Direxion Daily TSLA Bear 1X ETF (TSLS) Options History
Historical options analytics archive for TSLS with monthly max pain, implied volatility, gamma exposure, and put/call data.
46 months of complete options data available.
TSLS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TSLS. 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 | 46.3% | 6.6% | $57.00 | $14.8K | -$195.8K | 1.02 |
| 2026-05 | 19 | 45.8% | 6.5% | $65.00 | -$23.2K | $924.3K | 1.19 |
| 2026-04 | 21 | 45.3% | 6.3% | $64.00 | -$37.8K | $213.2K | 9.72 |
| 2026-03 | 22 | 59.2% | 16.6% | $60.00 | $22.0K | -$1.1M | 0.15 |
| 2026-02 | 19 | 50.9% | 22.5% | $50.00 | $38.6K | -$790.6K | 0.24 |
| 2026-01 | 20 | 43.7% | 13.1% | $50.00 | $24.8K | -$532.2K | 0.24 |
This archive aggregates TSLS's daily end-of-day options snapshots into monthly summaries, spanning 2022-09 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 TSLS 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 46.3%, a month-end max-pain strike around $57.00, an average put/call ratio of 1.02.
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
Frequently asked TSLS history questions
- How much options history is available for TSLS?
- This archive holds 46 months of TSLS options analytics, spanning 2022-09 through 2026-06. Each entry is a monthly rollup of TSLS'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 TSLS archive.
- What data does each monthly TSLS aggregate contain?
- Every monthly row summarizes that month of TSLS 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 46.3%, an average IV rank of 6.6%, a month-end max-pain strike around $57.00, an average put/call ratio of 1.02.
- How is the TSLS options-history archive built and how often does it update?
- The archive is derived from TSLS'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 TSLS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.