First Trust US Equity Opportunities ETF (FPX) Options History
Historical options analytics archive for FPX with monthly max pain, implied volatility, gamma exposure, and put/call data.
88 months of complete options data available.
FPX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FPX. 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 | 16 | 76.5% | 13.7% | $185.00 | $25.7K | -$732.8K | 0.08 |
| 2026-05 | 18 | 69.1% | 33.3% | $180.00 | $20.5K | -$729.6K | 0.06 |
| 2026-04 | 16 | 28.2% | 22.0% | $165.00 | $12.9K | -$280.9K | 0.13 |
| 2026-03 | 20 | 31.3% | 22.4% | $158.00 | $1.5K | -$36.9K | 0.13 |
| 2026-02 | 19 | 29.7% | 21.7% | $120.00 | $47.6K | -$544.4K | 0.04 |
| 2026-01 | 20 | 26.0% | 16.7% | $160.00 | $39.2K | -$547.1K | 0.43 |
This archive aggregates FPX's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 FPX 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 76.5%, a month-end max-pain strike around $185.00, an average put/call ratio of 0.08.
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
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked FPX history questions
- How much options history is available for FPX?
- This archive holds 88 months of FPX options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of FPX'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 FPX archive.
- What data does each monthly FPX aggregate contain?
- Every monthly row summarizes that month of FPX 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 76.5%, an average IV rank of 13.7%, a month-end max-pain strike around $185.00, an average put/call ratio of 0.08.
- How is the FPX options-history archive built and how often does it update?
- The archive is derived from FPX'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 FPX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.