First Trust Capital Strength ETF (FTCS) Options History
Historical options analytics archive for FTCS with monthly max pain, implied volatility, gamma exposure, and put/call data.
72 months of complete options data available.
FTCS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FTCS. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 18 | 16.8% | 29.0% | $80.00 | $570 | -$16.0K | - |
| 2026-06 | 17 | 17.8% | 32.4% | - | $407 | -$11.9K | 0.00 |
| 2026-05 | 16 | 15.0% | 22.9% | - | $383 | -$11.7K | - |
| 2026-04 | 18 | 12.4% | 9.7% | - | $360 | -$12.4K | 0.00 |
| 2026-03 | 22 | 19.2% | 19.0% | - | $118 | -$8.5K | 1.00 |
| 2026-02 | 19 | 17.5% | 15.2% | - | $0 | $0 | - |
This archive aggregates FTCS's daily end-of-day options snapshots into monthly summaries, spanning 2020-08 through 2026-07. 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 FTCS 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 (2026-07) shows an average ATM implied volatility near 16.8%, a month-end max-pain strike around $80.00.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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 FTCS history questions
- How much options history is available for FTCS?
- This archive holds 72 months of FTCS options analytics, spanning 2020-08 through 2026-07. Each entry is a monthly rollup of FTCS'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 FTCS archive.
- What data does each monthly FTCS aggregate contain?
- Every monthly row summarizes that month of FTCS 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, 2026-07 recorded an average ATM implied volatility near 16.8%, an average IV rank of 29.0%, a month-end max-pain strike around $80.00.
- How is the FTCS options-history archive built and how often does it update?
- The archive is derived from FTCS'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 FTCS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.