Direxion Daily FTSE China Bull 3X Shares (YINN) Options History
Historical options analytics archive for YINN with monthly max pain, implied volatility, gamma exposure, and put/call data.
180 months of complete options data available.
YINN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for YINN. 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% | 38.3% | $30.00 | $341.7K | $12.5M | 0.67 |
| 2026-05 | 20 | 66.7% | 36.5% | $38.00 | -$633.1K | $12.2M | 0.63 |
| 2026-04 | 21 | 70.9% | 26.6% | $35.00 | $633.2K | -$20.5M | 0.60 |
| 2026-03 | 22 | 82.7% | 26.0% | $32.00 | $1.1M | -$18.1M | 0.68 |
| 2026-02 | 19 | 73.4% | 18.3% | $44.00 | -$2.1M | -$943.0K | 0.59 |
| 2026-01 | 20 | 66.7% | 12.6% | $45.00 | $1.3M | -$69.6M | 0.73 |
This archive aggregates YINN's daily end-of-day options snapshots into monthly summaries, spanning 2011-06 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 YINN 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 $30.00, an average put/call ratio of 0.67.
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
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Jun | Jul | Aug | Sep | Oct | Nov
Frequently asked YINN history questions
- How much options history is available for YINN?
- This archive holds 180 months of YINN options analytics, spanning 2011-06 through 2026-06. Each entry is a monthly rollup of YINN'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 YINN archive.
- What data does each monthly YINN aggregate contain?
- Every monthly row summarizes that month of YINN 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 38.3%, a month-end max-pain strike around $30.00, an average put/call ratio of 0.67.
- How is the YINN options-history archive built and how often does it update?
- The archive is derived from YINN'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 YINN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.