Remember that scene in Avengers: Endgame when all the women MCU characters joined hands to fight Thanos? Well, we do too and there is some good news for you if you're eager to see them all together again. 

marvel
Source: Wired

Captain Marvel AKA Brie Larson mentioned that women of MCU 'passionately' talked to Marvel's head, Kevin Feige to bring an all-female superhero movie. 

marvel
Source: Time inc UK

She told Variety

I will say that a lot of the female cast members from Marvel walked up to Kevin and we were like, ‘We are in this together, we want to do this'. “What that means, I have no idea. You know, I’m not in charge of the future of Marvel, but it is something that we’re really passionate about and we love and I feel like if enough people out in the world talk about how much they want it, maybe it’ll happen.
marvel
Source: G33K.hq

For now, there is only one female-led movie Marvel movie i.e. Captain Marvel. But the scenario is changing with two more female-led releases - Black Widow starring Scarlet Johanson as the amazing Natasha Romanoff and Thor: Love and Thunder, where Thor's hammer will be passed on to Jane Foster (Natalie Portman).  

marvel
Source: Time inc UK

So lets keep our fingers crossed and hope for this idea to turn into a reality real soon.