Pacer Data and Digital Revolution ETF (TRFK) Options History
Historical options analytics archive for TRFK with monthly max pain, implied volatility, gamma exposure, and put/call data.
20 months of complete options data available.
TRFK monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TRFK. 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 | 41.5% | 58.0% | $97.00 | $4.1K | -$427.1K | 0.63 |
| 2026-05 | 20 | 34.4% | 38.0% | $83.00 | $5.2K | -$293.9K | 0.33 |
| 2026-04 | 20 | 32.9% | 33.2% | $66.00 | $404 | -$312.1K | 0.28 |
| 2026-03 | 20 | 38.1% | 43.8% | $67.00 | $4.3K | -$55.3K | 0.00 |
| 2026-02 | 19 | 34.6% | 36.6% | $68.00 | $16.0K | -$112.8K | 0.00 |
| 2026-01 | 20 | 31.2% | 29.8% | $61.00 | $30.7K | -$290.7K | 0.47 |
This archive aggregates TRFK's daily end-of-day options snapshots into monthly summaries, spanning 2024-11 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 TRFK 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 41.5%, a month-end max-pain strike around $97.00, an average put/call ratio of 0.63.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked TRFK history questions
- How much options history is available for TRFK?
- This archive holds 20 months of TRFK options analytics, spanning 2024-11 through 2026-06. Each entry is a monthly rollup of TRFK'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 TRFK archive.
- What data does each monthly TRFK aggregate contain?
- Every monthly row summarizes that month of TRFK 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 41.5%, an average IV rank of 58.0%, a month-end max-pain strike around $97.00, an average put/call ratio of 0.63.
- How is the TRFK options-history archive built and how often does it update?
- The archive is derived from TRFK'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 TRFK's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.