Investment Managers Series Trust II -Tradr 2X Long Innovation 100 Quarterly ETF (QQQP) Options History
Historical options analytics archive for QQQP with monthly max pain, implied volatility, gamma exposure, and put/call data.
23 months of complete options data available.
QQQP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for QQQP. 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 | 34.8% | 28.7% | - | $1.4K | -$22.9K | - |
| 2026-08 | 21 | 37.7% | 35.6% | - | $912 | -$11.4K | 0.00 |
| 2026-07 | 22 | 48.8% | 61.6% | $280.00 | -$788 | $35.9K | 0.00 |
| 2026-06 | 21 | 50.1% | 64.6% | $140.00 | -$287 | $16.4K | 0.40 |
| 2026-05 | 20 | 41.6% | 30.1% | $140.00 | $986 | -$25.6K | 0.75 |
| 2026-04 | 21 | 42.1% | 14.3% | $187.00 | $3.5K | -$75.7K | 0.00 |
This archive aggregates QQQP's daily end-of-day options snapshots into monthly summaries, spanning 2024-11 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 QQQP 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 34.8%.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked QQQP history questions
- How much options history is available for QQQP?
- This archive holds 23 months of QQQP options analytics, spanning 2024-11 through 2026-09. Each entry is a monthly rollup of QQQP'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 QQQP archive.
- What data does each monthly QQQP aggregate contain?
- Every monthly row summarizes that month of QQQP 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 34.8%, an average IV rank of 28.7%.
- How is the QQQP options-history archive built and how often does it update?
- The archive is derived from QQQP'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 QQQP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.