Direxion Daily Consumer Discretionary Bull 3X ETF (WANT) Options History
Historical options analytics archive for WANT with monthly max pain, implied volatility, gamma exposure, and put/call data.
61 months of complete options data available.
WANT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for WANT. 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 | 67.1% | 20.1% | $46.00 | -$7.7K | -$94.1K | 2.51 |
| 2026-05 | 20 | 70.4% | 28.6% | $49.00 | $1.6K | -$282.6K | 3.00 |
| 2026-04 | 21 | 75.9% | 34.2% | $45.00 | $3.3K | -$243.7K | 1.34 |
| 2026-03 | 22 | 80.4% | 21.8% | $40.00 | -$1.7K | $26.9K | 2.70 |
| 2026-02 | 19 | 67.8% | 15.1% | $46.00 | $939 | -$37.0K | 1.34 |
| 2026-01 | 20 | 58.5% | 10.1% | $50.00 | $2.2K | -$92.4K | 1.90 |
This archive aggregates WANT's daily end-of-day options snapshots into monthly summaries, spanning 2021-06 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 WANT 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 67.1%, a month-end max-pain strike around $46.00, an average put/call ratio of 2.51.
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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked WANT history questions
- How much options history is available for WANT?
- This archive holds 61 months of WANT options analytics, spanning 2021-06 through 2026-06. Each entry is a monthly rollup of WANT'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 WANT archive.
- What data does each monthly WANT aggregate contain?
- Every monthly row summarizes that month of WANT 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 67.1%, an average IV rank of 20.1%, a month-end max-pain strike around $46.00, an average put/call ratio of 2.51.
- How is the WANT options-history archive built and how often does it update?
- The archive is derived from WANT'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 WANT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.