Direxion Daily Dow Jones Internet Bull 3X Shares (WEBL) Options History
Historical options analytics archive for WEBL with monthly max pain, implied volatility, gamma exposure, and put/call data.
61 months of complete options data available.
WEBL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for WEBL. 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 | 83.4% | 59.1% | $20.00 | $2.9K | -$198.0K | 4.57 |
| 2026-05 | 20 | 71.4% | 41.3% | $24.00 | $14.3K | -$711.7K | 1.01 |
| 2026-04 | 21 | 73.6% | 29.1% | $17.00 | $10.9K | -$902.6K | 0.95 |
| 2026-03 | 22 | 82.0% | 18.6% | $18.00 | $4.3K | -$89.0K | 3.48 |
| 2026-02 | 19 | 79.4% | 17.2% | $23.00 | $4.9K | -$244.9K | 1.65 |
| 2026-01 | 20 | 64.7% | 9.3% | $24.00 | $28.4K | -$808.8K | 0.69 |
This archive aggregates WEBL'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 WEBL 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 83.4%, a month-end max-pain strike around $20.00, an average put/call ratio of 4.57.
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 WEBL history questions
- How much options history is available for WEBL?
- This archive holds 61 months of WEBL options analytics, spanning 2021-06 through 2026-06. Each entry is a monthly rollup of WEBL'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 WEBL archive.
- What data does each monthly WEBL aggregate contain?
- Every monthly row summarizes that month of WEBL 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 83.4%, an average IV rank of 59.1%, a month-end max-pain strike around $20.00, an average put/call ratio of 4.57.
- How is the WEBL options-history archive built and how often does it update?
- The archive is derived from WEBL'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 WEBL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.