Direxion Daily Junior Gold Miners Index Bear 2X ETF (JDST) Options History
Historical options analytics archive for JDST with monthly max pain, implied volatility, gamma exposure, and put/call data.
156 months of complete options data available.
JDST monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for JDST. 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 | 101.0% | 61.4% | $20.00 | $42.7K | -$2.3M | 0.59 |
| 2026-08 | 21 | 100.3% | 60.9% | $28.00 | $20.2K | $516.3K | 0.52 |
| 2026-07 | 16 | 98.9% | 59.9% | $36.00 | $16.2K | -$2.0M | 1.34 |
| 2026-06 | 20 | 107.8% | 66.7% | $34.00 | $18.0K | -$2.5M | 0.37 |
| 2026-05 | 18 | 103.0% | 63.0% | $29.00 | $54.8K | -$2.7M | 6.86 |
| 2026-04 | 19 | 107.2% | 66.3% | $30.00 | $87.0K | -$4.6M | 2.15 |
This archive aggregates JDST's daily end-of-day options snapshots into monthly summaries, spanning 2013-10 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 JDST 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 101.0%, a month-end max-pain strike around $20.00, an average put/call ratio of 0.59.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
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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
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2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
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2018
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2017
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2016
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2015
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2014
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2013
Frequently asked JDST history questions
- How much options history is available for JDST?
- This archive holds 156 months of JDST options analytics, spanning 2013-10 through 2026-09. Each entry is a monthly rollup of JDST'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 JDST archive.
- What data does each monthly JDST aggregate contain?
- Every monthly row summarizes that month of JDST 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 101.0%, an average IV rank of 61.4%, a month-end max-pain strike around $20.00, an average put/call ratio of 0.59.
- How is the JDST options-history archive built and how often does it update?
- The archive is derived from JDST'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 JDST's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.