NEOS Nasdaq-100 Hedged Equity Income ETF (QQQH) Options History
Historical options analytics archive for QQQH with monthly max pain, implied volatility, gamma exposure, and put/call data.
16 months of complete options data available.
QQQH monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for QQQH. 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 | 18.2% | 29.5% | $54.00 | $35.2K | -$219.4K | 0.72 |
| 2026-05 | 20 | 12.3% | 10.9% | - | $2.2K | -$30.4K | 0.63 |
| 2026-04 | 21 | 13.8% | 5.4% | $54.00 | $1.5K | -$11.7K | 0.00 |
| 2026-03 | 22 | 21.7% | 13.7% | $55.00 | -$3.5K | $32.5K | 0.00 |
| 2026-02 | 19 | 17.2% | 7.8% | $55.00 | -$14.8K | $122.1K | 1.14 |
| 2026-01 | 20 | 22.4% | 14.0% | $54.00 | -$18.8K | $98.3K | 0.01 |
This archive aggregates QQQH'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 QQQH 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 18.2%, a month-end max-pain strike around $54.00, an average put/call ratio of 0.72.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked QQQH history questions
- How much options history is available for QQQH?
- This archive holds 16 months of QQQH options analytics, spanning 2025-03 through 2026-06. Each entry is a monthly rollup of QQQH'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 QQQH archive.
- What data does each monthly QQQH aggregate contain?
- Every monthly row summarizes that month of QQQH 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 18.2%, an average IV rank of 29.5%, a month-end max-pain strike around $54.00, an average put/call ratio of 0.72.
- How is the QQQH options-history archive built and how often does it update?
- The archive is derived from QQQH'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 QQQH's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.