Roundhill Investments - Innovation-100 0DTE Covered Call Strategy ETF (QDTE) Options History
Historical options analytics archive for QDTE with monthly max pain, implied volatility, gamma exposure, and put/call data.
25 months of complete options data available.
QDTE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for QDTE. 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 | 57.1% | 11.7% | $31.00 | $18.2K | $900.5K | 2.42 |
| 2026-05 | 20 | 108.4% | 22.9% | $30.00 | $169.1K | $4.1M | 1.32 |
| 2026-04 | 21 | 132.4% | 34.2% | $29.00 | -$108.9K | $4.4M | 8.02 |
| 2026-03 | 22 | 67.6% | 31.6% | $28.00 | $30.0K | $3.9M | 2.30 |
| 2026-02 | 19 | 18.5% | 19.9% | $34.00 | $147.3K | $7.3M | 0.42 |
| 2026-01 | 20 | 13.5% | 12.1% | $31.00 | $186.8K | $6.2M | 1.17 |
This archive aggregates QDTE's daily end-of-day options snapshots into monthly summaries, spanning 2024-06 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 QDTE 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 57.1%, a month-end max-pain strike around $31.00, an average put/call ratio of 2.42.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked QDTE history questions
- How much options history is available for QDTE?
- This archive holds 25 months of QDTE options analytics, spanning 2024-06 through 2026-06. Each entry is a monthly rollup of QDTE'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 QDTE archive.
- What data does each monthly QDTE aggregate contain?
- Every monthly row summarizes that month of QDTE 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 57.1%, an average IV rank of 11.7%, a month-end max-pain strike around $31.00, an average put/call ratio of 2.42.
- How is the QDTE options-history archive built and how often does it update?
- The archive is derived from QDTE'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 QDTE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.