Fidelity Yield Enhanced Equity ETF (FYEE) Options History
Historical options analytics archive for FYEE with monthly max pain, implied volatility, gamma exposure, and put/call data.
9 months of complete options data available.
FYEE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FYEE. 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 | 21 | 85.5% | 15.9% | $27.00 | $765 | -$24.6K | 0.40 |
| 2026-06 | 18 | 206.5% | 40.6% | $29.00 | -$1.5K | -$5.8K | 0.00 |
| 2026-05 | 19 | 39.4% | 31.1% | $29.00 | $667 | -$26.7K | 0.25 |
| 2026-04 | 19 | 30.4% | - | $28.00 | $1.4K | -$17.3K | 0.00 |
| 2026-03 | 22 | 42.9% | - | - | $824 | -$8.5K | 0.33 |
| 2026-02 | 19 | 38.3% | - | $28.00 | $483 | -$10.3K | 0.00 |
This archive aggregates FYEE's daily end-of-day options snapshots into monthly summaries, spanning 2025-11 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 FYEE 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 85.5%, a month-end max-pain strike around $27.00, an average put/call ratio of 0.40.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Frequently asked FYEE history questions
- How much options history is available for FYEE?
- This archive holds 9 months of FYEE options analytics, spanning 2025-11 through 2026-07. Each entry is a monthly rollup of FYEE'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 FYEE archive.
- What data does each monthly FYEE aggregate contain?
- Every monthly row summarizes that month of FYEE 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 85.5%, an average IV rank of 15.9%, a month-end max-pain strike around $27.00, an average put/call ratio of 0.40.
- How is the FYEE options-history archive built and how often does it update?
- The archive is derived from FYEE'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 FYEE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.