Leverage Shares 2x Long XPEV Daily ETF (XPEG) Options History
Historical options analytics archive for XPEG with monthly max pain, implied volatility, gamma exposure, and put/call data.
6 months of complete options data available.
XPEG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for XPEG. 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 | 164.6% | - | $3.00 | $111 | -$9.8K | 0.06 |
| 2026-06 | 21 | 147.2% | - | $5.00 | $36 | $2.2K | 0.07 |
| 2026-05 | 20 | 107.8% | - | $10.00 | $655 | -$11.2K | 0.17 |
| 2026-04 | 21 | 114.6% | - | $10.00 | -$115 | $12.2K | 6.00 |
| 2026-03 | 22 | 154.8% | - | - | -$4 | $369 | 0.00 |
| 2026-02 | 9 | 152.6% | - | - | $0 | $0 | - |
This archive aggregates XPEG's daily end-of-day options snapshots into monthly summaries, spanning 2026-02 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 XPEG 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 164.6%, a month-end max-pain strike around $3.00, an average put/call ratio of 0.06.
2026
Feb | Mar | Apr | May | Jun | Jul
Frequently asked XPEG history questions
- How much options history is available for XPEG?
- This archive holds 6 months of XPEG options analytics, spanning 2026-02 through 2026-07. Each entry is a monthly rollup of XPEG'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 XPEG archive.
- What data does each monthly XPEG aggregate contain?
- Every monthly row summarizes that month of XPEG 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 164.6%, a month-end max-pain strike around $3.00, an average put/call ratio of 0.06.
- How is the XPEG options-history archive built and how often does it update?
- The archive is derived from XPEG'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 XPEG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.