Digi Power X Inc. (DGXX) Options History
Historical options analytics archive for DGXX with monthly max pain, implied volatility, gamma exposure, and put/call data.
9 months of complete options data available.
DGXX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DGXX. 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 | 111.6% | 24.9% | $5.00 | $22.5K | -$3.8M | 0.56 |
| 2026-06 | 21 | 131.7% | 31.2% | $6.00 | -$24.7K | -$7.2M | 0.32 |
| 2026-05 | 20 | 168.8% | 36.4% | $6.00 | $206.8K | -$44.5M | 0.36 |
| 2026-04 | 21 | 142.2% | - | $3.00 | $65.7K | -$9.2M | 2.65 |
| 2026-03 | 22 | 138.6% | - | $2.00 | $24.6K | -$2.9M | 0.63 |
| 2026-02 | 19 | 133.1% | - | $2.00 | $45.3K | -$6.2M | 1.09 |
This archive aggregates DGXX's daily end-of-day options snapshots into monthly summaries, spanning 2025-11 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 DGXX 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 111.6%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.56.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Frequently asked DGXX history questions
- How much options history is available for DGXX?
- This archive holds 9 months of DGXX options analytics, spanning 2025-11 through 2026-07. Each entry is a monthly rollup of DGXX'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 DGXX archive.
- What data does each monthly DGXX aggregate contain?
- Every monthly row summarizes that month of DGXX 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 111.6%, an average IV rank of 24.9%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.56.
- How is the DGXX options-history archive built and how often does it update?
- The archive is derived from DGXX'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 DGXX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.