Direxion Daily NYSE FANG+ Bull 2X ETF (FNGG) Options History
Historical options analytics archive for FNGG with monthly max pain, implied volatility, gamma exposure, and put/call data.
55 months of complete options data available.
FNGG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FNGG. 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 | 18 | 53.2% | 63.6% | $202.27 | $37.2K | -$1.9M | 0.56 |
| 2026-05 | 19 | 45.1% | 37.9% | $170.27 | $26.5K | -$3.0M | 1.30 |
| 2026-04 | 18 | 48.2% | 20.3% | $178.00 | $49.9K | -$2.0M | 2.54 |
| 2026-03 | 19 | 53.3% | 17.4% | $182.27 | -$23.7K | $1.1M | 2.45 |
| 2026-02 | 19 | 46.8% | 12.4% | $150.00 | -$13.5K | $338.6K | 1.22 |
| 2026-01 | 20 | 38.6% | 6.2% | $195.00 | $36.7K | -$347.6K | 0.88 |
This archive aggregates FNGG's daily end-of-day options snapshots into monthly summaries, spanning 2021-12 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 FNGG 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 53.2%, a month-end max-pain strike around $202.27, an average put/call ratio of 0.56.
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
Frequently asked FNGG history questions
- How much options history is available for FNGG?
- This archive holds 55 months of FNGG options analytics, spanning 2021-12 through 2026-06. Each entry is a monthly rollup of FNGG'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 FNGG archive.
- What data does each monthly FNGG aggregate contain?
- Every monthly row summarizes that month of FNGG 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 53.2%, an average IV rank of 63.6%, a month-end max-pain strike around $202.27, an average put/call ratio of 0.56.
- How is the FNGG options-history archive built and how often does it update?
- The archive is derived from FNGG'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 FNGG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.