Fidelity MSCI Consumer Staples Index ETF (FSTA) Options History
Historical options analytics archive for FSTA with monthly max pain, implied volatility, gamma exposure, and put/call data.
71 months of complete options data available.
FSTA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FSTA. 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 | 14 | 28.7% | 29.2% | $53.00 | $5.0K | -$32.7K | 1.12 |
| 2026-05 | 17 | 28.8% | 45.4% | - | $4.7K | $10.3K | 0.44 |
| 2026-04 | 18 | 28.3% | 43.2% | $48.00 | $6.9K | -$105.3K | 0.05 |
| 2026-03 | 21 | 25.0% | 28.7% | $52.00 | -$3.0K | $66.6K | 1.27 |
| 2026-02 | 19 | 21.8% | 22.7% | $49.00 | $11.6K | -$315.4K | 0.25 |
| 2026-01 | 20 | 24.2% | 27.2% | $50.00 | $13.0K | -$199.8K | 0.01 |
This archive aggregates FSTA's daily end-of-day options snapshots into monthly summaries, spanning 2020-08 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 FSTA 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 28.7%, a month-end max-pain strike around $53.00, an average put/call ratio of 1.12.
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
Frequently asked FSTA history questions
- How much options history is available for FSTA?
- This archive holds 71 months of FSTA options analytics, spanning 2020-08 through 2026-06. Each entry is a monthly rollup of FSTA'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 FSTA archive.
- What data does each monthly FSTA aggregate contain?
- Every monthly row summarizes that month of FSTA 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 28.7%, an average IV rank of 29.2%, a month-end max-pain strike around $53.00, an average put/call ratio of 1.12.
- How is the FSTA options-history archive built and how often does it update?
- The archive is derived from FSTA'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 FSTA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.