FTAI Infrastructure Inc. (FIP) Options History
Historical options analytics archive for FIP with monthly max pain, implied volatility, gamma exposure, and put/call data.
42 months of complete options data available.
FIP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FIP. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 94.9% | 18.8% | $4.00 | $12.9K | -$88.7K | 7.50 |
| 2026-08 | 21 | 117.2% | 22.6% | $3.00 | $11.8K | -$728.3K | 5.86 |
| 2026-07 | 18 | 128.0% | 28.4% | $5.00 | -$20.7K | $728.4K | 31.99 |
| 2026-06 | 18 | 97.2% | 23.1% | $5.00 | -$11.3K | $709.3K | 1.70 |
| 2026-05 | 17 | 118.3% | 29.4% | $5.00 | $7.7K | -$56.4K | 9.33 |
| 2026-04 | 19 | 88.5% | 25.6% | $5.00 | $11.3K | -$845.1K | 5.93 |
This archive aggregates FIP's daily end-of-day options snapshots into monthly summaries, spanning 2023-04 through 2026-09. 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 FIP 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 (2026-09) shows an average ATM implied volatility near 94.9%, a month-end max-pain strike around $4.00, an average put/call ratio of 7.50.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked FIP history questions
- How much options history is available for FIP?
- This archive holds 42 months of FIP options analytics, spanning 2023-04 through 2026-09. Each entry is a monthly rollup of FIP'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 FIP archive.
- What data does each monthly FIP aggregate contain?
- Every monthly row summarizes that month of FIP 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, 2026-09 recorded an average ATM implied volatility near 94.9%, an average IV rank of 18.8%, a month-end max-pain strike around $4.00, an average put/call ratio of 7.50.
- How is the FIP options-history archive built and how often does it update?
- The archive is derived from FIP'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 FIP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.