Fortune Brands Innovations, Inc. (FBIN) Options History
Historical options analytics archive for FBIN with monthly max pain, implied volatility, gamma exposure, and put/call data.
42 months of complete options data available.
FBIN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FBIN. 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 | 21 | 50.8% | 9.7% | $42.50 | $738.5K | -$60.1M | 1.26 |
| 2026-05 | 19 | 66.4% | 13.0% | $35.00 | $463.8K | -$20.1M | 1.56 |
| 2026-04 | 21 | 86.4% | 16.4% | $40.00 | $4.6M | -$146.5M | 2.81 |
| 2026-03 | 22 | 83.3% | 57.4% | $45.00 | $297.6K | -$14.9M | 1.37 |
| 2026-02 | 19 | 51.4% | 51.6% | $55.00 | $493.3K | -$25.9M | 4.25 |
| 2026-01 | 20 | 45.2% | 39.8% | $50.00 | $498.1K | -$28.5M | 0.14 |
This archive aggregates FBIN's daily end-of-day options snapshots into monthly summaries, spanning 2023-01 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 FBIN 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 50.8%, a month-end max-pain strike around $42.50, an average put/call ratio of 1.26.
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
Frequently asked FBIN history questions
- How much options history is available for FBIN?
- This archive holds 42 months of FBIN options analytics, spanning 2023-01 through 2026-06. Each entry is a monthly rollup of FBIN'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 FBIN archive.
- What data does each monthly FBIN aggregate contain?
- Every monthly row summarizes that month of FBIN 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 50.8%, an average IV rank of 9.7%, a month-end max-pain strike around $42.50, an average put/call ratio of 1.26.
- How is the FBIN options-history archive built and how often does it update?
- The archive is derived from FBIN'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 FBIN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.