Reckoner BBB-B CLO Annual ETF (RCLY) Options History
Historical options analytics archive for RCLY with monthly max pain, implied volatility, gamma exposure, and put/call data.
1 months of complete options data available.
RCLY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for RCLY. 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 | 17.2% | - | - | $0 | $0 | - |
| 2026-06 | 4 | 14.7% | - | - | $0 | $0 | - |
This archive aggregates RCLY'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 RCLY 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 17.2%.