Robinhood Ventures Fund I (RVI) Options History
Historical options analytics archive for RVI with monthly max pain, implied volatility, gamma exposure, and put/call data.
33 months of complete options data available.
RVI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for RVI. 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 | 55.7% | 33.8% | $30.00 | -$72.9K | $400.2K | 1.07 |
| 2026-08 | 21 | 73.1% | 44.6% | $30.00 | -$94.1K | $2.7M | 0.78 |
| 2026-07 | 22 | 87.6% | 46.1% | $30.00 | -$94.4K | $5.0M | 0.93 |
| 2026-06 | 11 | 97.6% | 50.7% | $35.00 | -$15.1K | $868.3K | 0.83 |
This archive aggregates RVI's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 RVI 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 55.7%, a month-end max-pain strike around $30.00, an average put/call ratio of 1.07.
2026
2022
2011
2009
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec