GraniteShares 1.25x Long Tsla Daily ETF (TSL) Options History
Historical options analytics archive for TSL with monthly max pain, implied volatility, gamma exposure, and put/call data.
166 months of complete options data available.
TSL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TSL. 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 | 21 | 59.2% | 8.0% | $15.00 | $1.3K | -$29.5K | 1.62 |
| 2026-05 | 20 | 53.1% | 6.8% | $16.00 | $6.0K | -$145.7K | 0.43 |
| 2026-04 | 21 | 126.7% | 22.9% | $16.00 | $2.7K | -$27.6K | 1.57 |
| 2026-03 | 22 | 82.4% | 15.2% | $14.00 | $1.5K | -$37.8K | 0.42 |
| 2026-02 | 19 | 50.7% | 6.4% | $10.00 | $8.8K | -$178.2K | 0.58 |
| 2026-01 | 20 | 55.1% | 7.4% | $17.00 | $12.7K | -$370.9K | 0.53 |
This archive aggregates TSL's daily end-of-day options snapshots into monthly summaries, spanning 2007-05 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 TSL 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 59.2%, a month-end max-pain strike around $15.00, an average put/call ratio of 1.62.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
2017
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
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2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked TSL history questions
- How much options history is available for TSL?
- This archive holds 166 months of TSL options analytics, spanning 2007-05 through 2026-06. Each entry is a monthly rollup of TSL'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 TSL archive.
- What data does each monthly TSL aggregate contain?
- Every monthly row summarizes that month of TSL 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 59.2%, an average IV rank of 8.0%, a month-end max-pain strike around $15.00, an average put/call ratio of 1.62.
- How is the TSL options-history archive built and how often does it update?
- The archive is derived from TSL'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 TSL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.