YieldMax Magnificent 7 Fund of Option Income ETF (YMAG) Options History
Historical options analytics archive for YMAG with monthly max pain, implied volatility, gamma exposure, and put/call data.
28 months of complete options data available.
YMAG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for YMAG. 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 | 94.7% | 19.4% | $11.00 | $68.8K | -$116.1K | 0.42 |
| 2026-06 | 21 | 136.5% | 22.2% | $13.00 | -$568 | $530.0K | 1.54 |
| 2026-05 | 20 | 17.8% | 3.6% | $14.00 | $58.9K | $256.4K | 0.86 |
| 2026-04 | 21 | 71.2% | 16.9% | $13.00 | -$4.0K | $377.8K | 4.59 |
| 2026-03 | 22 | 54.2% | 33.1% | $15.00 | $14.2K | $970.2K | 2.36 |
| 2026-02 | 19 | 19.7% | 24.9% | $13.00 | $3.0K | $1.0M | 4.33 |
This archive aggregates YMAG's daily end-of-day options snapshots into monthly summaries, spanning 2024-04 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 YMAG 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 94.7%, a month-end max-pain strike around $11.00, an average put/call ratio of 0.42.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked YMAG history questions
- How much options history is available for YMAG?
- This archive holds 28 months of YMAG options analytics, spanning 2024-04 through 2026-07. Each entry is a monthly rollup of YMAG'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 YMAG archive.
- What data does each monthly YMAG aggregate contain?
- Every monthly row summarizes that month of YMAG 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 94.7%, an average IV rank of 19.4%, a month-end max-pain strike around $11.00, an average put/call ratio of 0.42.
- How is the YMAG options-history archive built and how often does it update?
- The archive is derived from YMAG'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 YMAG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.