Franklin BSP Realty Trust, Inc. (FBRT) Options History
Historical options analytics archive for FBRT with monthly max pain, implied volatility, gamma exposure, and put/call data.
56 months of complete options data available.
FBRT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FBRT. 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 | 251.8% | 50.6% | $9.00 | $37.0K | -$245.1K | 0.29 |
| 2026-05 | 20 | 269.5% | 53.2% | $9.00 | $438.1K | -$2.5M | 0.53 |
| 2026-04 | 21 | 102.2% | 19.3% | $9.00 | $997.9K | -$8.2M | 0.34 |
| 2026-03 | 22 | 136.2% | 46.0% | $9.00 | $433.9K | -$4.5M | 0.12 |
| 2026-02 | 19 | 43.2% | 25.1% | $9.00 | $650.1K | -$6.9M | 1.32 |
| 2026-01 | 20 | 45.7% | 27.9% | $10.00 | $6.8K | -$123.4K | 0.63 |
This archive aggregates FBRT's daily end-of-day options snapshots into monthly summaries, spanning 2021-11 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 FBRT 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 251.8%, a month-end max-pain strike around $9.00, an average put/call ratio of 0.29.
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
Frequently asked FBRT history questions
- How much options history is available for FBRT?
- This archive holds 56 months of FBRT options analytics, spanning 2021-11 through 2026-06. Each entry is a monthly rollup of FBRT'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 FBRT archive.
- What data does each monthly FBRT aggregate contain?
- Every monthly row summarizes that month of FBRT 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 251.8%, an average IV rank of 50.6%, a month-end max-pain strike around $9.00, an average put/call ratio of 0.29.
- How is the FBRT options-history archive built and how often does it update?
- The archive is derived from FBRT'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 FBRT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.