2025-03 through 2026-06. Each entry is a monthly rollup of PLTW'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 PLTW archive.
- What data does each monthly PLTW aggregate contain?
- Every monthly row summarizes that month of PLTW 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 72.6%, an average IV rank of 14.7%, a month-end max-pain strike around $20.00, an average put/call ratio of 0.46.
- How is the PLTW options-history archive built and how often does it update?
- The archive is derived from PLTW'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 PLTW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.