Direxion Daily Technology Bull 3X ETF (TECL) Options History
Historical options analytics archive for TECL with monthly max pain, implied volatility, gamma exposure, and put/call data.
168 months of complete options data available.
TECL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TECL. 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 | 17 | 103.5% | 77.5% | $155.00 | $2.2M | -$662.3M | 0.96 |
| 2026-05 | 17 | 82.9% | 55.6% | $116.96 | $2.1M | -$754.0M | 0.74 |
| 2026-04 | 15 | 79.3% | 26.5% | $113.00 | $2.4M | -$382.5M | 0.81 |
| 2026-03 | 20 | 93.1% | 24.4% | $94.96 | $226.4K | -$78.6M | 0.58 |
| 2026-02 | 19 | 81.2% | 17.7% | $103.96 | $648.0K | -$118.3M | 0.85 |
| 2026-01 | 20 | 63.8% | 7.9% | $116.00 | $1.3M | -$172.7M | 0.92 |
This archive aggregates TECL's daily end-of-day options snapshots into monthly summaries, spanning 2012-07 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 TECL 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 103.5%, a month-end max-pain strike around $155.00, an average put/call ratio of 0.96.
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
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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
2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked TECL history questions
- How much options history is available for TECL?
- This archive holds 168 months of TECL options analytics, spanning 2012-07 through 2026-06. Each entry is a monthly rollup of TECL'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 TECL archive.
- What data does each monthly TECL aggregate contain?
- Every monthly row summarizes that month of TECL 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 103.5%, an average IV rank of 77.5%, a month-end max-pain strike around $155.00, an average put/call ratio of 0.96.
- How is the TECL options-history archive built and how often does it update?
- The archive is derived from TECL'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 TECL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.