Direxion Daily S&P 500 Bull 2X ETF (SPUU) Options History
Historical options analytics archive for SPUU with monthly max pain, implied volatility, gamma exposure, and put/call data.
51 months of complete options data available.
SPUU monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SPUU. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 24.6% | 1.3% | $160.00 | $13.2K | -$421.8K | 0.04 |
| 2026-08 | 21 | 24.0% | 1.2% | $225.00 | $10.3K | -$317.7K | 0.84 |
| 2026-07 | 17 | 110.9% | 21.4% | $200.00 | $1.2K | -$183.5K | 0.00 |
| 2026-06 | 18 | 29.9% | 32.2% | $166.09 | $12.9K | -$953.7K | 0.00 |
| 2026-05 | 20 | 27.4% | 25.3% | $166.09 | $39.1K | -$1.3M | 0.32 |
| 2026-04 | 20 | 32.6% | 24.5% | $190.00 | $9.7K | -$673.8K | 0.21 |
This archive aggregates SPUU's daily end-of-day options snapshots into monthly summaries, spanning 2022-07 through 2026-09. 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 SPUU 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 (2026-09) shows an average ATM implied volatility near 24.6%, a month-end max-pain strike around $160.00, an average put/call ratio of 0.04.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked SPUU history questions
- How much options history is available for SPUU?
- This archive holds 51 months of SPUU options analytics, spanning 2022-07 through 2026-09. Each entry is a monthly rollup of SPUU'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 SPUU archive.
- What data does each monthly SPUU aggregate contain?
- Every monthly row summarizes that month of SPUU 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, 2026-09 recorded an average ATM implied volatility near 24.6%, an average IV rank of 1.3%, a month-end max-pain strike around $160.00, an average put/call ratio of 0.04.
- How is the SPUU options-history archive built and how often does it update?
- The archive is derived from SPUU'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 SPUU's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.