First Trust Dow Jones Internet Index Fund (FDN) Options History
Historical options analytics archive for FDN with monthly max pain, implied volatility, gamma exposure, and put/call data.
204 months of complete options data available.
FDN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FDN. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 20.5% | 27.5% | $255.00 | -$473.4K | -$16.0M | 20.76 |
| 2026-08 | 20 | 21.6% | 33.5% | $315.00 | -$581.6K | -$11.7M | 1.77 |
| 2026-07 | 21 | 24.5% | 48.0% | $260.00 | -$1.1M | $228.9K | 2.66 |
| 2026-06 | 18 | 28.1% | 66.9% | $240.00 | $85.7K | -$9.6M | 4.53 |
| 2026-05 | 19 | 24.2% | 48.7% | $240.00 | $300.5K | -$16.5M | 2.88 |
| 2026-04 | 19 | 24.8% | 30.8% | $240.00 | $318.7K | -$10.8M | 0.97 |
This archive aggregates FDN's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-09. 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 FDN 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 (2026-09) shows an average ATM implied volatility near 20.5%, a month-end max-pain strike around $255.00, an average put/call ratio of 20.76.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2008
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked FDN history questions
- How much options history is available for FDN?
- This archive holds 204 months of FDN options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of FDN'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 FDN archive.
- What data does each monthly FDN aggregate contain?
- Every monthly row summarizes that month of FDN 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, 2026-09 recorded an average ATM implied volatility near 20.5%, an average IV rank of 27.5%, a month-end max-pain strike around $255.00, an average put/call ratio of 20.76.
- How is the FDN options-history archive built and how often does it update?
- The archive is derived from FDN'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 FDN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.