Figure Technology Solutions, Inc. Class A Common Stock (FIGR) Options History
Historical options analytics archive for FIGR with monthly max pain, implied volatility, gamma exposure, and put/call data.
9 months of complete options data available.
FIGR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FIGR. 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 | 82.6% | 20.6% | $30.00 | $675.5K | -$12.3M | 0.66 |
| 2026-05 | 18 | 88.0% | 28.6% | $35.00 | $432.3K | -$55.5M | 0.58 |
| 2026-04 | 18 | 95.4% | 45.4% | $35.00 | $2.3M | -$68.7M | 0.90 |
| 2026-03 | 21 | 101.3% | - | $37.50 | $712.5K | -$48.1M | 0.48 |
| 2026-02 | 19 | 106.2% | - | $40.00 | $201.6K | $57.1M | 0.88 |
| 2026-01 | 20 | 88.8% | - | $60.00 | $190.7K | -$11.6M | 0.77 |
This archive aggregates FIGR's daily end-of-day options snapshots into monthly summaries, spanning 2025-10 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 FIGR 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 82.6%, a month-end max-pain strike around $30.00, an average put/call ratio of 0.66.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked FIGR history questions
- How much options history is available for FIGR?
- This archive holds 9 months of FIGR options analytics, spanning 2025-10 through 2026-06. Each entry is a monthly rollup of FIGR'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 FIGR archive.
- What data does each monthly FIGR aggregate contain?
- Every monthly row summarizes that month of FIGR 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 82.6%, an average IV rank of 20.6%, a month-end max-pain strike around $30.00, an average put/call ratio of 0.66.
- How is the FIGR options-history archive built and how often does it update?
- The archive is derived from FIGR'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 FIGR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.