U.S. Physical Therapy, Inc. (USPH) Options History
Historical options analytics archive for USPH with monthly max pain, implied volatility, gamma exposure, and put/call data.
167 months of complete options data available.
USPH monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for USPH. 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 | 117.7% | 21.6% | $75.00 | -$15.3K | $114.8K | 14.14 |
| 2026-05 | 20 | 99.6% | 30.1% | $75.00 | -$45.4K | $407.0K | 19.32 |
| 2026-04 | 21 | 49.3% | 43.7% | $85.00 | -$124.6K | $1.8M | 8.75 |
| 2026-03 | 22 | 41.4% | 22.1% | $80.00 | -$21.9K | $213.1K | 5.00 |
| 2026-02 | 19 | 44.3% | 26.9% | $65.00 | $68.3K | -$19.9M | 2.23 |
| 2026-01 | 20 | 38.5% | 17.5% | $70.00 | $264.4K | -$18.7M | 12.44 |
This archive aggregates USPH's daily end-of-day options snapshots into monthly summaries, spanning 2012-08 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 USPH 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 117.7%, a month-end max-pain strike around $75.00, an average put/call ratio of 14.14.
2026
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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
Frequently asked USPH history questions
- How much options history is available for USPH?
- This archive holds 167 months of USPH options analytics, spanning 2012-08 through 2026-06. Each entry is a monthly rollup of USPH'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 USPH archive.
- What data does each monthly USPH aggregate contain?
- Every monthly row summarizes that month of USPH 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 117.7%, an average IV rank of 21.6%, a month-end max-pain strike around $75.00, an average put/call ratio of 14.14.
- How is the USPH options-history archive built and how often does it update?
- The archive is derived from USPH'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 USPH's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.