Themes ETF Trust - Leverage Shares 2X Long PLUG Daily ETF (PLUL) Options History
Historical options analytics archive for PLUL with monthly max pain, implied volatility, gamma exposure, and put/call data.
8 months of complete options data available.
PLUL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PLUL. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 143.7% | 15.0% | $7.00 | -$210 | $7.9K | 0.18 |
| 2026-08 | 21 | 184.5% | - | $5.00 | $123 | -$9.6K | 1.76 |
| 2026-07 | 19 | 188.6% | - | $5.00 | $181 | -$19.0K | 0.09 |
| 2026-06 | 15 | 185.5% | - | $35.00 | $291 | -$47.4K | 0.48 |
| 2026-05 | 19 | 231.0% | - | $35.00 | $184 | -$189.8K | 0.95 |
| 2026-04 | 18 | 193.1% | - | - | $115 | -$87.7K | 0.33 |
This archive aggregates PLUL's daily end-of-day options snapshots into monthly summaries, spanning 2026-02 through 2026-09. 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 PLUL 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 (2026-09) shows an average ATM implied volatility near 143.7%, a month-end max-pain strike around $7.00, an average put/call ratio of 0.18.
2026
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
Frequently asked PLUL history questions
- How much options history is available for PLUL?
- This archive holds 8 months of PLUL options analytics, spanning 2026-02 through 2026-09. Each entry is a monthly rollup of PLUL'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 PLUL archive.
- What data does each monthly PLUL aggregate contain?
- Every monthly row summarizes that month of PLUL 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, 2026-09 recorded an average ATM implied volatility near 143.7%, an average IV rank of 15.0%, a month-end max-pain strike around $7.00, an average put/call ratio of 0.18.
- How is the PLUL options-history archive built and how often does it update?
- The archive is derived from PLUL'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 PLUL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.