First Trust Indxx Global Agriculture ETF (FTAG) Options History
Historical options analytics archive for FTAG with monthly max pain, implied volatility, gamma exposure, and put/call data.
127 months of complete options data available.
FTAG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FTAG. 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 | 294.9% | 58.1% | - | $2.0K | -$36.8K | 0.00 |
| 2026-05 | 16 | 290.3% | 57.1% | - | $2.7K | -$44.9K | 0.00 |
| 2026-04 | 18 | 164.7% | 46.2% | $26.00 | $3.3K | -$113.9K | 0.00 |
| 2026-03 | 21 | 24.2% | 24.7% | $31.00 | $10.8K | -$200.1K | 0.00 |
| 2026-02 | 19 | 22.9% | 19.9% | $22.00 | $709 | -$24.4K | 0.08 |
| 2026-01 | 20 | 22.6% | 19.4% | $25.00 | $779 | -$44.0K | 1.00 |
This archive aggregates FTAG's daily end-of-day options snapshots into monthly summaries, spanning 2015-12 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 FTAG 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 294.9%, an average put/call ratio of 0.00.
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
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2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Frequently asked FTAG history questions
- How much options history is available for FTAG?
- This archive holds 127 months of FTAG options analytics, spanning 2015-12 through 2026-06. Each entry is a monthly rollup of FTAG'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 FTAG archive.
- What data does each monthly FTAG aggregate contain?
- Every monthly row summarizes that month of FTAG 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 294.9%, an average IV rank of 58.1%, an average put/call ratio of 0.00.
- How is the FTAG options-history archive built and how often does it update?
- The archive is derived from FTAG'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 FTAG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.