Tradr 2X Long U Daily ETF (UNX) Options History
Historical options analytics archive for UNX with monthly max pain, implied volatility, gamma exposure, and put/call data.
12 months of complete options data available.
UNX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for UNX. 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 | 148.4% | 27.9% | $25.00 | $2.9K | -$90.5K | 0.00 |
| 2026-08 | 21 | 95.5% | 16.5% | $10.00 | $104 | -$1.0M | 0.00 |
| 2026-07 | 22 | 92.8% | 16.0% | $11.00 | $3.6K | -$506.6K | - |
| 2026-06 | 21 | 94.9% | 16.4% | $10.00 | $442 | -$274.9K | 131.80 |
| 2026-05 | 20 | 94.5% | 16.3% | - | $129 | -$19.0K | 0.00 |
| 2026-04 | 21 | 101.9% | 19.4% | - | $108 | -$11.2K | 0.00 |
This archive aggregates UNX's daily end-of-day options snapshots into monthly summaries, spanning 2025-10 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 UNX 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 148.4%, a month-end max-pain strike around $25.00, an average put/call ratio of 0.00.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Frequently asked UNX history questions
- How much options history is available for UNX?
- This archive holds 12 months of UNX options analytics, spanning 2025-10 through 2026-09. Each entry is a monthly rollup of UNX'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 UNX archive.
- What data does each monthly UNX aggregate contain?
- Every monthly row summarizes that month of UNX 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 148.4%, an average IV rank of 27.9%, a month-end max-pain strike around $25.00, an average put/call ratio of 0.00.
- How is the UNX options-history archive built and how often does it update?
- The archive is derived from UNX'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 UNX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.