Spear Alpha ETF (SPRX) Options History
Historical options analytics archive for SPRX with monthly max pain, implied volatility, gamma exposure, and put/call data.
39 months of complete options data available.
SPRX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SPRX. 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 | 18 | 53.1% | 64.3% | $50.00 | $6.6K | -$469.6K | 2.03 |
| 2026-05 | 20 | 48.3% | 51.1% | $50.00 | $7.9K | -$604.3K | 0.98 |
| 2026-04 | 19 | 52.6% | 47.2% | $40.00 | $3.8K | -$190.1K | 0.76 |
| 2026-03 | 22 | 57.7% | 28.8% | $40.00 | $448 | -$24.9K | 1.12 |
| 2026-02 | 19 | 51.7% | 17.5% | $34.00 | $40.0K | -$1.3M | 0.00 |
| 2026-01 | 20 | 36.5% | 6.3% | $41.00 | $32.2K | -$1.3M | 0.49 |
This archive aggregates SPRX's daily end-of-day options snapshots into monthly summaries, spanning 2023-04 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 SPRX 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 53.1%, a month-end max-pain strike around $50.00, an average put/call ratio of 2.03.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked SPRX history questions
- How much options history is available for SPRX?
- This archive holds 39 months of SPRX options analytics, spanning 2023-04 through 2026-06. Each entry is a monthly rollup of SPRX'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 SPRX archive.
- What data does each monthly SPRX aggregate contain?
- Every monthly row summarizes that month of SPRX 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 53.1%, an average IV rank of 64.3%, a month-end max-pain strike around $50.00, an average put/call ratio of 2.03.
- How is the SPRX options-history archive built and how often does it update?
- The archive is derived from SPRX'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 SPRX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.