Reckoner Yield Enhanced AAA CLO Annual ETF (RAAY) Options History
Historical options analytics archive for RAAY with monthly max pain, implied volatility, gamma exposure, and put/call data.
1 months of complete options data available.
RAAY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for RAAY. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 32.0% | - | - | $0 | $0 | - |
| 2026-06 | 4 | 28.8% | - | - | $0 | $0 | - |
This archive aggregates RAAY's daily end-of-day options snapshots into monthly summaries, spanning 2026-07 through 2026-07. 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 RAAY 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 (2026-07) shows an average ATM implied volatility near 32.0%.