Direxion Flight to Safety Strategy ETF (FLYT) Options History
Historical options analytics archive for FLYT with monthly max pain, implied volatility, gamma exposure, and put/call data.
8 months of complete options data available.
FLYT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FLYT. 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 | 17 | 226.0% | 66.4% | $15.00 | -$773 | $56.8K | 6.46 |
| 2026-05 | 18 | 231.3% | 77.4% | $29.00 | -$5.5K | $249.5K | 6.02 |
| 2026-04 | 18 | 226.0% | - | $24.00 | $622 | -$87.7K | 1.32 |
| 2026-03 | 20 | 237.1% | - | $12.00 | -$142 | -$39.7K | 3.66 |
| 2026-02 | 19 | 261.4% | - | $8.00 | $662 | -$77.7K | 5.31 |
| 2026-01 | 20 | 231.8% | - | $22.00 | -$705 | $24.6K | 3.94 |
This archive aggregates FLYT's daily end-of-day options snapshots into monthly summaries, spanning 2025-11 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 FLYT 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 226.0%, a month-end max-pain strike around $15.00, an average put/call ratio of 6.46.
2026
Jan | Feb | Mar | Apr | May | Jun