GraniteShares 2x Long VRT Daily ETF (VRTL) Options History
Historical options analytics archive for VRTL with monthly max pain, implied volatility, gamma exposure, and put/call data.
14 months of complete options data available.
VRTL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for VRTL. 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 |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 136.2% | 60.4% | $50.00 | $14.5K | -$2.0M | 0.73 |
| 2026-05 | 20 | 127.8% | 51.2% | $170.00 | $1.4K | -$1.6M | 1.15 |
| 2026-04 | 21 | 126.2% | 49.4% | $145.00 | $16.9K | -$3.6M | 1.11 |
| 2026-03 | 21 | 127.3% | 50.6% | $100.00 | $3.2K | -$914.1K | 0.59 |
| 2026-02 | 19 | 134.5% | 58.7% | $58.00 | $17.9K | -$3.3M | 0.45 |
| 2026-01 | 20 | 122.3% | 45.5% | $57.00 | $15.1K | -$1.3M | 0.43 |
This archive aggregates VRTL's daily end-of-day options snapshots into monthly summaries, spanning 2025-05 through 2026-06. 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 VRTL 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 (2026-06) shows an average ATM implied volatility near 136.2%, a month-end max-pain strike around $50.00, an average put/call ratio of 0.73.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked VRTL history questions
- How much options history is available for VRTL?
- This archive holds 14 months of VRTL options analytics, spanning 2025-05 through 2026-06. Each entry is a monthly rollup of VRTL'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 VRTL archive.
- What data does each monthly VRTL aggregate contain?
- Every monthly row summarizes that month of VRTL 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, 2026-06 recorded an average ATM implied volatility near 136.2%, an average IV rank of 60.4%, a month-end max-pain strike around $50.00, an average put/call ratio of 0.73.
- How is the VRTL options-history archive built and how often does it update?
- The archive is derived from VRTL'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 VRTL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.