Direxion Daily LLY Bull 2X ETF (ELIL) Options History
Historical options analytics archive for ELIL with monthly max pain, implied volatility, gamma exposure, and put/call data.
11 months of complete options data available.
ELIL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ELIL. 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 | 69.5% | 32.6% | $22.00 | $12.1K | -$980.5K | 0.10 |
| 2026-05 | 20 | 66.5% | 27.1% | $16.00 | $11.3K | -$761.2K | 0.73 |
| 2026-04 | 21 | 89.3% | 52.0% | $18.00 | -$3.1K | -$250.1K | 4.34 |
| 2026-03 | 21 | 76.7% | 34.9% | $21.00 | $9.3K | -$305.0K | 2.96 |
| 2026-02 | 19 | 74.4% | 26.3% | $12.24 | $4.1K | -$356.7K | 0.29 |
| 2026-01 | 20 | 78.2% | - | $24.00 | $4.3K | -$356.1K | 0.47 |
This archive aggregates ELIL's daily end-of-day options snapshots into monthly summaries, spanning 2025-08 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 ELIL 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 69.5%, a month-end max-pain strike around $22.00, an average put/call ratio of 0.10.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked ELIL history questions
- How much options history is available for ELIL?
- This archive holds 11 months of ELIL options analytics, spanning 2025-08 through 2026-06. Each entry is a monthly rollup of ELIL'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 ELIL archive.
- What data does each monthly ELIL aggregate contain?
- Every monthly row summarizes that month of ELIL 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 69.5%, an average IV rank of 32.6%, a month-end max-pain strike around $22.00, an average put/call ratio of 0.10.
- How is the ELIL options-history archive built and how often does it update?
- The archive is derived from ELIL'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 ELIL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.