Leverage Shares 2x Long XYZ Daily ETF (XYZG) Options History
Historical options analytics archive for XYZG with monthly max pain, implied volatility, gamma exposure, and put/call data.
11 months of complete options data available.
XYZG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for XYZG. 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 | 106.7% | 18.0% | $17.00 | $401 | -$52.2K | 2.97 |
| 2026-05 | 20 | 110.1% | 29.7% | $18.00 | $1.3K | -$58.4K | 3.55 |
| 2026-04 | 21 | 127.7% | 43.3% | $7.00 | $723 | -$28.8K | 0.37 |
| 2026-03 | 22 | 109.7% | 29.4% | $11.00 | $223 | -$7.9K | 0.80 |
| 2026-02 | 19 | 131.1% | 48.1% | $11.00 | $258 | -$11.7K | 0.36 |
| 2026-01 | 20 | 110.4% | - | $12.00 | $350 | -$8.8K | 0.34 |
This archive aggregates XYZG's daily end-of-day options snapshots into monthly summaries, spanning 2025-08 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 XYZG 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 106.7%, a month-end max-pain strike around $17.00, an average put/call ratio of 2.97.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked XYZG history questions
- How much options history is available for XYZG?
- This archive holds 11 months of XYZG options analytics, spanning 2025-08 through 2026-06. Each entry is a monthly rollup of XYZG'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 XYZG archive.
- What data does each monthly XYZG aggregate contain?
- Every monthly row summarizes that month of XYZG 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 106.7%, an average IV rank of 18.0%, a month-end max-pain strike around $17.00, an average put/call ratio of 2.97.
- How is the XYZG options-history archive built and how often does it update?
- The archive is derived from XYZG'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 XYZG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.