Dimensional - International Value ETF (DFIV) Options History
Historical options analytics archive for DFIV with monthly max pain, implied volatility, gamma exposure, and put/call data.
47 months of complete options data available.
DFIV monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DFIV. 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 | 27.1% | 31.7% | $50.00 | $15.1K | -$270.7K | 0.06 |
| 2026-05 | 20 | 32.0% | 37.0% | - | $16.1K | -$324.7K | 0.00 |
| 2026-04 | 21 | 30.1% | 25.9% | $48.00 | $9.2K | -$326.3K | 0.00 |
| 2026-03 | 22 | 32.7% | 20.8% | $50.00 | $13.5K | -$286.0K | 0.04 |
| 2026-02 | 19 | 23.4% | 10.5% | $55.00 | $29.6K | -$593.5K | 0.00 |
| 2026-01 | 20 | 28.8% | 18.1% | $44.00 | $10.6K | -$338.0K | 0.00 |
This archive aggregates DFIV's daily end-of-day options snapshots into monthly summaries, spanning 2022-08 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 DFIV 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 27.1%, a month-end max-pain strike around $50.00, an average put/call ratio of 0.06.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Frequently asked DFIV history questions
- How much options history is available for DFIV?
- This archive holds 47 months of DFIV options analytics, spanning 2022-08 through 2026-06. Each entry is a monthly rollup of DFIV'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 DFIV archive.
- What data does each monthly DFIV aggregate contain?
- Every monthly row summarizes that month of DFIV 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 27.1%, an average IV rank of 31.7%, a month-end max-pain strike around $50.00, an average put/call ratio of 0.06.
- How is the DFIV options-history archive built and how often does it update?
- The archive is derived from DFIV'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 DFIV's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.