Roundhill Investments - Ether Covered Call Strategy ETF (YETH) Options History
Historical options analytics archive for YETH with monthly max pain, implied volatility, gamma exposure, and put/call data.
23 months of complete options data available.
YETH monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for YETH. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 62.8% | 12.6% | $10.00 | $2.2K | -$8.7K | 2.40 |
| 2026-08 | 21 | 84.8% | 15.3% | $12.00 | $1.4K | $47.1K | 12.11 |
| 2026-07 | 22 | 104.0% | 19.1% | $9.00 | $399 | $29.1K | 0.29 |
| 2026-06 | 21 | 123.7% | 24.5% | $11.00 | $62 | $63.5K | 0.87 |
| 2026-05 | 20 | 170.8% | 36.7% | $12.00 | -$2.4K | $187.3K | 1.37 |
| 2026-04 | 21 | 49.8% | 14.9% | $9.00 | $365 | $85.3K | 0.99 |
This archive aggregates YETH's daily end-of-day options snapshots into monthly summaries, spanning 2024-11 through 2026-09. 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 YETH 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 (2026-09) shows an average ATM implied volatility near 62.8%, a month-end max-pain strike around $10.00, an average put/call ratio of 2.40.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked YETH history questions
- How much options history is available for YETH?
- This archive holds 23 months of YETH options analytics, spanning 2024-11 through 2026-09. Each entry is a monthly rollup of YETH'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 YETH archive.
- What data does each monthly YETH aggregate contain?
- Every monthly row summarizes that month of YETH 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, 2026-09 recorded an average ATM implied volatility near 62.8%, an average IV rank of 12.6%, a month-end max-pain strike around $10.00, an average put/call ratio of 2.40.
- How is the YETH options-history archive built and how often does it update?
- The archive is derived from YETH'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 YETH's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.