Direxion Daily META Bull 2X ETF (METU) Options History
Historical options analytics archive for METU with monthly max pain, implied volatility, gamma exposure, and put/call data.
19 months of complete options data available.
METU monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for METU. 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 | 21 | 71.0% | 50.0% | $22.00 | $356.7K | -$11.4M | 0.49 |
| 2026-05 | 20 | 62.0% | 30.4% | $25.00 | $1.5M | -$35.6M | 0.56 |
| 2026-04 | 21 | 85.1% | 44.5% | $24.00 | $27.1K | -$12.3M | 0.44 |
| 2026-03 | 22 | 70.1% | 16.1% | $21.00 | $336.2K | -$16.8M | 0.38 |
| 2026-02 | 19 | 63.7% | 11.6% | $30.00 | $641.3K | -$27.4M | 0.31 |
| 2026-01 | 20 | 78.4% | 22.3% | $30.00 | $1.3M | -$85.6M | 0.38 |
This archive aggregates METU's daily end-of-day options snapshots into monthly summaries, spanning 2024-12 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 METU 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 71.0%, a month-end max-pain strike around $22.00, an average put/call ratio of 0.49.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked METU history questions
- How much options history is available for METU?
- This archive holds 19 months of METU options analytics, spanning 2024-12 through 2026-06. Each entry is a monthly rollup of METU'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 METU archive.
- What data does each monthly METU aggregate contain?
- Every monthly row summarizes that month of METU 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 71.0%, an average IV rank of 50.0%, a month-end max-pain strike around $22.00, an average put/call ratio of 0.49.
- How is the METU options-history archive built and how often does it update?
- The archive is derived from METU'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 METU's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.