Fidelity Momentum Factor ETF (FDMO) Options History
Historical options analytics archive for FDMO with monthly max pain, implied volatility, gamma exposure, and put/call data.
62 months of complete options data available.
FDMO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FDMO. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 21 | 29.1% | 7.4% | $87.00 | $3.2K | -$26.5K | 0.00 |
| 2026-06 | 18 | 23.2% | 5.3% | $91.00 | $8.8K | -$98.5K | 0.10 |
| 2026-05 | 19 | 19.0% | 3.6% | $94.00 | $2.2K | -$56.8K | 0.00 |
| 2026-04 | 19 | 30.7% | 8.2% | $82.00 | $3.0K | -$67.9K | 0.00 |
| 2026-03 | 22 | 22.6% | 22.2% | - | $948 | -$4.4K | - |
| 2026-02 | 19 | 19.5% | 16.8% | - | $1.2K | -$12.7K | 0.00 |
This archive aggregates FDMO's daily end-of-day options snapshots into monthly summaries, spanning 2021-06 through 2026-07. 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 FDMO 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 (2026-07) shows an average ATM implied volatility near 29.1%, a month-end max-pain strike around $87.00, an average put/call ratio of 0.00.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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 FDMO history questions
- How much options history is available for FDMO?
- This archive holds 62 months of FDMO options analytics, spanning 2021-06 through 2026-07. Each entry is a monthly rollup of FDMO'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 FDMO archive.
- What data does each monthly FDMO aggregate contain?
- Every monthly row summarizes that month of FDMO 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, 2026-07 recorded an average ATM implied volatility near 29.1%, an average IV rank of 7.4%, a month-end max-pain strike around $87.00, an average put/call ratio of 0.00.
- How is the FDMO options-history archive built and how often does it update?
- The archive is derived from FDMO'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 FDMO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.