First Trust Global Wind Energy ETF (FAN) Options History
Historical options analytics archive for FAN with monthly max pain, implied volatility, gamma exposure, and put/call data.
98 months of complete options data available.
FAN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FAN. 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 | 20 | 58.9% | 14.6% | $22.00 | $1.5K | -$142.0K | 0.00 |
| 2026-05 | 19 | 55.5% | 13.6% | - | $2.5K | -$226.2K | 0.23 |
| 2026-04 | 21 | 62.4% | 15.7% | $25.00 | $6.5K | -$266.7K | 0.08 |
| 2026-03 | 22 | 81.4% | 25.5% | $28.00 | $3.8K | -$134.5K | 0.01 |
| 2026-02 | 19 | 56.5% | 17.5% | $18.00 | $4.2K | -$438.0K | 0.08 |
| 2026-01 | 20 | 70.5% | 22.9% | $21.00 | $6.2K | -$392.0K | 0.21 |
This archive aggregates FAN's daily end-of-day options snapshots into monthly summaries, spanning 2008-07 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 FAN 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 58.9%, a month-end max-pain strike around $22.00, an average put/call ratio of 0.00.
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
2011
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked FAN history questions
- How much options history is available for FAN?
- This archive holds 98 months of FAN options analytics, spanning 2008-07 through 2026-06. Each entry is a monthly rollup of FAN'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 FAN archive.
- What data does each monthly FAN aggregate contain?
- Every monthly row summarizes that month of FAN 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 58.9%, an average IV rank of 14.6%, a month-end max-pain strike around $22.00, an average put/call ratio of 0.00.
- How is the FAN options-history archive built and how often does it update?
- The archive is derived from FAN'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 FAN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.