GraniteShares 2x Long TSM Daily ETF (TSMU) Options History
Historical options analytics archive for TSMU with monthly max pain, implied volatility, gamma exposure, and put/call data.
20 months of complete options data available.
TSMU monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TSMU. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 109.9% | 59.5% | $70.00 | $26.8K | -$1.7M | 1.16 |
| 2026-06 | 21 | 100.1% | 49.4% | $78.00 | $24.6K | -$6.0M | 1.64 |
| 2026-05 | 19 | 87.7% | 36.2% | $77.00 | $27.9K | -$4.0M | 0.88 |
| 2026-04 | 21 | 91.1% | 34.0% | $60.00 | $72.7K | -$4.8M | 0.47 |
| 2026-03 | 22 | 90.8% | 23.8% | $52.00 | $25.3K | -$979.2K | 0.51 |
| 2026-02 | 19 | 82.3% | 18.5% | $47.00 | $43.2K | -$3.7M | 0.99 |
This archive aggregates TSMU's daily end-of-day options snapshots into monthly summaries, spanning 2024-12 through 2026-07. 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 TSMU 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 (2026-07) shows an average ATM implied volatility near 109.9%, a month-end max-pain strike around $70.00, an average put/call ratio of 1.16.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked TSMU history questions
- How much options history is available for TSMU?
- This archive holds 20 months of TSMU options analytics, spanning 2024-12 through 2026-07. Each entry is a monthly rollup of TSMU'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 TSMU archive.
- What data does each monthly TSMU aggregate contain?
- Every monthly row summarizes that month of TSMU 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, 2026-07 recorded an average ATM implied volatility near 109.9%, an average IV rank of 59.5%, a month-end max-pain strike around $70.00, an average put/call ratio of 1.16.
- How is the TSMU options-history archive built and how often does it update?
- The archive is derived from TSMU'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 TSMU's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.