ProShares - Ultra Consumer Staples (UGE) Options History
Historical options analytics archive for UGE with monthly max pain, implied volatility, gamma exposure, and put/call data.
49 months of complete options data available.
UGE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for UGE. 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 | 21 | 331.1% | 67.3% | - | $7.7K | -$88.9K | - |
| 2026-08 | 21 | 207.9% | 43.5% | $18.00 | $9.8K | -$192.5K | 0.14 |
| 2026-07 | 22 | 62.8% | 11.8% | $17.00 | $8.2K | -$232.1K | 0.32 |
| 2026-06 | 21 | 46.9% | 8.3% | $19.00 | $6.8K | -$215.3K | 0.50 |
| 2026-05 | 20 | 93.4% | 18.7% | $19.00 | $7.6K | -$206.1K | 0.68 |
| 2026-04 | 21 | 98.4% | 20.0% | $25.00 | -$73.6K | $1.7M | 0.00 |
This archive aggregates UGE's daily end-of-day options snapshots into monthly summaries, spanning 2022-09 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 UGE 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 331.1%.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
Frequently asked UGE history questions
- How much options history is available for UGE?
- This archive holds 49 months of UGE options analytics, spanning 2022-09 through 2026-09. Each entry is a monthly rollup of UGE'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 UGE archive.
- What data does each monthly UGE aggregate contain?
- Every monthly row summarizes that month of UGE 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 331.1%, an average IV rank of 67.3%.
- How is the UGE options-history archive built and how often does it update?
- The archive is derived from UGE'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 UGE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.