NASDAQ 100 Income Target ETF (QQQT) Options History
Historical options analytics archive for QQQT with monthly max pain, implied volatility, gamma exposure, and put/call data.
22 months of complete options data available.
QQQT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for QQQT. 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 | 97.8% | 21.5% | $18.00 | $12.2K | -$119.7K | 0.20 |
| 2026-05 | 20 | 40.5% | 8.7% | - | $9.3K | -$234.4K | 0.17 |
| 2026-04 | 21 | 60.3% | 19.6% | $17.00 | $25.4K | -$130.7K | 0.28 |
| 2026-03 | 22 | 74.1% | 39.9% | $16.00 | $3.2K | -$54.9K | 0.50 |
| 2026-02 | 19 | 59.3% | 30.8% | $28.00 | $3.4K | -$78.1K | 0.42 |
| 2026-01 | 20 | 39.6% | 17.9% | $18.00 | $10.6K | -$64.6K | 0.50 |
This archive aggregates QQQT's daily end-of-day options snapshots into monthly summaries, spanning 2024-09 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 QQQT 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 97.8%, a month-end max-pain strike around $18.00, an average put/call ratio of 0.20.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked QQQT history questions
- How much options history is available for QQQT?
- This archive holds 22 months of QQQT options analytics, spanning 2024-09 through 2026-06. Each entry is a monthly rollup of QQQT'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 QQQT archive.
- What data does each monthly QQQT aggregate contain?
- Every monthly row summarizes that month of QQQT 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 97.8%, an average IV rank of 21.5%, a month-end max-pain strike around $18.00, an average put/call ratio of 0.20.
- How is the QQQT options-history archive built and how often does it update?
- The archive is derived from QQQT'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 QQQT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.