Direxion Daily CSI 300 China A Share Bull 2X Shares (CHAU) Options History
Historical options analytics archive for CHAU with monthly max pain, implied volatility, gamma exposure, and put/call data.
134 months of complete options data available.
CHAU monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CHAU. 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 | 16 | 58.1% | 74.2% | $20.00 | $207.9K | -$5.0M | 1.61 |
| 2026-06 | 16 | 42.8% | 61.5% | $23.00 | $191.4K | -$7.3M | 0.44 |
| 2026-05 | 18 | 43.9% | 63.9% | $20.00 | $222.3K | -$8.4M | 0.74 |
| 2026-04 | 18 | 37.2% | 29.0% | $20.00 | $233.1K | -$8.0M | 0.43 |
| 2026-03 | 22 | 48.7% | 38.6% | $19.00 | $123.8K | -$3.6M | 2.58 |
| 2026-02 | 19 | 40.1% | 27.2% | $21.00 | $553.2K | -$15.3M | 0.37 |
This archive aggregates CHAU's daily end-of-day options snapshots into monthly summaries, spanning 2015-06 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 CHAU 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 58.1%, a month-end max-pain strike around $20.00, an average put/call ratio of 1.61.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked CHAU history questions
- How much options history is available for CHAU?
- This archive holds 134 months of CHAU options analytics, spanning 2015-06 through 2026-07. Each entry is a monthly rollup of CHAU'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 CHAU archive.
- What data does each monthly CHAU aggregate contain?
- Every monthly row summarizes that month of CHAU 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 58.1%, an average IV rank of 74.2%, a month-end max-pain strike around $20.00, an average put/call ratio of 1.61.
- How is the CHAU options-history archive built and how often does it update?
- The archive is derived from CHAU'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 CHAU's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.