ProShares - UltraShort QQQ (QID) Options History
Historical options analytics archive for QID with monthly max pain, implied volatility, gamma exposure, and put/call data.
224 months of complete options data available.
QID monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for QID. 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 | 74.2% | 12.3% | $13.00 | $313.2K | -$5.4M | 0.05 |
| 2026-05 | 20 | 51.0% | 21.0% | $14.00 | $301.5K | -$2.7M | 0.06 |
| 2026-04 | 21 | 43.0% | 34.6% | $17.00 | $401.6K | -$3.4M | 0.10 |
| 2026-03 | 22 | 51.9% | 24.8% | $23.00 | $232.6K | -$2.4M | 0.20 |
| 2026-02 | 19 | 44.3% | 19.1% | $19.00 | $287.0K | -$1.1M | 0.11 |
| 2026-01 | 20 | 35.7% | 13.1% | $17.00 | $288.3K | -$1.2M | 0.15 |
This archive aggregates QID's daily end-of-day options snapshots into monthly summaries, spanning 2007-11 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 QID 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 74.2%, a month-end max-pain strike around $13.00, an average put/call ratio of 0.05.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
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2007
Frequently asked QID history questions
- How much options history is available for QID?
- This archive holds 224 months of QID options analytics, spanning 2007-11 through 2026-06. Each entry is a monthly rollup of QID'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 QID archive.
- What data does each monthly QID aggregate contain?
- Every monthly row summarizes that month of QID 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 74.2%, an average IV rank of 12.3%, a month-end max-pain strike around $13.00, an average put/call ratio of 0.05.
- How is the QID options-history archive built and how often does it update?
- The archive is derived from QID'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 QID's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.