WEBs ETF Trust - WEBs QQQ Defined Volatility ETF (DVQQ) Options History
Historical options analytics archive for DVQQ with monthly max pain, implied volatility, gamma exposure, and put/call data.
8 months of complete options data available.
DVQQ monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DVQQ. 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 | 20 | 38.9% | 3.1% | - | $1.1K | -$23.2K | 1.00 |
| 2026-08 | 21 | 62.0% | 1.7% | $26.00 | $1.0K | -$37.9K | 0.50 |
| 2026-07 | 22 | 108.2% | - | - | $1.4K | -$29.9K | - |
| 2026-06 | 21 | 94.0% | - | - | $1.7K | -$48.3K | 0.00 |
| 2026-05 | 20 | 102.2% | - | - | -$342 | -$20.6K | 0.00 |
| 2026-04 | 21 | 108.5% | - | - | -$641 | -$11.2K | - |
This archive aggregates DVQQ's daily end-of-day options snapshots into monthly summaries, spanning 2026-02 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 DVQQ 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 38.9%, an average put/call ratio of 1.00.
2026
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
Frequently asked DVQQ history questions
- How much options history is available for DVQQ?
- This archive holds 8 months of DVQQ options analytics, spanning 2026-02 through 2026-09. Each entry is a monthly rollup of DVQQ'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 DVQQ archive.
- What data does each monthly DVQQ aggregate contain?
- Every monthly row summarizes that month of DVQQ 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, 2026-09 recorded an average ATM implied volatility near 38.9%, an average IV rank of 3.1%, an average put/call ratio of 1.00.
- How is the DVQQ options-history archive built and how often does it update?
- The archive is derived from DVQQ'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 DVQQ's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.