WisdomTree U.S. Quality Dividend Growth Fund (DGRW) Options History
Historical options analytics archive for DGRW with monthly max pain, implied volatility, gamma exposure, and put/call data.
157 months of complete options data available.
DGRW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DGRW. 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 | 14.6% | 1.3% | $97.00 | $19.7K | -$514.4K | 0.00 |
| 2026-05 | 20 | 15.1% | 1.4% | $97.00 | $17.3K | -$519.0K | 0.50 |
| 2026-04 | 21 | 61.2% | 11.8% | $90.00 | $11.1K | -$363.0K | 0.00 |
| 2026-03 | 22 | 45.1% | 32.4% | $92.00 | $11.1K | -$188.8K | 0.01 |
| 2026-02 | 19 | 15.5% | 11.3% | $92.00 | $878 | -$18.6K | 0.25 |
| 2026-01 | 20 | 14.7% | 10.0% | $91.00 | -$21.4K | $7.9K | 1.37 |
This archive aggregates DGRW's daily end-of-day options snapshots into monthly summaries, spanning 2013-06 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 DGRW 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 14.6%, a month-end max-pain strike around $97.00, an average put/call ratio of 0.00.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked DGRW history questions
- How much options history is available for DGRW?
- This archive holds 157 months of DGRW options analytics, spanning 2013-06 through 2026-06. Each entry is a monthly rollup of DGRW'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 DGRW archive.
- What data does each monthly DGRW aggregate contain?
- Every monthly row summarizes that month of DGRW 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 14.6%, an average IV rank of 1.3%, a month-end max-pain strike around $97.00, an average put/call ratio of 0.00.
- How is the DGRW options-history archive built and how often does it update?
- The archive is derived from DGRW'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 DGRW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.