Roundhill Investments - Russell 2000 0DTE Covered Call Strategy ETF (RDTE) Options History
Historical options analytics archive for RDTE with monthly max pain, implied volatility, gamma exposure, and put/call data.
22 months of complete options data available.
RDTE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for RDTE. 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 | 57.7% | 16.9% | $29.00 | $1.4K | $86.8K | 1.37 |
| 2026-05 | 20 | 40.0% | 15.7% | - | -$3.0K | $91.0K | 0.26 |
| 2026-04 | 21 | 53.9% | 42.7% | $28.00 | -$1.5K | $59.5K | 1.00 |
| 2026-03 | 22 | 34.8% | 25.3% | $28.00 | $11.8K | $87.7K | 0.94 |
| 2026-02 | 19 | 30.4% | 20.8% | $35.00 | -$4.6K | $206.6K | 2.19 |
| 2026-01 | 20 | 31.1% | 22.4% | $30.00 | -$5.7K | $219.8K | 1.37 |
This archive aggregates RDTE's daily end-of-day options snapshots into monthly summaries, spanning 2024-09 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 RDTE 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 57.7%, a month-end max-pain strike around $29.00, an average put/call ratio of 1.37.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked RDTE history questions
- How much options history is available for RDTE?
- This archive holds 22 months of RDTE options analytics, spanning 2024-09 through 2026-06. Each entry is a monthly rollup of RDTE'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 RDTE archive.
- What data does each monthly RDTE aggregate contain?
- Every monthly row summarizes that month of RDTE 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 57.7%, an average IV rank of 16.9%, a month-end max-pain strike around $29.00, an average put/call ratio of 1.37.
- How is the RDTE options-history archive built and how often does it update?
- The archive is derived from RDTE'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 RDTE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.