Tidal Trust II - Defiance Daily Target 2X Short SPCX ETF (SPCQ) Options History
Historical options analytics archive for SPCQ with monthly max pain, implied volatility, gamma exposure, and put/call data.
3 months of complete options data available.
SPCQ monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SPCQ. 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 | 96.6% | - | $12.00 | -$2.6K | $541.9K | 13.88 |
| 2026-08 | 21 | 143.2% | - | $14.00 | $1.6K | $4.3K | 0.35 |
| 2026-07 | 15 | 191.5% | - | $17.00 | $6.3K | -$1.1M | 0.28 |
This archive aggregates SPCQ's daily end-of-day options snapshots into monthly summaries, spanning 2026-07 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 SPCQ 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 96.6%, a month-end max-pain strike around $12.00, an average put/call ratio of 13.88.
2026
Frequently asked SPCQ history questions
- How much options history is available for SPCQ?
- This archive holds 3 months of SPCQ options analytics, spanning 2026-07 through 2026-09. Each entry is a monthly rollup of SPCQ'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 SPCQ archive.
- What data does each monthly SPCQ aggregate contain?
- Every monthly row summarizes that month of SPCQ 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 96.6%, a month-end max-pain strike around $12.00, an average put/call ratio of 13.88.
- How is the SPCQ options-history archive built and how often does it update?
- The archive is derived from SPCQ'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 SPCQ's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.