Themes ETF Trust - Leverage Shares 2X Long TSLA Daily ETF (TSLG) Options History
Historical options analytics archive for TSLG with monthly max pain, implied volatility, gamma exposure, and put/call data.
17 months of complete options data available.
TSLG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TSLG. 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 | 93.1% | 19.4% | $5.00 | $2.3K | -$117.4K | 0.30 |
| 2026-08 | 21 | 98.4% | 23.8% | $4.00 | $3.3K | -$163.3K | 0.36 |
| 2026-07 | 22 | 104.6% | 31.7% | $4.00 | $2.1K | -$69.8K | 0.47 |
| 2026-06 | 21 | 94.2% | 41.4% | $6.00 | $2.7K | -$163.3K | 0.30 |
| 2026-05 | 20 | 90.0% | 36.3% | $1.00 | $328 | -$175.3K | 0.18 |
| 2026-04 | 21 | 91.3% | 19.3% | $6.00 | $1.4K | $9.3K | 0.16 |
This archive aggregates TSLG's daily end-of-day options snapshots into monthly summaries, spanning 2025-05 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 TSLG 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 93.1%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.30.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked TSLG history questions
- How much options history is available for TSLG?
- This archive holds 17 months of TSLG options analytics, spanning 2025-05 through 2026-09. Each entry is a monthly rollup of TSLG'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 TSLG archive.
- What data does each monthly TSLG aggregate contain?
- Every monthly row summarizes that month of TSLG 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 93.1%, an average IV rank of 19.4%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.30.
- How is the TSLG options-history archive built and how often does it update?
- The archive is derived from TSLG'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 TSLG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.