Unity Software Inc. (U) Options History
Historical options analytics archive for U with monthly max pain, implied volatility, gamma exposure, and put/call data.
70 months of complete options data available.
U monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for U. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 82.6% | 46.6% | $28.00 | $4.6M | -$347.4M | 0.87 |
| 2026-06 | 21 | 69.9% | 24.8% | $28.00 | $3.2M | -$238.1M | 0.47 |
| 2026-05 | 20 | 73.7% | 31.3% | $28.00 | $7.9M | -$453.8M | 0.51 |
| 2026-04 | 21 | 86.9% | 54.0% | $22.00 | $8.6M | -$326.2M | 0.57 |
| 2026-03 | 22 | 79.8% | 41.9% | $20.00 | $6.9M | -$193.7M | 0.52 |
| 2026-02 | 19 | 87.6% | 55.5% | $23.00 | $2.1M | $58.0M | 0.62 |
This archive aggregates U's daily end-of-day options snapshots into monthly summaries, spanning 2020-10 through 2026-07. 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 U 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 (2026-07) shows an average ATM implied volatility near 82.6%, a month-end max-pain strike around $28.00, an average put/call ratio of 0.87.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
Frequently asked U history questions
- How much options history is available for U?
- This archive holds 70 months of U options analytics, spanning 2020-10 through 2026-07. Each entry is a monthly rollup of U'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 U archive.
- What data does each monthly U aggregate contain?
- Every monthly row summarizes that month of U 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, 2026-07 recorded an average ATM implied volatility near 82.6%, an average IV rank of 46.6%, a month-end max-pain strike around $28.00, an average put/call ratio of 0.87.
- How is the U options-history archive built and how often does it update?
- The archive is derived from U'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 U's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.