First Trust SMID Cap Rising Dividend Achievers ETF (SDVY) Options History
Historical options analytics archive for SDVY with monthly max pain, implied volatility, gamma exposure, and put/call data.
57 months of complete options data available.
SDVY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SDVY. 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 | 31.3% | 35.5% | $45.00 | -$65.0K | $820.2K | 0.39 |
| 2026-05 | 20 | 31.6% | 32.8% | $45.00 | -$37.5K | $974.5K | 0.25 |
| 2026-04 | 21 | 28.6% | 19.8% | - | -$39.9K | $797.5K | 7.67 |
| 2026-03 | 22 | 30.2% | 10.7% | $37.00 | -$18.8K | $950.4K | 0.88 |
| 2026-02 | 19 | 29.0% | 10.1% | $45.00 | $2.1K | -$54.1K | 0.00 |
| 2026-01 | 20 | 29.1% | 10.5% | - | $1.0K | -$28.1K | 0.00 |
This archive aggregates SDVY's daily end-of-day options snapshots into monthly summaries, spanning 2021-10 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 SDVY 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 31.3%, a month-end max-pain strike around $45.00, an average put/call ratio of 0.39.
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
Frequently asked SDVY history questions
- How much options history is available for SDVY?
- This archive holds 57 months of SDVY options analytics, spanning 2021-10 through 2026-06. Each entry is a monthly rollup of SDVY'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 SDVY archive.
- What data does each monthly SDVY aggregate contain?
- Every monthly row summarizes that month of SDVY 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 31.3%, an average IV rank of 35.5%, a month-end max-pain strike around $45.00, an average put/call ratio of 0.39.
- How is the SDVY options-history archive built and how often does it update?
- The archive is derived from SDVY'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 SDVY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.