Direxion Daily Homebuilders & Supplies Bull 3X ETF (NAIL) Options History
Historical options analytics archive for NAIL with monthly max pain, implied volatility, gamma exposure, and put/call data.
78 months of complete options data available.
NAIL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NAIL. 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 | 94.4% | 39.1% | $40.00 | $1.1M | -$98.5M | 0.57 |
| 2026-05 | 20 | 95.3% | 40.4% | $42.00 | $503.2K | -$47.0M | 0.71 |
| 2026-04 | 21 | 91.9% | 27.5% | $46.00 | -$119.9K | -$37.7M | 0.81 |
| 2026-03 | 22 | 92.2% | 15.3% | $42.50 | $243.5K | -$20.4M | 1.16 |
| 2026-02 | 19 | 89.0% | 13.2% | $65.00 | -$878.1K | -$71.6M | 1.55 |
| 2026-01 | 20 | 84.1% | 10.0% | $61.00 | -$2.2M | -$39.5M | 1.41 |
This archive aggregates NAIL's daily end-of-day options snapshots into monthly summaries, spanning 2020-01 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 NAIL 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 94.4%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.57.
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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked NAIL history questions
- How much options history is available for NAIL?
- This archive holds 78 months of NAIL options analytics, spanning 2020-01 through 2026-06. Each entry is a monthly rollup of NAIL'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 NAIL archive.
- What data does each monthly NAIL aggregate contain?
- Every monthly row summarizes that month of NAIL 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 94.4%, an average IV rank of 39.1%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.57.
- How is the NAIL options-history archive built and how often does it update?
- The archive is derived from NAIL'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 NAIL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.