Franklin Electric Co., Inc. (FELE) Options History
Historical options analytics archive for FELE with monthly max pain, implied volatility, gamma exposure, and put/call data.
208 months of complete options data available.
FELE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FELE. 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 | 18.8% | 2.9% | $90.00 | $65.1K | -$1.3M | 0.92 |
| 2026-05 | 20 | 63.4% | 33.6% | $90.00 | $32.6K | -$335.0K | 0.22 |
| 2026-04 | 18 | 30.3% | 29.2% | $100.00 | $121.3K | -$753.6K | 0.01 |
| 2026-03 | 22 | 30.4% | 15.1% | $90.00 | $42.4K | -$265.8K | 0.04 |
| 2026-02 | 19 | 27.7% | 11.1% | $100.00 | $50.9K | -$455.7K | 0.05 |
| 2026-01 | 20 | 33.1% | 18.3% | $85.00 | $12.1K | -$173.1K | 0.00 |
This archive aggregates FELE's daily end-of-day options snapshots into monthly summaries, spanning 2009-03 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 FELE 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 18.8%, a month-end max-pain strike around $90.00, an average put/call ratio of 0.92.
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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Frequently asked FELE history questions
- How much options history is available for FELE?
- This archive holds 208 months of FELE options analytics, spanning 2009-03 through 2026-06. Each entry is a monthly rollup of FELE'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 FELE archive.
- What data does each monthly FELE aggregate contain?
- Every monthly row summarizes that month of FELE 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 18.8%, an average IV rank of 2.9%, a month-end max-pain strike around $90.00, an average put/call ratio of 0.92.
- How is the FELE options-history archive built and how often does it update?
- The archive is derived from FELE'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 FELE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.