Themes ETF Trust - Leverage Shares 2X Long SNAP Daily ETF (SNAG) Options History
Historical options analytics archive for SNAG with monthly max pain, implied volatility, gamma exposure, and put/call data.
7 months of complete options data available.
SNAG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SNAG. 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 | 102.1% | 15.4% | $6.00 | $213 | -$6.3K | 0.01 |
| 2026-08 | 21 | 103.6% | - | $5.00 | $37 | -$3.2K | 0.96 |
| 2026-07 | 22 | 167.9% | - | $5.00 | $396 | -$17.4K | 1.50 |
| 2026-06 | 21 | 141.8% | - | $1.00 | $41 | -$3.6K | 0.37 |
| 2026-05 | 20 | 152.4% | - | - | $55 | -$8.3K | 0.00 |
| 2026-04 | 21 | 185.8% | - | $5.00 | $390 | -$54.8K | 0.00 |
This archive aggregates SNAG's daily end-of-day options snapshots into monthly summaries, spanning 2026-03 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 SNAG 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 102.1%, a month-end max-pain strike around $6.00, an average put/call ratio of 0.01.
2026
Mar | Apr | May | Jun | Jul | Aug | Sep
Frequently asked SNAG history questions
- How much options history is available for SNAG?
- This archive holds 7 months of SNAG options analytics, spanning 2026-03 through 2026-09. Each entry is a monthly rollup of SNAG'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 SNAG archive.
- What data does each monthly SNAG aggregate contain?
- Every monthly row summarizes that month of SNAG 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 102.1%, an average IV rank of 15.4%, a month-end max-pain strike around $6.00, an average put/call ratio of 0.01.
- How is the SNAG options-history archive built and how often does it update?
- The archive is derived from SNAG'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 SNAG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.