YieldMax PLTR Option Income Strategy ETF (PLTY) Options History
Historical options analytics archive for PLTY with monthly max pain, implied volatility, gamma exposure, and put/call data.
20 months of complete options data available.
PLTY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PLTY. 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 | 66.1% | 14.3% | $34.00 | -$9.7K | $2.9M | 2.02 |
| 2026-05 | 19 | 59.7% | 23.5% | $34.00 | -$67.1K | $1.5M | 0.95 |
| 2026-04 | 18 | 47.2% | 40.2% | $38.00 | -$60.5K | $4.7M | 1.60 |
| 2026-03 | 18 | 41.3% | 18.9% | $40.00 | -$67.9K | $3.9M | 1.11 |
| 2026-02 | 19 | 45.3% | 23.9% | $55.00 | -$219.8K | $8.4M | 1.92 |
| 2026-01 | 20 | 43.8% | 22.1% | $50.00 | -$239.0K | $8.1M | 3.49 |
This archive aggregates PLTY's daily end-of-day options snapshots into monthly summaries, spanning 2024-11 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 PLTY 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 66.1%, a month-end max-pain strike around $34.00, an average put/call ratio of 2.02.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked PLTY history questions
- How much options history is available for PLTY?
- This archive holds 20 months of PLTY options analytics, spanning 2024-11 through 2026-06. Each entry is a monthly rollup of PLTY'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 PLTY archive.
- What data does each monthly PLTY aggregate contain?
- Every monthly row summarizes that month of PLTY 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 66.1%, an average IV rank of 14.3%, a month-end max-pain strike around $34.00, an average put/call ratio of 2.02.
- How is the PLTY options-history archive built and how often does it update?
- The archive is derived from PLTY'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 PLTY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.