Fortis Inc. (FTS) Options History
Historical options analytics archive for FTS with monthly max pain, implied volatility, gamma exposure, and put/call data.
117 months of complete options data available.
FTS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FTS. 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 | 15.1% | 2.9% | $60.00 | $149.1K | -$629.0K | 0.86 |
| 2026-05 | 16 | 52.7% | 11.0% | $60.00 | -$11.1K | $112.8K | 3.90 |
| 2026-04 | 17 | 52.9% | 13.1% | $55.00 | $56.8K | -$395.8K | 4.17 |
| 2026-03 | 21 | 64.9% | 34.9% | $55.00 | $31.5K | -$587.8K | 0.95 |
| 2026-02 | 19 | 18.4% | 24.9% | $55.00 | $70.5K | -$837.7K | 0.56 |
| 2026-01 | 20 | 20.6% | 31.8% | $50.00 | $41.4K | -$306.7K | 0.39 |
This archive aggregates FTS's daily end-of-day options snapshots into monthly summaries, spanning 2016-10 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 FTS 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 15.1%, a month-end max-pain strike around $60.00, an average put/call ratio of 0.86.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Frequently asked FTS history questions
- How much options history is available for FTS?
- This archive holds 117 months of FTS options analytics, spanning 2016-10 through 2026-06. Each entry is a monthly rollup of FTS'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 FTS archive.
- What data does each monthly FTS aggregate contain?
- Every monthly row summarizes that month of FTS 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 15.1%, an average IV rank of 2.9%, a month-end max-pain strike around $60.00, an average put/call ratio of 0.86.
- How is the FTS options-history archive built and how often does it update?
- The archive is derived from FTS'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 FTS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.