ProShares UltraPro Short 20+ Year Treasury (TTT) Options History
Historical options analytics archive for TTT with monthly max pain, implied volatility, gamma exposure, and put/call data.
189 months of complete options data available.
TTT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TTT. 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 | 43.8% | 8.3% | $71.00 | $81.1K | -$1.0M | 0.16 |
| 2026-06 | 21 | 21.2% | 10.8% | $67.99 | $4.0K | $14.8K | 0.24 |
| 2026-05 | 20 | 26.2% | 12.1% | $64.99 | $29.9K | -$193.1K | 0.48 |
| 2026-04 | 21 | 27.3% | 9.0% | $66.00 | $4.9K | -$167.3K | 2.99 |
| 2026-03 | 22 | 33.7% | 18.1% | $65.99 | $30.5K | -$286.1K | 0.48 |
| 2026-02 | 19 | 26.2% | 7.3% | $61.00 | -$112.5K | $724.6K | 1.40 |
This archive aggregates TTT's daily end-of-day options snapshots into monthly summaries, spanning 2010-04 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 TTT 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 43.8%, a month-end max-pain strike around $71.00, an average put/call ratio of 0.16.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
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2017
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2016
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2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
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2013
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2012
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2011
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2010
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked TTT history questions
- How much options history is available for TTT?
- This archive holds 189 months of TTT options analytics, spanning 2010-04 through 2026-07. Each entry is a monthly rollup of TTT'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 TTT archive.
- What data does each monthly TTT aggregate contain?
- Every monthly row summarizes that month of TTT 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 43.8%, an average IV rank of 8.3%, a month-end max-pain strike around $71.00, an average put/call ratio of 0.16.
- How is the TTT options-history archive built and how often does it update?
- The archive is derived from TTT'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 TTT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.