YieldMax TSLA Option Income Strategy ETF (TSLY) Options History
Historical options analytics archive for TSLY with monthly max pain, implied volatility, gamma exposure, and put/call data.
39 months of complete options data available.
TSLY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TSLY. 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 | 42.9% | 5.8% | $28.00 | -$71.5K | $3.7M | 2.78 |
| 2026-05 | 19 | 72.5% | 16.0% | $31.00 | -$79.3K | $2.9M | 1.55 |
| 2026-04 | 21 | 32.6% | 20.4% | $34.00 | -$62.7K | $3.8M | 2.52 |
| 2026-03 | 22 | 31.0% | 13.7% | $31.00 | -$58.0K | $1.5M | 0.51 |
| 2026-02 | 19 | 31.8% | 13.5% | $33.00 | -$66.1K | $1.5M | 0.15 |
| 2026-01 | 20 | 32.4% | 14.1% | $36.00 | -$157.6K | $1.5M | 0.69 |
This archive aggregates TSLY's daily end-of-day options snapshots into monthly summaries, spanning 2023-04 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 TSLY 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 42.9%, a month-end max-pain strike around $28.00, an average put/call ratio of 2.78.
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
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked TSLY history questions
- How much options history is available for TSLY?
- This archive holds 39 months of TSLY options analytics, spanning 2023-04 through 2026-06. Each entry is a monthly rollup of TSLY'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 TSLY archive.
- What data does each monthly TSLY aggregate contain?
- Every monthly row summarizes that month of TSLY 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 42.9%, an average IV rank of 5.8%, a month-end max-pain strike around $28.00, an average put/call ratio of 2.78.
- How is the TSLY options-history archive built and how often does it update?
- The archive is derived from TSLY'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 TSLY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.