Figma, Inc. (FIG) Options History
Historical options analytics archive for FIG with monthly max pain, implied volatility, gamma exposure, and put/call data.
143 months of complete options data available.
FIG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FIG. 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 | 17 | 82.7% | 50.6% | $19.50 | $1.7M | -$49.6M | 0.37 |
| 2026-05 | 17 | 96.9% | 59.8% | $22.50 | $3.1M | -$143.7M | 0.30 |
| 2026-04 | 18 | 100.7% | 62.5% | $17.50 | $1.1M | -$10.7M | 0.46 |
| 2026-03 | 21 | 79.0% | 48.8% | $20.00 | $1.7M | -$2.4M | 0.41 |
| 2026-02 | 19 | 92.0% | 57.1% | $25.00 | $2.6M | -$155.6M | 0.46 |
| 2026-01 | 20 | 70.8% | 43.5% | $35.00 | -$266.6K | $78.4M | 1.34 |
This archive aggregates FIG's daily end-of-day options snapshots into monthly summaries, spanning 2007-02 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 FIG 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 82.7%, a month-end max-pain strike around $19.50, an average put/call ratio of 0.37.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
2018
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked FIG history questions
- How much options history is available for FIG?
- This archive holds 143 months of FIG options analytics, spanning 2007-02 through 2026-06. Each entry is a monthly rollup of FIG'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 FIG archive.
- What data does each monthly FIG aggregate contain?
- Every monthly row summarizes that month of FIG 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 82.7%, an average IV rank of 50.6%, a month-end max-pain strike around $19.50, an average put/call ratio of 0.37.
- How is the FIG options-history archive built and how often does it update?
- The archive is derived from FIG'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 FIG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.