Roundhill T-REX 2X Long DRAM Daily Target ETF (RAM) Options History
Historical options analytics archive for RAM with monthly max pain, implied volatility, gamma exposure, and put/call data.
11 months of complete options data available.
RAM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for RAM. 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 |
|---|---|---|---|---|---|---|---|
| 2023-03 | 17 | 10.8% | - | $10.00 | -$213 | -$104.8K | 0.00 |
| 2023-02 | 19 | 25.8% | - | $10.00 | $1.1K | -$150.3K | 0.13 |
| 2023-01 | 20 | 11.7% | - | $12.50 | $5.7K | -$96.6K | 1.11 |
| 2022-12 | 21 | 11.0% | - | $10.00 | -$17.5K | -$675.8K | 0.11 |
| 2022-11 | 21 | 8.3% | - | $10.00 | -$38.4K | -$555.4K | 0.57 |
| 2022-10 | 21 | 6.9% | - | $10.00 | -$63.9K | -$292.1K | 0.88 |
This archive aggregates RAM's daily end-of-day options snapshots into monthly summaries, spanning 2012-01 through 2023-03. 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 RAM 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 (2023-03) shows an average ATM implied volatility near 10.8%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.00.
2023
2022
Jul | Aug | Sep | Oct | Nov | Dec
2012
Frequently asked RAM history questions
- How much options history is available for RAM?
- This archive holds 11 months of RAM options analytics, spanning 2012-01 through 2023-03. Each entry is a monthly rollup of RAM'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 RAM archive.
- What data does each monthly RAM aggregate contain?
- Every monthly row summarizes that month of RAM 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, 2023-03 recorded an average ATM implied volatility near 10.8%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.00.
- How is the RAM options-history archive built and how often does it update?
- The archive is derived from RAM'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 RAM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.