USA Compression Partners, LP (USAC) Options History

Historical options analytics archive for USAC with monthly max pain, implied volatility, gamma exposure, and put/call data.

164 months of complete options data available.

Month-by-month aggregates from the USAC daily snapshot archive. IV and P/C are averages across days in the month; max pain and net GEX are end-of-month values.

USAC monthly aggregates

Month-by-month rollups derived from the daily snapshot archive for USAC. 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	149.5%	31.2%	$25.00	-$29.4K	$739.5K	1.68
2026-08	21	125.2%	27.2%	$25.00	$321.8K	-$3.1M	3.06
2026-07	22	90.7%	19.7%	$25.00	$239.6K	-$2.0M	0.74
2026-06	21	62.4%	13.5%	$25.00	$339.8K	-$3.3M	0.49
2026-05	20	33.5%	7.0%	$27.50	$587.4K	-$8.0M	2.03
2026-04	21	68.3%	13.3%	$27.50	$182.0K	-$3.5M	4.99

This archive aggregates USAC's daily end-of-day options snapshots into monthly summaries, spanning 2013-02 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 USAC 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 149.5%, a month-end max-pain strike around $25.00, an average put/call ratio of 1.68.