iShares Nasdaq Top 30 Stocks ETF (QTOP) Options History
Historical options analytics archive for QTOP with monthly max pain, implied volatility, gamma exposure, and put/call data.
23 months of complete options data available.
QTOP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for QTOP. 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 | 91.7% | 22.9% | $38.00 | $8.5K | -$316.6K | 0.32 |
| 2026-08 | 21 | 48.0% | 26.9% | $33.00 | $4.2K | -$154.2K | 0.17 |
| 2026-07 | 22 | 36.6% | 41.0% | $30.00 | $3.6K | -$110.7K | 1.69 |
| 2026-06 | 21 | 30.7% | 42.2% | $37.00 | $8.8K | -$208.9K | 0.43 |
| 2026-05 | 20 | 29.3% | 39.2% | $37.00 | $30.6K | -$1.3M | 1.16 |
| 2026-04 | 21 | 21.7% | 20.5% | $21.00 | $8.1K | -$527.9K | 0.06 |
This archive aggregates QTOP'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 QTOP 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 91.7%, a month-end max-pain strike around $38.00, an average put/call ratio of 0.32.
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 QTOP history questions
- How much options history is available for QTOP?
- This archive holds 23 months of QTOP options analytics, spanning 2024-11 through 2026-09. Each entry is a monthly rollup of QTOP'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 QTOP archive.
- What data does each monthly QTOP aggregate contain?
- Every monthly row summarizes that month of QTOP 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 91.7%, an average IV rank of 22.9%, a month-end max-pain strike around $38.00, an average put/call ratio of 0.32.
- How is the QTOP options-history archive built and how often does it update?
- The archive is derived from QTOP'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 QTOP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.