F&G Annuities & Life, Inc. (FG) Options History
Historical options analytics archive for FG with monthly max pain, implied volatility, gamma exposure, and put/call data.
61 months of complete options data available.
FG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FG. 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 | 17 | 47.6% | 26.1% | $30.00 | $15.5K | -$534.4K | 1.68 |
| 2026-06 | 19 | 48.5% | 22.3% | $30.00 | -$7.4K | -$186.7K | 1.50 |
| 2026-05 | 18 | 57.8% | 28.3% | $25.00 | $25.9K | -$417.2K | 0.83 |
| 2026-04 | 16 | 66.2% | 35.4% | $25.00 | $20.0K | -$1.1M | 1.18 |
| 2026-03 | 22 | 52.6% | 32.4% | $25.00 | $13.7K | -$318.0K | 3.97 |
| 2026-02 | 19 | 53.0% | 31.6% | $30.00 | $3.1K | $715.5K | 3.18 |
This archive aggregates FG's daily end-of-day options snapshots into monthly summaries, spanning 2018-12 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 FG 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 47.6%, a month-end max-pain strike around $30.00, an average put/call ratio of 1.68.
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
2020
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Frequently asked FG history questions
- How much options history is available for FG?
- This archive holds 61 months of FG options analytics, spanning 2018-12 through 2026-07. Each entry is a monthly rollup of FG'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 FG archive.
- What data does each monthly FG aggregate contain?
- Every monthly row summarizes that month of FG 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 47.6%, an average IV rank of 26.1%, a month-end max-pain strike around $30.00, an average put/call ratio of 1.68.
- How is the FG options-history archive built and how often does it update?
- The archive is derived from FG'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 FG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.