Direxion Daily S&P 500 High Beta Bull 3X ETF (HIBL) Options History
Historical options analytics archive for HIBL with monthly max pain, implied volatility, gamma exposure, and put/call data.
64 months of complete options data available.
HIBL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for HIBL. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 86.0% | 48.2% | $100.00 | $5.2K | -$523.8K | 2.04 |
| 2026-08 | 21 | 84.6% | 48.3% | $95.00 | $6.8K | -$219.8K | 0.32 |
| 2026-07 | 22 | 103.2% | 77.6% | $70.00 | $14.8K | -$684.6K | 0.41 |
| 2026-06 | 21 | 83.3% | 59.3% | $114.00 | $17.5K | -$1.8M | 2.16 |
| 2026-05 | 20 | 69.4% | 31.2% | $100.00 | -$3.1K | -$1.1M | 1.36 |
| 2026-04 | 21 | 77.8% | 20.9% | $58.59 | $11.1K | -$1.2M | 1.12 |
This archive aggregates HIBL's daily end-of-day options snapshots into monthly summaries, spanning 2021-06 through 2026-09. 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 HIBL 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 (2026-09) shows an average ATM implied volatility near 86.0%, a month-end max-pain strike around $100.00, an average put/call ratio of 2.04.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked HIBL history questions
- How much options history is available for HIBL?
- This archive holds 64 months of HIBL options analytics, spanning 2021-06 through 2026-09. Each entry is a monthly rollup of HIBL'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 HIBL archive.
- What data does each monthly HIBL aggregate contain?
- Every monthly row summarizes that month of HIBL 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, 2026-09 recorded an average ATM implied volatility near 86.0%, an average IV rank of 48.2%, a month-end max-pain strike around $100.00, an average put/call ratio of 2.04.
- How is the HIBL options-history archive built and how often does it update?
- The archive is derived from HIBL'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 HIBL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.