TappAlpha SPY Growth & Daily Income ETF (TSPY) Options History
Historical options analytics archive for TSPY with monthly max pain, implied volatility, gamma exposure, and put/call data.
25 months of complete options data available.
TSPY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TSPY. 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 | 269.1% | 55.7% | $26.00 | $1.1K | -$28.8K | 2.89 |
| 2026-08 | 21 | 122.0% | 24.9% | $26.00 | $19.2K | -$67.7K | 1.39 |
| 2026-07 | 22 | 145.6% | 29.7% | $26.00 | -$25.0K | $302.4K | 2.27 |
| 2026-06 | 21 | 185.4% | 39.4% | $26.00 | -$18.7K | $190.8K | 0.78 |
| 2026-05 | 20 | 20.7% | 3.6% | $25.00 | $847 | -$14.2K | 3.75 |
| 2026-04 | 21 | 94.0% | 20.7% | $24.00 | -$7.6K | -$77.2K | 8.59 |
This archive aggregates TSPY's daily end-of-day options snapshots into monthly summaries, spanning 2024-09 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 TSPY 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 269.1%, a month-end max-pain strike around $26.00, an average put/call ratio of 2.89.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked TSPY history questions
- How much options history is available for TSPY?
- This archive holds 25 months of TSPY options analytics, spanning 2024-09 through 2026-09. Each entry is a monthly rollup of TSPY'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 TSPY archive.
- What data does each monthly TSPY aggregate contain?
- Every monthly row summarizes that month of TSPY 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 269.1%, an average IV rank of 55.7%, a month-end max-pain strike around $26.00, an average put/call ratio of 2.89.
- How is the TSPY options-history archive built and how often does it update?
- The archive is derived from TSPY'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 TSPY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.