Fidelity Dividend ETF for Rising Rates (FDRR) Options History
Historical options analytics archive for FDRR with monthly max pain, implied volatility, gamma exposure, and put/call data.
62 months of complete options data available.
FDRR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FDRR. 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 | 22.2% | 42.4% | $60.00 | $153 | -$20.0K | - |
| 2026-06 | 18 | 21.5% | 37.4% | - | $716 | -$16.6K | - |
| 2026-05 | 20 | 22.3% | 34.3% | - | $489 | -$17.8K | 0.00 |
| 2026-04 | 17 | 18.6% | 19.9% | $53.00 | $2.5K | -$14.9K | 0.00 |
| 2026-03 | 22 | 23.9% | 20.0% | $57.00 | -$120.7K | $433.8K | 48.99 |
| 2026-02 | 19 | 21.8% | 16.9% | $64.00 | $1.8K | -$8.7K | - |
This archive aggregates FDRR'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 FDRR 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 22.2%, a month-end max-pain strike around $60.00.
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 FDRR history questions
- How much options history is available for FDRR?
- This archive holds 62 months of FDRR options analytics, spanning 2021-06 through 2026-07. Each entry is a monthly rollup of FDRR'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 FDRR archive.
- What data does each monthly FDRR aggregate contain?
- Every monthly row summarizes that month of FDRR 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 22.2%, an average IV rank of 42.4%, a month-end max-pain strike around $60.00.
- How is the FDRR options-history archive built and how often does it update?
- The archive is derived from FDRR'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 FDRR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.