FTI Consulting, Inc. (FCN) Options History
Historical options analytics archive for FCN with monthly max pain, implied volatility, gamma exposure, and put/call data.
235 months of complete options data available.
FCN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FCN. 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 | 20 | 55.3% | 23.3% | $170.00 | $148.5K | -$2.8M | 0.72 |
| 2026-06 | 18 | 36.5% | 50.4% | $145.00 | $11.9K | -$905.6K | 4.25 |
| 2026-05 | 19 | 34.5% | 45.2% | $135.00 | -$7.0K | -$465.6K | 5.25 |
| 2026-04 | 21 | 39.3% | 68.3% | $185.00 | -$176.0K | $2.2M | 0.88 |
| 2026-03 | 22 | 31.9% | 43.4% | $150.00 | $299.9K | -$5.1M | 0.73 |
| 2026-02 | 19 | 34.2% | 46.0% | $170.00 | -$60.2K | $609.4K | 50.28 |
This archive aggregates FCN's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 FCN 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 55.3%, a month-end max-pain strike around $170.00, an average put/call ratio of 0.72.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
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2007
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Frequently asked FCN history questions
- How much options history is available for FCN?
- This archive holds 235 months of FCN options analytics, spanning 2007-01 through 2026-07. Each entry is a monthly rollup of FCN'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 FCN archive.
- What data does each monthly FCN aggregate contain?
- Every monthly row summarizes that month of FCN 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 55.3%, an average IV rank of 23.3%, a month-end max-pain strike around $170.00, an average put/call ratio of 0.72.
- How is the FCN options-history archive built and how often does it update?
- The archive is derived from FCN'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 FCN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.