First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) Options History
Historical options analytics archive for QCLN with monthly max pain, implied volatility, gamma exposure, and put/call data.
67 months of complete options data available.
QCLN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for QCLN. 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 | 21 | 42.6% | 38.7% | $59.00 | $20.1K | -$437.8K | 0.53 |
| 2026-05 | 20 | 41.6% | 37.0% | $57.00 | $13.7K | -$925.6K | 0.15 |
| 2026-04 | 21 | 40.2% | 25.5% | $47.00 | $22.8K | -$743.5K | 0.14 |
| 2026-03 | 22 | 47.5% | 17.6% | $46.00 | $6.6K | -$147.4K | 0.25 |
| 2026-02 | 19 | 38.5% | 12.6% | $37.00 | $8.7K | -$277.0K | 0.12 |
| 2026-01 | 20 | 38.3% | 12.8% | $48.00 | $14.4K | -$361.5K | 0.09 |
This archive aggregates QCLN's daily end-of-day options snapshots into monthly summaries, spanning 2020-12 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 QCLN 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 42.6%, a month-end max-pain strike around $59.00, an average put/call ratio of 0.53.
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 QCLN history questions
- How much options history is available for QCLN?
- This archive holds 67 months of QCLN options analytics, spanning 2020-12 through 2026-06. Each entry is a monthly rollup of QCLN'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 QCLN archive.
- What data does each monthly QCLN aggregate contain?
- Every monthly row summarizes that month of QCLN 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 42.6%, an average IV rank of 38.7%, a month-end max-pain strike around $59.00, an average put/call ratio of 0.53.
- How is the QCLN options-history archive built and how often does it update?
- The archive is derived from QCLN'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 QCLN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.