US Foods Holding Corp. (USFD) Options History
Historical options analytics archive for USFD with monthly max pain, implied volatility, gamma exposure, and put/call data.
121 months of complete options data available.
USFD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for USFD. 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 | 26.9% | 34.7% | $82.50 | $704.3K | -$16.1M | 5.28 |
| 2026-05 | 20 | 29.9% | 43.0% | $82.50 | -$591.4K | $4.0M | 33.49 |
| 2026-04 | 21 | 33.1% | 45.3% | $95.00 | -$100.0K | -$4.2M | 2.90 |
| 2026-03 | 22 | 28.1% | 23.5% | $80.00 | -$80.0K | -$2.8M | 11.04 |
| 2026-02 | 19 | 28.1% | 23.5% | $95.00 | -$339.6K | -$5.8M | 15.84 |
| 2026-01 | 20 | 25.9% | 18.6% | $85.00 | -$664.5K | $2.0M | 90.92 |
This archive aggregates USFD's daily end-of-day options snapshots into monthly summaries, spanning 2016-06 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 USFD 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 26.9%, a month-end max-pain strike around $82.50, an average put/call ratio of 5.28.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
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2023
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2022
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2021
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2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
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2018
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2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked USFD history questions
- How much options history is available for USFD?
- This archive holds 121 months of USFD options analytics, spanning 2016-06 through 2026-06. Each entry is a monthly rollup of USFD'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 USFD archive.
- What data does each monthly USFD aggregate contain?
- Every monthly row summarizes that month of USFD 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 26.9%, an average IV rank of 34.7%, a month-end max-pain strike around $82.50, an average put/call ratio of 5.28.
- How is the USFD options-history archive built and how often does it update?
- The archive is derived from USFD'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 USFD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.