Roundhill ETF Trust - Roundhill Treasury Bond Weeklypay ETF (TSYW) Options History
Historical options analytics archive for TSYW with monthly max pain, implied volatility, gamma exposure, and put/call data.
10 months of complete options data available.
TSYW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TSYW. 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 | 19.6% | 15.8% | $38.00 | -$2.2K | $18.3K | - |
| 2026-08 | 21 | 25.3% | 27.8% | $44.00 | -$1.5K | $35.7K | 0.00 |
| 2026-07 | 22 | 31.4% | 46.1% | - | -$1.5K | $30.3K | - |
| 2026-06 | 21 | 23.3% | 37.3% | - | $111 | -$760 | - |
| 2026-05 | 20 | 23.9% | - | - | $122 | -$1.0K | 0.00 |
| 2026-04 | 21 | 26.0% | - | $37.00 | $52 | -$4.6K | 0.00 |
This archive aggregates TSYW's daily end-of-day options snapshots into monthly summaries, spanning 2025-12 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 TSYW 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 19.6%, a month-end max-pain strike around $38.00.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Frequently asked TSYW history questions
- How much options history is available for TSYW?
- This archive holds 10 months of TSYW options analytics, spanning 2025-12 through 2026-09. Each entry is a monthly rollup of TSYW'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 TSYW archive.
- What data does each monthly TSYW aggregate contain?
- Every monthly row summarizes that month of TSYW 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 19.6%, an average IV rank of 15.8%, a month-end max-pain strike around $38.00.
- How is the TSYW options-history archive built and how often does it update?
- The archive is derived from TSYW'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 TSYW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.