Fidelity Enhanced Large Cap Growth ETF (FELG) Options History
Historical options analytics archive for FELG with monthly max pain, implied volatility, gamma exposure, and put/call data.
11 months of complete options data available.
FELG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FELG. 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 |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 34.7% | 34.7% | - | $320 | -$11.0K | 0.00 |
| 2026-05 | 20 | 30.7% | 27.6% | - | $238 | -$9.8K | - |
| 2026-04 | 18 | 36.6% | 34.1% | - | $173 | -$3.9K | 0.00 |
| 2026-03 | 22 | 40.3% | 37.1% | $35.00 | -$1.5K | $28.2K | 0.00 |
| 2026-02 | 19 | 35.7% | 26.6% | $37.00 | -$1.6K | $6.1K | 0.00 |
| 2026-01 | 20 | 36.4% | - | - | -$436 | -$34.4K | 0.00 |
This archive aggregates FELG's daily end-of-day options snapshots into monthly summaries, spanning 2025-08 through 2026-06. 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 FELG 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 (2026-06) shows an average ATM implied volatility near 34.7%, an average put/call ratio of 0.00.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked FELG history questions
- How much options history is available for FELG?
- This archive holds 11 months of FELG options analytics, spanning 2025-08 through 2026-06. Each entry is a monthly rollup of FELG'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 FELG archive.
- What data does each monthly FELG aggregate contain?
- Every monthly row summarizes that month of FELG 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, 2026-06 recorded an average ATM implied volatility near 34.7%, an average IV rank of 34.7%, an average put/call ratio of 0.00.
- How is the FELG options-history archive built and how often does it update?
- The archive is derived from FELG'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 FELG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.