Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) Options History
Historical options analytics archive for FNDE with monthly max pain, implied volatility, gamma exposure, and put/call data.
130 months of complete options data available.
FNDE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FNDE. 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 | 19 | 39.3% | 32.1% | $40.00 | -$8.4K | $114.3K | 1.21 |
| 2026-05 | 18 | 33.4% | 25.5% | $40.00 | -$12.5K | $117.2K | 1.33 |
| 2026-04 | 18 | 31.7% | 23.0% | $36.00 | -$1.3K | -$83.9K | 0.17 |
| 2026-03 | 20 | 34.6% | 25.4% | $31.00 | $677 | $70.3K | 1.53 |
| 2026-02 | 19 | 28.1% | 18.6% | $40.00 | $878 | $4.7K | 0.00 |
| 2026-01 | 20 | 30.3% | 21.0% | $35.00 | $3.3K | -$78.5K | 0.00 |
This archive aggregates FNDE's daily end-of-day options snapshots into monthly summaries, spanning 2015-09 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 FNDE 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 39.3%, a month-end max-pain strike around $40.00, an average put/call ratio of 1.21.
2026
Jan | Feb | Mar | Apr | May | Jun
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Frequently asked FNDE history questions
- How much options history is available for FNDE?
- This archive holds 130 months of FNDE options analytics, spanning 2015-09 through 2026-06. Each entry is a monthly rollup of FNDE'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 FNDE archive.
- What data does each monthly FNDE aggregate contain?
- Every monthly row summarizes that month of FNDE 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 39.3%, an average IV rank of 32.1%, a month-end max-pain strike around $40.00, an average put/call ratio of 1.21.
- How is the FNDE options-history archive built and how often does it update?
- The archive is derived from FNDE'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 FNDE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.