DoubleVerify Holdings, Inc. (DV) Options History
Historical options analytics archive for DV with monthly max pain, implied volatility, gamma exposure, and put/call data.
185 months of complete options data available.
DV monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DV. 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 | 137.7% | 27.5% | $10.00 | $108.4K | -$2.9M | 0.72 |
| 2026-05 | 20 | 100.8% | 19.1% | $12.50 | $65.5K | -$1.2M | 0.95 |
| 2026-04 | 21 | 129.2% | 23.6% | $10.00 | $84.7K | -$2.4M | 3.44 |
| 2026-03 | 22 | 69.2% | 33.3% | $10.00 | $53.6K | -$912.5K | 0.84 |
| 2026-02 | 19 | 62.9% | 35.3% | $10.00 | $45.4K | -$1.4M | 2.32 |
| 2026-01 | 20 | 49.0% | 20.8% | $10.00 | $58.8K | -$2.1M | 3.33 |
This archive aggregates DV's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 DV 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 137.7%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.72.
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
Jul | Aug | Sep | Oct | Nov | Dec
2017
2016
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2015
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2014
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2013
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2012
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2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
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2009
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2008
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2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked DV history questions
- How much options history is available for DV?
- This archive holds 185 months of DV options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of DV'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 DV archive.
- What data does each monthly DV aggregate contain?
- Every monthly row summarizes that month of DV 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 137.7%, an average IV rank of 27.5%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.72.
- How is the DV options-history archive built and how often does it update?
- The archive is derived from DV'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 DV's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.