GraniteShares YieldBOOST QQQ ETF (TQQY) Options History
Historical options analytics archive for TQQY with monthly max pain, implied volatility, gamma exposure, and put/call data.
8 months of complete options data available.
TQQY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TQQY. 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 | 20 | 78.9% | 18.8% | $13.00 | -$354 | $36.0K | 0.27 |
| 2026-05 | 20 | 59.1% | 15.1% | - | -$434 | $37.0K | 8.06 |
| 2026-04 | 20 | 54.1% | - | $16.00 | $713 | -$9.2K | 0.11 |
| 2026-03 | 21 | 90.7% | - | $12.00 | -$70 | -$6.0K | 0.00 |
| 2026-02 | 19 | 65.7% | - | $15.00 | $116 | -$5.1K | 0.00 |
| 2026-01 | 20 | 60.8% | - | $17.00 | $451 | $4.5K | 0.23 |
This archive aggregates TQQY's daily end-of-day options snapshots into monthly summaries, spanning 2025-11 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 TQQY 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 78.9%, a month-end max-pain strike around $13.00, an average put/call ratio of 0.27.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked TQQY history questions
- How much options history is available for TQQY?
- This archive holds 8 months of TQQY options analytics, spanning 2025-11 through 2026-06. Each entry is a monthly rollup of TQQY'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 TQQY archive.
- What data does each monthly TQQY aggregate contain?
- Every monthly row summarizes that month of TQQY 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 78.9%, an average IV rank of 18.8%, a month-end max-pain strike around $13.00, an average put/call ratio of 0.27.
- How is the TQQY options-history archive built and how often does it update?
- The archive is derived from TQQY'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 TQQY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.