NEOS Nasdaq-100 High Income ETF (QQQI) Options History
Historical options analytics archive for QQQI with monthly max pain, implied volatility, gamma exposure, and put/call data.
20 months of complete options data available.
QQQI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for QQQI. 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 | 18.0% | 73.2% | $56.00 | $2.7M | -$28.6M | 1.15 |
| 2026-05 | 20 | 13.6% | 45.0% | $56.00 | $4.5M | -$39.5M | 0.85 |
| 2026-04 | 21 | 13.8% | 24.6% | $53.00 | $7.3M | -$32.9M | 0.78 |
| 2026-03 | 22 | 18.9% | 15.7% | $50.00 | -$1.5M | $16.7M | 1.20 |
| 2026-02 | 19 | 17.1% | 13.6% | $53.00 | -$921.1K | $11.0M | 1.13 |
| 2026-01 | 20 | 13.2% | 9.0% | $54.00 | -$95.4K | $5.3M | 0.80 |
This archive aggregates QQQI'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 QQQI 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 18.0%, a month-end max-pain strike around $56.00, an average put/call ratio of 1.15.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked QQQI history questions
- How much options history is available for QQQI?
- This archive holds 20 months of QQQI options analytics, spanning 2024-11 through 2026-06. Each entry is a monthly rollup of QQQI'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 QQQI archive.
- What data does each monthly QQQI aggregate contain?
- Every monthly row summarizes that month of QQQI 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 18.0%, an average IV rank of 73.2%, a month-end max-pain strike around $56.00, an average put/call ratio of 1.15.
- How is the QQQI options-history archive built and how often does it update?
- The archive is derived from QQQI'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 QQQI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.