Direxion Daily Regional Banks Bull 3X ETF (DPST) Options History
Historical options analytics archive for DPST with monthly max pain, implied volatility, gamma exposure, and put/call data.
67 months of complete options data available.
DPST monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DPST. 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 | 71.1% | 9.6% | $120.00 | $1.6M | -$156.8M | 0.61 |
| 2026-05 | 20 | 73.3% | 12.5% | $110.00 | $1.9M | -$102.9M | 0.90 |
| 2026-04 | 21 | 79.5% | 16.8% | $110.00 | $1.5M | -$108.9M | 1.04 |
| 2026-03 | 22 | 99.6% | 33.3% | $100.00 | $863.8K | -$62.1M | 1.32 |
| 2026-02 | 19 | 87.0% | 21.5% | $95.00 | -$980.4K | -$35.0M | 1.16 |
| 2026-01 | 20 | 73.1% | 8.6% | $110.00 | $3.4M | -$123.9M | 0.75 |
This archive aggregates DPST's daily end-of-day options snapshots into monthly summaries, spanning 2020-12 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 DPST 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 71.1%, a month-end max-pain strike around $120.00, an average put/call ratio of 0.61.
2026
Jan | Feb | Mar | Apr | May | Jun
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
Frequently asked DPST history questions
- How much options history is available for DPST?
- This archive holds 67 months of DPST options analytics, spanning 2020-12 through 2026-06. Each entry is a monthly rollup of DPST'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 DPST archive.
- What data does each monthly DPST aggregate contain?
- Every monthly row summarizes that month of DPST 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 71.1%, an average IV rank of 9.6%, a month-end max-pain strike around $120.00, an average put/call ratio of 0.61.
- How is the DPST options-history archive built and how often does it update?
- The archive is derived from DPST'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 DPST's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.