Teucrium 2x Long Daily XRP ETF (XXRP) Options History
Historical options analytics archive for XXRP with monthly max pain, implied volatility, gamma exposure, and put/call data.
13 months of complete options data available.
XXRP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for XXRP. 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 | 139.0% | 49.4% | - | $35.9K | -$5.3M | 0.19 |
| 2026-05 | 20 | 130.1% | 22.4% | $4.00 | $26.2K | -$1.7M | 0.19 |
| 2026-04 | 21 | 147.5% | 29.0% | $4.00 | $41.9K | -$2.3M | 0.17 |
| 2026-03 | 22 | 162.3% | 40.5% | $4.00 | $18.1K | -$1.6M | 0.14 |
| 2026-02 | 19 | 189.6% | 67.6% | $5.62 | $13.0K | -$744.1K | 0.40 |
| 2026-01 | 20 | 135.0% | 32.8% | $9.62 | $37.3K | -$750.4K | 0.23 |
This archive aggregates XXRP's daily end-of-day options snapshots into monthly summaries, spanning 2025-06 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 XXRP 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 139.0%, an average put/call ratio of 0.19.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked XXRP history questions
- How much options history is available for XXRP?
- This archive holds 13 months of XXRP options analytics, spanning 2025-06 through 2026-06. Each entry is a monthly rollup of XXRP'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 XXRP archive.
- What data does each monthly XXRP aggregate contain?
- Every monthly row summarizes that month of XXRP 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 139.0%, an average IV rank of 49.4%, an average put/call ratio of 0.19.
- How is the XXRP options-history archive built and how often does it update?
- The archive is derived from XXRP'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 XXRP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.