Dave Inc. (DAVE) Options History
Historical options analytics archive for DAVE with monthly max pain, implied volatility, gamma exposure, and put/call data.
144 months of complete options data available.
DAVE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DAVE. 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 | 65.4% | 25.6% | $310.00 | -$1.1M | -$76.6M | 1.34 |
| 2026-08 | 21 | 67.1% | 24.5% | $310.00 | -$2.0M | -$141.2M | 2.27 |
| 2026-07 | 22 | 85.3% | 36.7% | $260.00 | -$1.4M | -$169.2M | 2.12 |
| 2026-06 | 21 | 71.7% | 23.0% | $260.00 | $2.5M | -$379.3M | 0.62 |
| 2026-05 | 20 | 66.7% | 18.1% | $230.00 | $1.4M | -$167.9M | 0.70 |
| 2026-04 | 21 | 73.5% | 24.9% | $190.00 | $664.3K | -$241.0M | 0.36 |
This archive aggregates DAVE's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 DAVE 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 65.4%, a month-end max-pain strike around $310.00, an average put/call ratio of 1.34.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug
2022
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked DAVE history questions
- How much options history is available for DAVE?
- This archive holds 144 months of DAVE options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of DAVE'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 DAVE archive.
- What data does each monthly DAVE aggregate contain?
- Every monthly row summarizes that month of DAVE 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 65.4%, an average IV rank of 25.6%, a month-end max-pain strike around $310.00, an average put/call ratio of 1.34.
- How is the DAVE options-history archive built and how often does it update?
- The archive is derived from DAVE'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 DAVE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.