First Solar, Inc. (FSLR) Options History
Historical options analytics archive for FSLR with monthly max pain, implied volatility, gamma exposure, and put/call data.
236 months of complete options data available.
FSLR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FSLR. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 49.7% | 13.6% | $195.00 | -$9.1M | $466.0M | 0.91 |
| 2026-08 | 20 | 55.4% | 28.1% | $230.00 | -$1.1M | -$305.3M | 1.00 |
| 2026-07 | 17 | 75.5% | 90.2% | $250.00 | $21.6M | -$1.25B | 0.96 |
| 2026-06 | 15 | 73.7% | 89.8% | $240.00 | $24.7M | -$2.13B | 1.05 |
| 2026-05 | 17 | 57.1% | 43.6% | $230.00 | $84.2M | -$6.97B | 0.52 |
| 2026-04 | 16 | 62.1% | 47.4% | $210.00 | $25.9M | -$1.09B | 0.87 |
This archive aggregates FSLR's daily end-of-day options snapshots into monthly summaries, spanning 2007-02 through 2026-09. 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 FSLR 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 (2026-09) shows an average ATM implied volatility near 49.7%, a month-end max-pain strike around $195.00, an average put/call ratio of 0.91.
2026
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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 FSLR history questions
- How much options history is available for FSLR?
- This archive holds 236 months of FSLR options analytics, spanning 2007-02 through 2026-09. Each entry is a monthly rollup of FSLR'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 FSLR archive.
- What data does each monthly FSLR aggregate contain?
- Every monthly row summarizes that month of FSLR 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, 2026-09 recorded an average ATM implied volatility near 49.7%, an average IV rank of 13.6%, a month-end max-pain strike around $195.00, an average put/call ratio of 0.91.
- How is the FSLR options-history archive built and how often does it update?
- The archive is derived from FSLR'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 FSLR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.