Fortive Corporation (FTV) Options History
Historical options analytics archive for FTV with monthly max pain, implied volatility, gamma exposure, and put/call data.
121 months of complete options data available.
FTV monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FTV. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 19 | 124.7% | 21.8% | $60.00 | $44.4K | -$1.5M | 0.33 |
| 2026-06 | 21 | 51.9% | 8.4% | $55.00 | $138.6K | -$2.4M | 0.01 |
| 2026-05 | 16 | 59.0% | 8.9% | $60.00 | $175.3K | -$1.7M | 0.69 |
| 2026-04 | 18 | 50.4% | 6.7% | $60.00 | -$245.7K | $5.8M | 0.72 |
| 2026-03 | 22 | 67.0% | 35.2% | $55.00 | -$426.2K | $11.3M | 0.52 |
| 2026-02 | 19 | 33.6% | 25.9% | $55.00 | -$666.6K | $6.4M | 14.38 |
This archive aggregates FTV's daily end-of-day options snapshots into monthly summaries, spanning 2016-07 through 2026-07. 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 FTV 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 (2026-07) shows an average ATM implied volatility near 124.7%, a month-end max-pain strike around $60.00, an average put/call ratio of 0.33.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked FTV history questions
- How much options history is available for FTV?
- This archive holds 121 months of FTV options analytics, spanning 2016-07 through 2026-07. Each entry is a monthly rollup of FTV'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 FTV archive.
- What data does each monthly FTV aggregate contain?
- Every monthly row summarizes that month of FTV 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, 2026-07 recorded an average ATM implied volatility near 124.7%, an average IV rank of 21.8%, a month-end max-pain strike around $60.00, an average put/call ratio of 0.33.
- How is the FTV options-history archive built and how often does it update?
- The archive is derived from FTV'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 FTV's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.