Virtus Reaves Utilities ETF (UTES) Options History
Historical options analytics archive for UTES with monthly max pain, implied volatility, gamma exposure, and put/call data.
9 months of complete options data available.
UTES monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for UTES. 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 | 42.0% | 9.3% | $80.00 | $293.6K | -$4.6M | 1.47 |
| 2026-05 | 20 | 30.3% | 33.0% | $85.00 | $224.2K | -$4.0M | 0.39 |
| 2026-04 | 21 | 28.1% | 47.7% | $79.00 | $243.4K | -$5.5M | 0.97 |
| 2026-03 | 22 | 32.1% | - | $83.00 | $181.0K | -$4.0M | 0.63 |
| 2026-02 | 19 | 26.6% | - | $80.00 | $537.4K | -$5.3M | 0.19 |
| 2026-01 | 20 | 22.8% | - | $81.00 | $242.9K | -$1.6M | 0.24 |
This archive aggregates UTES's daily end-of-day options snapshots into monthly summaries, spanning 2025-10 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 UTES 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 42.0%, a month-end max-pain strike around $80.00, an average put/call ratio of 1.47.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked UTES history questions
- How much options history is available for UTES?
- This archive holds 9 months of UTES options analytics, spanning 2025-10 through 2026-06. Each entry is a monthly rollup of UTES'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 UTES archive.
- What data does each monthly UTES aggregate contain?
- Every monthly row summarizes that month of UTES 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 42.0%, an average IV rank of 9.3%, a month-end max-pain strike around $80.00, an average put/call ratio of 1.47.
- How is the UTES options-history archive built and how often does it update?
- The archive is derived from UTES'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 UTES's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.