ETF Opportunities Trust - T-Rex 2x Long SMR Daily Target ETF (SMUP) Options History
Historical options analytics archive for SMUP with monthly max pain, implied volatility, gamma exposure, and put/call data.
14 months of complete options data available.
SMUP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SMUP. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 149.4% | 28.5% | $6.00 | $101 | -$4.6K | 1.97 |
| 2026-08 | 21 | 184.5% | 35.9% | $7.00 | $313 | -$48.5K | 0.76 |
| 2026-07 | 22 | 233.3% | 46.2% | $7.00 | $273 | -$7.8K | 0.47 |
| 2026-06 | 21 | 209.0% | 41.1% | $9.00 | $603 | -$56.5K | 11.34 |
| 2026-05 | 20 | 207.4% | 40.8% | $9.00 | $265 | -$50.4K | 0.82 |
| 2026-04 | 21 | 171.1% | 33.0% | $12.00 | $60 | -$13.8K | 0.54 |
This archive aggregates SMUP's daily end-of-day options snapshots into monthly summaries, spanning 2025-08 through 2026-09. 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 SMUP 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 (2026-09) shows an average ATM implied volatility near 149.4%, a month-end max-pain strike around $6.00, an average put/call ratio of 1.97.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Frequently asked SMUP history questions
- How much options history is available for SMUP?
- This archive holds 14 months of SMUP options analytics, spanning 2025-08 through 2026-09. Each entry is a monthly rollup of SMUP'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 SMUP archive.
- What data does each monthly SMUP aggregate contain?
- Every monthly row summarizes that month of SMUP 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, 2026-09 recorded an average ATM implied volatility near 149.4%, an average IV rank of 28.5%, a month-end max-pain strike around $6.00, an average put/call ratio of 1.97.
- How is the SMUP options-history archive built and how often does it update?
- The archive is derived from SMUP'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 SMUP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.