Direxion Daily MSCI South Korea Bull 3X ETF (KORU) Options History
Historical options analytics archive for KORU with monthly max pain, implied volatility, gamma exposure, and put/call data.
67 months of complete options data available.
KORU monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for KORU. 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 | 243.6% | 86.9% | $1000.00 | -$771.5K | -$75.9M | 2.06 |
| 2026-05 | 19 | 186.5% | 59.3% | $830.00 | -$704.3K | -$410.4M | 2.54 |
| 2026-04 | 18 | 156.5% | 44.8% | $520.00 | -$1.3M | -$96.0M | 2.40 |
| 2026-03 | 20 | 199.3% | 70.3% | $350.00 | -$424.7K | $28.1M | 1.30 |
| 2026-02 | 19 | 147.8% | 69.3% | $455.00 | $52.3K | -$31.5M | 1.40 |
| 2026-01 | 20 | 115.9% | 36.8% | $270.00 | $99.0K | -$14.7M | 0.38 |
This archive aggregates KORU's daily end-of-day options snapshots into monthly summaries, spanning 2020-12 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 KORU 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 243.6%, a month-end max-pain strike around $1000.00, an average put/call ratio of 2.06.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Frequently asked KORU history questions
- How much options history is available for KORU?
- This archive holds 67 months of KORU options analytics, spanning 2020-12 through 2026-06. Each entry is a monthly rollup of KORU'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 KORU archive.
- What data does each monthly KORU aggregate contain?
- Every monthly row summarizes that month of KORU 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 243.6%, an average IV rank of 86.9%, a month-end max-pain strike around $1000.00, an average put/call ratio of 2.06.
- How is the KORU options-history archive built and how often does it update?
- The archive is derived from KORU'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 KORU's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.