Fidelity Enhanced Large Cap Core ETF (FELC) Options History
Historical options analytics archive for FELC with monthly max pain, implied volatility, gamma exposure, and put/call data.
12 months of complete options data available.
FELC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FELC. 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 | 17 | 33.4% | 29.5% | $42.00 | -$108 | -$2.6K | 0.00 |
| 2026-06 | 20 | 33.3% | 29.3% | $41.00 | $4.5K | -$23.5K | 0.00 |
| 2026-05 | 20 | 40.1% | 41.3% | - | $1.3K | -$12.3K | 0.06 |
| 2026-04 | 18 | 32.2% | 27.3% | $39.00 | -$756 | $5.0K | 0.00 |
| 2026-03 | 22 | 38.7% | 39.0% | $37.00 | -$1.0K | $14.2K | - |
| 2026-02 | 19 | 33.8% | 28.3% | $35.00 | $263 | -$15.1K | 0.00 |
This archive aggregates FELC's daily end-of-day options snapshots into monthly summaries, spanning 2025-08 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 FELC 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 33.4%, a month-end max-pain strike around $42.00, an average put/call ratio of 0.00.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Frequently asked FELC history questions
- How much options history is available for FELC?
- This archive holds 12 months of FELC options analytics, spanning 2025-08 through 2026-07. Each entry is a monthly rollup of FELC'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 FELC archive.
- What data does each monthly FELC aggregate contain?
- Every monthly row summarizes that month of FELC 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 33.4%, an average IV rank of 29.5%, a month-end max-pain strike around $42.00, an average put/call ratio of 0.00.
- How is the FELC options-history archive built and how often does it update?
- The archive is derived from FELC'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 FELC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.