Investment Managers Series Trust II - Tradr 2X Long TEM Daily ETF (TEMT) Options History
Historical options analytics archive for TEMT with monthly max pain, implied volatility, gamma exposure, and put/call data.
16 months of complete options data available.
TEMT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TEMT. 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 | 148.7% | 40.0% | $29.00 | $14.6K | -$1.5M | 3.24 |
| 2026-08 | 20 | 139.8% | 28.1% | $21.00 | $6.3K | -$604.4K | 0.94 |
| 2026-07 | 18 | 160.0% | 48.3% | $15.00 | $1.6K | -$50.6K | 0.55 |
| 2026-06 | 17 | 154.8% | 43.1% | $21.00 | $7.4K | -$758.1K | 0.53 |
| 2026-05 | 18 | 149.1% | 37.5% | $20.00 | $5.1K | -$306.8K | 1.72 |
| 2026-04 | 15 | 156.2% | 44.5% | $24.00 | $1.3K | -$156.1K | 4.25 |
This archive aggregates TEMT's daily end-of-day options snapshots into monthly summaries, spanning 2025-06 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 TEMT 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 148.7%, a month-end max-pain strike around $29.00, an average put/call ratio of 3.24.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked TEMT history questions
- How much options history is available for TEMT?
- This archive holds 16 months of TEMT options analytics, spanning 2025-06 through 2026-09. Each entry is a monthly rollup of TEMT'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 TEMT archive.
- What data does each monthly TEMT aggregate contain?
- Every monthly row summarizes that month of TEMT 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 148.7%, an average IV rank of 40.0%, a month-end max-pain strike around $29.00, an average put/call ratio of 3.24.
- How is the TEMT options-history archive built and how often does it update?
- The archive is derived from TEMT'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 TEMT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.