iShares Core Dividend Growth ETF (DGRO) Options History
Historical options analytics archive for DGRO with monthly max pain, implied volatility, gamma exposure, and put/call data.
95 months of complete options data available.
DGRO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DGRO. 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 | 12.9% | 2.8% | $72.00 | $7.9M | -$32.1M | 1.01 |
| 2026-05 | 20 | 32.5% | 18.1% | $73.00 | $9.5M | -$13.7M | 13.05 |
| 2026-04 | 21 | 14.1% | 29.1% | $73.00 | $8.4M | -$35.2M | 32.54 |
| 2026-03 | 22 | 17.9% | 24.8% | $70.00 | $6.5M | -$22.3M | 3.08 |
| 2026-02 | 19 | 13.2% | 14.6% | $73.00 | $6.2M | -$10.9M | 18.32 |
| 2026-01 | 20 | 12.7% | 13.8% | $70.00 | $13.6M | -$36.0M | 0.63 |
This archive aggregates DGRO's daily end-of-day options snapshots into monthly summaries, spanning 2018-08 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 DGRO 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 12.9%, a month-end max-pain strike around $72.00, an average put/call ratio of 1.01.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Frequently asked DGRO history questions
- How much options history is available for DGRO?
- This archive holds 95 months of DGRO options analytics, spanning 2018-08 through 2026-06. Each entry is a monthly rollup of DGRO'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 DGRO archive.
- What data does each monthly DGRO aggregate contain?
- Every monthly row summarizes that month of DGRO 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 12.9%, an average IV rank of 2.8%, a month-end max-pain strike around $72.00, an average put/call ratio of 1.01.
- How is the DGRO options-history archive built and how often does it update?
- The archive is derived from DGRO'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 DGRO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.