Fidelity High Dividend ETF (FDVV) Options History
Historical options analytics archive for FDVV with monthly max pain, implied volatility, gamma exposure, and put/call data.
64 months of complete options data available.
FDVV monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FDVV. 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 | 13.7% | 2.3% | $60.00 | $47.9K | -$577.0K | 1.44 |
| 2026-08 | 20 | 15.8% | 2.8% | $63.00 | $20.5K | -$631.4K | 0.26 |
| 2026-07 | 21 | 16.2% | 2.9% | $56.00 | $153.8K | -$1.6M | 0.24 |
| 2026-06 | 19 | 18.2% | 3.4% | $59.00 | $92.7K | -$636.0K | 0.63 |
| 2026-05 | 20 | 17.0% | 2.5% | $55.00 | $52.5K | -$750.9K | 4.83 |
| 2026-04 | 18 | 53.7% | 10.8% | $56.00 | $105.6K | -$765.1K | 1.31 |
This archive aggregates FDVV's daily end-of-day options snapshots into monthly summaries, spanning 2021-06 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 FDVV 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 13.7%, a month-end max-pain strike around $60.00, an average put/call ratio of 1.44.
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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked FDVV history questions
- How much options history is available for FDVV?
- This archive holds 64 months of FDVV options analytics, spanning 2021-06 through 2026-09. Each entry is a monthly rollup of FDVV'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 FDVV archive.
- What data does each monthly FDVV aggregate contain?
- Every monthly row summarizes that month of FDVV 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 13.7%, an average IV rank of 2.3%, a month-end max-pain strike around $60.00, an average put/call ratio of 1.44.
- How is the FDVV options-history archive built and how often does it update?
- The archive is derived from FDVV'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 FDVV's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.