UBS Group AG (UBS) Options History
Historical options analytics archive for UBS with monthly max pain, implied volatility, gamma exposure, and put/call data.
236 months of complete options data available.
UBS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for UBS. 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 | 27.1% | 25.0% | $50.00 | -$759.0K | -$7.7M | 2.11 |
| 2026-08 | 21 | 25.2% | 18.3% | $55.00 | $1.6M | -$119.0M | 1.06 |
| 2026-07 | 22 | 28.5% | 30.0% | $47.50 | $1.4M | -$111.1M | 0.62 |
| 2026-06 | 21 | 26.7% | 23.4% | $47.50 | $453.0K | -$75.0M | 1.11 |
| 2026-05 | 20 | 28.4% | 29.6% | $47.50 | $523.7K | -$59.5M | 1.41 |
| 2026-04 | 21 | 34.4% | 44.0% | $42.50 | $31.8K | -$23.4M | 0.72 |
This archive aggregates UBS'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 UBS 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 27.1%, a month-end max-pain strike around $50.00, an average put/call ratio of 2.11.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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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
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2010
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2009
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2008
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2007
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Frequently asked UBS history questions
- How much options history is available for UBS?
- This archive holds 236 months of UBS options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of UBS'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 UBS archive.
- What data does each monthly UBS aggregate contain?
- Every monthly row summarizes that month of UBS 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 27.1%, an average IV rank of 25.0%, a month-end max-pain strike around $50.00, an average put/call ratio of 2.11.
- How is the UBS options-history archive built and how often does it update?
- The archive is derived from UBS'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 UBS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.