FTC Solar, Inc. (FTCI) Options History
Historical options analytics archive for FTCI with monthly max pain, implied volatility, gamma exposure, and put/call data.
53 months of complete options data available.
FTCI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FTCI. 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 | 17 | 184.8% | 44.4% | $5.00 | $1.1K | -$59.5K | 6.02 |
| 2026-05 | 16 | 115.3% | 36.7% | $5.00 | $1.7K | -$163.7K | 0.26 |
| 2026-04 | 18 | 149.0% | 50.5% | $2.50 | $728 | -$56.5K | 4.03 |
| 2026-03 | 22 | 136.6% | 42.6% | $10.00 | $264 | $30.1K | 3.26 |
| 2026-02 | 19 | 113.5% | 32.0% | $10.00 | $2.3K | $18.8K | 1.93 |
| 2026-01 | 20 | 94.6% | 19.5% | $7.50 | $6.9K | -$296.8K | 1.23 |
This archive aggregates FTCI's daily end-of-day options snapshots into monthly summaries, spanning 2022-02 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 FTCI 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 184.8%, a month-end max-pain strike around $5.00, an average put/call ratio of 6.02.
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
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked FTCI history questions
- How much options history is available for FTCI?
- This archive holds 53 months of FTCI options analytics, spanning 2022-02 through 2026-06. Each entry is a monthly rollup of FTCI'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 FTCI archive.
- What data does each monthly FTCI aggregate contain?
- Every monthly row summarizes that month of FTCI 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 184.8%, an average IV rank of 44.4%, a month-end max-pain strike around $5.00, an average put/call ratio of 6.02.
- How is the FTCI options-history archive built and how often does it update?
- The archive is derived from FTCI'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 FTCI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.