T-REX 2X Inverse Tesla Daily Target ETF (TSLZ) Options History
Historical options analytics archive for TSLZ with monthly max pain, implied volatility, gamma exposure, and put/call data.
35 months of complete options data available.
TSLZ monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TSLZ. 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 | 84.1% | 34.5% | $12.00 | $7.4K | -$275.1K | 0.56 |
| 2026-08 | 21 | 82.2% | 33.2% | $14.00 | $3.7K | -$9.2K | 0.51 |
| 2026-07 | 22 | 96.0% | 42.4% | $14.00 | $28.8K | -$2.5M | 0.80 |
| 2026-06 | 21 | 93.6% | 34.6% | $12.00 | $8.3K | -$190.0K | 0.40 |
| 2026-05 | 19 | 90.6% | 32.8% | $8.00 | $14.1K | -$217.0K | 0.25 |
| 2026-04 | 21 | 92.4% | 34.5% | $14.00 | $24.5K | -$1.3M | 0.59 |
This archive aggregates TSLZ's daily end-of-day options snapshots into monthly summaries, spanning 2023-11 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 TSLZ 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 84.1%, a month-end max-pain strike around $12.00, an average put/call ratio of 0.56.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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 TSLZ history questions
- How much options history is available for TSLZ?
- This archive holds 35 months of TSLZ options analytics, spanning 2023-11 through 2026-09. Each entry is a monthly rollup of TSLZ'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 TSLZ archive.
- What data does each monthly TSLZ aggregate contain?
- Every monthly row summarizes that month of TSLZ 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 84.1%, an average IV rank of 34.5%, a month-end max-pain strike around $12.00, an average put/call ratio of 0.56.
- How is the TSLZ options-history archive built and how often does it update?
- The archive is derived from TSLZ'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 TSLZ's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.