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.
171 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 70.5% | 28.0% | $200.00 | $3.7M | -$644.5M | 0.72 |
| 2026-08 | 21 | 81.6% | 42.9% | $160.00 | $3.1M | -$529.9M | 1.46 |
| 2026-07 | 16 | 104.0% | 73.4% | $185.00 | $1.6M | -$384.2M | 0.57 |
| 2026-06 | 17 | 103.5% | 77.5% | $155.00 | $2.2M | -$662.3M | 0.96 |
| 2026-05 | 17 | 82.9% | 55.7% | $116.96 | $2.1M | -$754.0M | 0.74 |
| 2026-04 | 15 | 79.3% | 27.1% | $113.00 | $2.4M | -$382.5M | 0.81 |
This archive aggregates TECL's daily end-of-day options snapshots into monthly summaries, spanning 2012-07 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 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 (2026-09) shows an average ATM implied volatility near 70.5%, a month-end max-pain strike around $200.00, an average put/call ratio of 0.72.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
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2024
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2023
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2022
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2021
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2020
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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 171 months of TECL options analytics, spanning 2012-07 through 2026-09. 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, 2026-09 recorded an average ATM implied volatility near 70.5%, an average IV rank of 28.0%, a month-end max-pain strike around $200.00, an average put/call ratio of 0.72.
- 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.