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.
23 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 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 |
| 2026-03 | 22 | 161.4% | 23.1% | $24.00 | -$19.6K | $364.2K | 4.75 |
| 2026-02 | 19 | 15.2% | 7.4% | $26.00 | -$7.3K | $88.5K | 2.90 |
This archive aggregates TSPY's daily end-of-day options snapshots into monthly summaries, spanning 2024-09 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 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 (2026-07) shows an average ATM implied volatility near 145.6%, a month-end max-pain strike around $26.00, an average put/call ratio of 2.27.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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 23 months of TSPY options analytics, spanning 2024-09 through 2026-07. 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, 2026-07 recorded an average ATM implied volatility near 145.6%, an average IV rank of 29.7%, a month-end max-pain strike around $26.00, an average put/call ratio of 2.27.
- 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.