First Trust NASDAQ-100-Technology Sector Index Fund (QTEC) Options History
Historical options analytics archive for QTEC with monthly max pain, implied volatility, gamma exposure, and put/call data.
172 months of complete options data available.
QTEC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for QTEC. 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 | 32.2% | 70.7% | $250.00 | $14.2K | -$1.6M | 0.23 |
| 2026-05 | 20 | 26.3% | 46.3% | $225.00 | $2.7K | -$834.0K | 0.61 |
| 2026-04 | 21 | 27.3% | 32.2% | $230.00 | $20.4K | -$589.2K | 0.17 |
| 2026-03 | 22 | 31.8% | 23.6% | $190.00 | $21.2K | -$207.6K | 0.10 |
| 2026-02 | 19 | 27.8% | 17.8% | $198.00 | $16.9K | -$196.3K | 0.00 |
| 2026-01 | 20 | 22.2% | 9.1% | $220.00 | $18.5K | -$328.6K | 0.42 |
This archive aggregates QTEC's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 QTEC 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 32.2%, a month-end max-pain strike around $250.00, an average put/call ratio of 0.23.
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
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2018
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2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
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2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
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2013
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
2007
Jan | Feb | Mar | Apr | May | Jun
Frequently asked QTEC history questions
- How much options history is available for QTEC?
- This archive holds 172 months of QTEC options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of QTEC'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 QTEC archive.
- What data does each monthly QTEC aggregate contain?
- Every monthly row summarizes that month of QTEC 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 32.2%, an average IV rank of 70.7%, a month-end max-pain strike around $250.00, an average put/call ratio of 0.23.
- How is the QTEC options-history archive built and how often does it update?
- The archive is derived from QTEC'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 QTEC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.