FedEx Corporation (FDX) Options History
Historical options analytics archive for FDX with monthly max pain, implied volatility, gamma exposure, and put/call data.
234 months of complete options data available.
FDX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FDX. 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 | 19 | 39.6% | 66.5% | $330.00 | -$11.4M | $135.2M | 1.61 |
| 2026-05 | 20 | 34.1% | 51.3% | $298.15 | $24.1M | -$905.6M | 1.06 |
| 2026-04 | 17 | 30.6% | 32.8% | $290.09 | $16.4M | -$659.0M | 1.04 |
| 2026-03 | 22 | 40.4% | 52.4% | $257.86 | -$3.1M | -$412.2M | 1.52 |
| 2026-02 | 19 | 36.9% | 43.3% | $249.80 | $20.3M | -$1.08B | 1.54 |
| 2026-01 | 20 | 27.2% | 17.6% | $241.74 | $23.0M | -$732.2M | 1.21 |
This archive aggregates FDX'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 FDX 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 39.6%, a month-end max-pain strike around $330.00, an average put/call ratio of 1.61.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
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2007
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Frequently asked FDX history questions
- How much options history is available for FDX?
- This archive holds 234 months of FDX options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of FDX'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 FDX archive.
- What data does each monthly FDX aggregate contain?
- Every monthly row summarizes that month of FDX 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 39.6%, an average IV rank of 66.5%, a month-end max-pain strike around $330.00, an average put/call ratio of 1.61.
- How is the FDX options-history archive built and how often does it update?
- The archive is derived from FDX'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 FDX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.