Direxion Daily MSCI Mexico Bull 3X ETF (MEXX) Options History
Historical options analytics archive for MEXX with monthly max pain, implied volatility, gamma exposure, and put/call data.
84 months of complete options data available.
MEXX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MEXX. 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 | 77.1% | 41.3% | $30.00 | $9.6K | -$582.6K | 0.43 |
| 2026-05 | 20 | 80.9% | 46.0% | $31.00 | $7.5K | -$631.2K | 2.19 |
| 2026-04 | 21 | 87.5% | 35.5% | $23.00 | $16.4K | -$1.0M | 1.37 |
| 2026-03 | 22 | 101.8% | 13.6% | $25.00 | $20.2K | -$1.2M | 1.47 |
| 2026-02 | 19 | 77.4% | 7.8% | $35.00 | $9.0K | -$909.8K | 1.45 |
| 2026-01 | 20 | 57.1% | 3.0% | $24.00 | $15.8K | -$844.8K | 1.32 |
This archive aggregates MEXX's daily end-of-day options snapshots into monthly summaries, spanning 2019-06 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 MEXX 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 77.1%, a month-end max-pain strike around $30.00, an average put/call ratio of 0.43.
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
Jan | Feb | Mar | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked MEXX history questions
- How much options history is available for MEXX?
- This archive holds 84 months of MEXX options analytics, spanning 2019-06 through 2026-06. Each entry is a monthly rollup of MEXX'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 MEXX archive.
- What data does each monthly MEXX aggregate contain?
- Every monthly row summarizes that month of MEXX 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 77.1%, an average IV rank of 41.3%, a month-end max-pain strike around $30.00, an average put/call ratio of 0.43.
- How is the MEXX options-history archive built and how often does it update?
- The archive is derived from MEXX'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 MEXX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.