YieldMax RBLX Option Income Strategy ETF (RBLY) Options History
Historical options analytics archive for RBLY with monthly max pain, implied volatility, gamma exposure, and put/call data.
9 months of complete options data available.
RBLY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for RBLY. 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 | 105.0% | 14.0% | $10.00 | $15 | $1.2K | 2.11 |
| 2026-05 | 20 | 86.9% | 11.5% | - | -$156 | $23.1K | 0.46 |
| 2026-04 | 21 | 93.8% | 18.7% | $18.00 | -$279 | $31.5K | 3.90 |
| 2026-03 | 22 | 111.8% | - | $20.00 | -$121 | $21.4K | 0.14 |
| 2026-02 | 19 | 108.7% | - | $50.00 | -$223 | $36.6K | 1.25 |
| 2026-01 | 20 | 141.1% | - | $27.00 | -$302 | $39.4K | 0.06 |
This archive aggregates RBLY's daily end-of-day options snapshots into monthly summaries, spanning 2025-10 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 RBLY 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 105.0%, a month-end max-pain strike around $10.00, an average put/call ratio of 2.11.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked RBLY history questions
- How much options history is available for RBLY?
- This archive holds 9 months of RBLY options analytics, spanning 2025-10 through 2026-06. Each entry is a monthly rollup of RBLY'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 RBLY archive.
- What data does each monthly RBLY aggregate contain?
- Every monthly row summarizes that month of RBLY 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 105.0%, an average IV rank of 14.0%, a month-end max-pain strike around $10.00, an average put/call ratio of 2.11.
- How is the RBLY options-history archive built and how often does it update?
- The archive is derived from RBLY'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 RBLY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.