Defiance Quantum ETF (QTUM) Options History
Historical options analytics archive for QTUM with monthly max pain, implied volatility, gamma exposure, and put/call data.
57 months of complete options data available.
QTUM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for QTUM. 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 | 42.7% | 83.7% | $145.00 | $945.1K | -$58.4M | 0.41 |
| 2026-05 | 20 | 33.5% | 52.9% | $120.00 | $1.9M | -$78.1M | 0.37 |
| 2026-04 | 21 | 29.7% | 30.4% | $120.00 | $834.1K | -$31.0M | 0.37 |
| 2026-03 | 22 | 32.3% | 22.6% | $110.00 | $576.2K | -$16.5M | 0.99 |
| 2026-02 | 19 | 29.1% | 17.9% | $115.00 | $787.2K | -$27.4M | 0.65 |
| 2026-01 | 20 | 24.4% | 11.1% | $115.00 | $806.3K | -$29.4M | 0.41 |
This archive aggregates QTUM's daily end-of-day options snapshots into monthly summaries, spanning 2021-10 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 QTUM 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 42.7%, a month-end max-pain strike around $145.00, an average put/call ratio of 0.41.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Frequently asked QTUM history questions
- How much options history is available for QTUM?
- This archive holds 57 months of QTUM options analytics, spanning 2021-10 through 2026-06. Each entry is a monthly rollup of QTUM'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 QTUM archive.
- What data does each monthly QTUM aggregate contain?
- Every monthly row summarizes that month of QTUM 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 42.7%, an average IV rank of 83.7%, a month-end max-pain strike around $145.00, an average put/call ratio of 0.41.
- How is the QTUM options-history archive built and how often does it update?
- The archive is derived from QTUM'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 QTUM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.