YieldMax TSM Option Income Strategy ETF (TSMY) Options History
Historical options analytics archive for TSMY with monthly max pain, implied volatility, gamma exposure, and put/call data.
22 months of complete options data available.
TSMY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TSMY. 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 | 56.1% | 10.8% | $17.00 | $12.0K | -$125.0K | 1.08 |
| 2026-05 | 19 | 29.3% | 4.7% | $17.00 | $5.2K | $10.5K | 2.33 |
| 2026-04 | 21 | 68.8% | 23.0% | $16.00 | $12.2K | -$37.4K | 0.80 |
| 2026-03 | 22 | 42.8% | 16.6% | $18.00 | -$7.6K | $386.7K | 2.02 |
| 2026-02 | 19 | 35.5% | 11.1% | $16.00 | $13.6K | -$25.6K | 4.30 |
| 2026-01 | 20 | 45.1% | 18.0% | $16.00 | $97 | $166.3K | 0.33 |
This archive aggregates TSMY's daily end-of-day options snapshots into monthly summaries, spanning 2024-09 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 TSMY 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 56.1%, a month-end max-pain strike around $17.00, an average put/call ratio of 1.08.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked TSMY history questions
- How much options history is available for TSMY?
- This archive holds 22 months of TSMY options analytics, spanning 2024-09 through 2026-06. Each entry is a monthly rollup of TSMY'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 TSMY archive.
- What data does each monthly TSMY aggregate contain?
- Every monthly row summarizes that month of TSMY 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 56.1%, an average IV rank of 10.8%, a month-end max-pain strike around $17.00, an average put/call ratio of 1.08.
- How is the TSMY options-history archive built and how often does it update?
- The archive is derived from TSMY'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 TSMY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.