T-REX 2X Long Tesla Daily Target ETF (TSLT) Options History
Historical options analytics archive for TSLT with monthly max pain, implied volatility, gamma exposure, and put/call data.
32 months of complete options data available.
TSLT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TSLT. 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 | 92.7% | 27.8% | $20.00 | $61.9K | -$7.4M | 0.86 |
| 2026-05 | 19 | 91.2% | 19.5% | $20.00 | $71.3K | -$6.2M | 0.15 |
| 2026-04 | 21 | 90.5% | 14.9% | $16.00 | $40.6K | -$3.0M | 0.23 |
| 2026-03 | 22 | 86.9% | 7.5% | $18.00 | $28.2K | -$2.3M | 0.17 |
| 2026-02 | 19 | 86.4% | 7.2% | $19.00 | $54.8K | -$5.2M | 0.21 |
| 2026-01 | 20 | 89.7% | 8.7% | $24.00 | $111.5K | -$6.2M | 0.39 |
This archive aggregates TSLT's daily end-of-day options snapshots into monthly summaries, spanning 2023-11 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 TSLT 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 92.7%, a month-end max-pain strike around $20.00, an average put/call ratio of 0.86.
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
Frequently asked TSLT history questions
- How much options history is available for TSLT?
- This archive holds 32 months of TSLT options analytics, spanning 2023-11 through 2026-06. Each entry is a monthly rollup of TSLT'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 TSLT archive.
- What data does each monthly TSLT aggregate contain?
- Every monthly row summarizes that month of TSLT 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 92.7%, an average IV rank of 27.8%, a month-end max-pain strike around $20.00, an average put/call ratio of 0.86.
- How is the TSLT options-history archive built and how often does it update?
- The archive is derived from TSLT'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 TSLT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.