Comfort Systems USA, Inc. (FIX) Options History
Historical options analytics archive for FIX with monthly max pain, implied volatility, gamma exposure, and put/call data.
235 months of complete options data available.
FIX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FIX. 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 | 21 | 73.7% | 88.2% | $1700.00 | -$629.5K | -$330.8M | 1.09 |
| 2026-06 | 18 | 66.0% | 73.7% | $1820.00 | -$208.9K | -$603.3M | 1.12 |
| 2026-05 | 18 | 60.7% | 63.1% | $1500.00 | -$4.3M | -$353.7M | 1.46 |
| 2026-04 | 18 | 66.6% | 64.1% | $1520.00 | $2.5M | -$660.6M | 1.66 |
| 2026-03 | 20 | 63.3% | 49.7% | $1260.00 | $319.8K | -$300.0M | 1.18 |
| 2026-02 | 19 | 66.2% | 53.7% | $1400.00 | $877.1K | -$393.7M | 1.19 |
This archive aggregates FIX'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 FIX 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 73.7%, a month-end max-pain strike around $1700.00, an average put/call ratio of 1.09.
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
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 FIX history questions
- How much options history is available for FIX?
- This archive holds 235 months of FIX options analytics, spanning 2007-01 through 2026-07. Each entry is a monthly rollup of FIX'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 FIX archive.
- What data does each monthly FIX aggregate contain?
- Every monthly row summarizes that month of FIX 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 73.7%, an average IV rank of 88.2%, a month-end max-pain strike around $1700.00, an average put/call ratio of 1.09.
- How is the FIX options-history archive built and how often does it update?
- The archive is derived from FIX'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 FIX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.