Davis Select U.S. Equity ETF (DUSA) Options History
Historical options analytics archive for DUSA with monthly max pain, implied volatility, gamma exposure, and put/call data.
54 months of complete options data available.
DUSA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DUSA. 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 | 25.4% | 21.9% | - | $4.7K | -$460.0K | - |
| 2026-05 | 20 | 26.9% | 22.6% | - | $8.8K | -$865.2K | 0.00 |
| 2026-04 | 21 | 28.4% | 19.8% | - | $1.8K | -$45.1K | 0.00 |
| 2026-03 | 22 | 30.7% | 17.5% | - | $750 | -$14.0K | 0.00 |
| 2026-02 | 19 | 26.7% | 12.3% | $52.00 | $822 | -$10.6K | - |
| 2026-01 | 20 | 29.4% | 15.8% | - | $766 | -$11.2K | 0.00 |
This archive aggregates DUSA's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 DUSA 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 25.4%.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct
Frequently asked DUSA history questions
- How much options history is available for DUSA?
- This archive holds 54 months of DUSA options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of DUSA'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 DUSA archive.
- What data does each monthly DUSA aggregate contain?
- Every monthly row summarizes that month of DUSA 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 25.4%, an average IV rank of 21.9%.
- How is the DUSA options-history archive built and how often does it update?
- The archive is derived from DUSA'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 DUSA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.