iShares Broad USD High Yield Corporate Bond ETF (USHY) Options History
Historical options analytics archive for USHY with monthly max pain, implied volatility, gamma exposure, and put/call data.
103 months of complete options data available.
USHY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for USHY. 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 | 226.9% | 45.2% | $36.00 | -$37.8K | $218.4K | 0.00 |
| 2026-05 | 20 | 167.9% | 33.5% | $36.00 | -$108.7K | $394.6K | 0.42 |
| 2026-04 | 21 | 341.0% | 70.9% | $36.00 | -$12.1K | $188.7K | 6.32 |
| 2026-03 | 22 | 196.9% | 62.6% | $37.00 | -$8.4K | $134.2K | 6.55 |
| 2026-02 | 19 | 13.0% | 27.8% | $38.00 | -$42.5K | $285.7K | 0.59 |
| 2026-01 | 20 | 10.4% | 20.3% | $38.00 | -$11.6K | $44.3K | 1.20 |
This archive aggregates USHY's daily end-of-day options snapshots into monthly summaries, spanning 2017-12 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 USHY 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 226.9%, a month-end max-pain strike around $36.00, an average put/call ratio of 0.00.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Frequently asked USHY history questions
- How much options history is available for USHY?
- This archive holds 103 months of USHY options analytics, spanning 2017-12 through 2026-06. Each entry is a monthly rollup of USHY'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 USHY archive.
- What data does each monthly USHY aggregate contain?
- Every monthly row summarizes that month of USHY 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 226.9%, an average IV rank of 45.2%, a month-end max-pain strike around $36.00, an average put/call ratio of 0.00.
- How is the USHY options-history archive built and how often does it update?
- The archive is derived from USHY'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 USHY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.