Roundhill Investments - S&P 500 0DTE Covered Call Strategy ETF (XDTE) Options History
Historical options analytics archive for XDTE with monthly max pain, implied volatility, gamma exposure, and put/call data.
25 months of complete options data available.
XDTE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for XDTE. 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 | 54.8% | 10.9% | $40.00 | $10.3K | -$11.4K | 0.61 |
| 2026-05 | 20 | 102.9% | 21.1% | - | $29.6K | -$68.9K | 1.51 |
| 2026-04 | 21 | 82.7% | 16.8% | $37.00 | $10.6K | -$1.6K | 1.08 |
| 2026-03 | 22 | 144.8% | 48.1% | $39.00 | -$603 | $211.9K | 1.38 |
| 2026-02 | 19 | 11.5% | 8.9% | $44.00 | -$9.5K | $500.3K | 1.26 |
| 2026-01 | 20 | 13.3% | 10.9% | $41.00 | -$13.6K | $487.5K | 2.42 |
This archive aggregates XDTE's daily end-of-day options snapshots into monthly summaries, spanning 2024-06 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 XDTE 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 54.8%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.61.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked XDTE history questions
- How much options history is available for XDTE?
- This archive holds 25 months of XDTE options analytics, spanning 2024-06 through 2026-06. Each entry is a monthly rollup of XDTE'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 XDTE archive.
- What data does each monthly XDTE aggregate contain?
- Every monthly row summarizes that month of XDTE 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 54.8%, an average IV rank of 10.9%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.61.
- How is the XDTE options-history archive built and how often does it update?
- The archive is derived from XDTE'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 XDTE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.