YieldMax SNOW Option Income Strategy ETF (SNOY) Options History
Historical options analytics archive for SNOY with monthly max pain, implied volatility, gamma exposure, and put/call data.
24 months of complete options data available.
SNOY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SNOY. 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 | 103.0% | 22.6% | $14.00 | $136 | -$673 | 0.85 |
| 2026-06 | 21 | 117.5% | 30.7% | $15.00 | $248 | $17.3K | 0.45 |
| 2026-05 | 20 | 101.6% | 26.5% | $16.00 | $347 | -$2.5K | 0.29 |
| 2026-04 | 20 | 109.5% | 52.7% | $8.00 | -$132 | $29.1K | 4.29 |
| 2026-03 | 22 | 83.8% | 63.2% | $16.00 | -$119 | $39.9K | 0.00 |
| 2026-02 | 19 | 97.1% | 73.9% | $6.00 | -$109 | $33.2K | 0.59 |
This archive aggregates SNOY's daily end-of-day options snapshots into monthly summaries, spanning 2024-08 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 SNOY 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 103.0%, a month-end max-pain strike around $14.00, an average put/call ratio of 0.85.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked SNOY history questions
- How much options history is available for SNOY?
- This archive holds 24 months of SNOY options analytics, spanning 2024-08 through 2026-07. Each entry is a monthly rollup of SNOY'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 SNOY archive.
- What data does each monthly SNOY aggregate contain?
- Every monthly row summarizes that month of SNOY 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, 2026-07 recorded an average ATM implied volatility near 103.0%, an average IV rank of 22.6%, a month-end max-pain strike around $14.00, an average put/call ratio of 0.85.
- How is the SNOY options-history archive built and how often does it update?
- The archive is derived from SNOY'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 SNOY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.