Direxion Daily S&P Biotech Bull 3X Shares (LABU) Options History
Historical options analytics archive for LABU with monthly max pain, implied volatility, gamma exposure, and put/call data.
129 months of complete options data available.
LABU monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LABU. 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 | 13 | 90.9% | 43.8% | $290.00 | $192.8K | -$141.0M | 0.87 |
| 2026-05 | 15 | 86.1% | 33.9% | $145.00 | $2.1M | -$74.2M | 1.42 |
| 2026-04 | 17 | 88.9% | 22.9% | $180.00 | -$1.4M | $19.8M | 1.91 |
| 2026-03 | 19 | 101.9% | 29.4% | $150.00 | $1.0M | -$62.3M | 1.30 |
| 2026-02 | 19 | 90.9% | 19.5% | $185.00 | $1.1M | -$36.5M | 1.18 |
| 2026-01 | 20 | 82.6% | 12.0% | $163.00 | -$2.6M | $7.9M | 1.24 |
This archive aggregates LABU's daily end-of-day options snapshots into monthly summaries, spanning 2015-10 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 LABU 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 90.9%, a month-end max-pain strike around $290.00, an average put/call ratio of 0.87.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
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2022
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2021
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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
Frequently asked LABU history questions
- How much options history is available for LABU?
- This archive holds 129 months of LABU options analytics, spanning 2015-10 through 2026-06. Each entry is a monthly rollup of LABU'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 LABU archive.
- What data does each monthly LABU aggregate contain?
- Every monthly row summarizes that month of LABU 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 90.9%, an average IV rank of 43.8%, a month-end max-pain strike around $290.00, an average put/call ratio of 0.87.
- How is the LABU options-history archive built and how often does it update?
- The archive is derived from LABU'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 LABU's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.