FIZZ Options History — March 2026

In March 2026, FIZZ traded between $33.17 and $37.47. ATM implied volatility averaged 45.6%, placing in the 37.0% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 19.8% (HV 20d: 25.9%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 2.16.

Notable Days

  • 2026-03-05: Highest Volume — 133 contracts
  • 2026-03-31: Largest IV spike — 1146.4% change
  • 2026-03-31: Highest IV Rank — 100.0%
  • 2026-03-31: Largest Expected Move — 54.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.91$33.17$37.47$37.02$33.43
Max Pain$34.25$30.00$35.00$30.00$35.00
ATM IV45.6%15.3%190.7%46.0%190.7%
Expected Move13.1%4.4%54.7%13.2%54.7%
HV 20d25.9%20.6%29.3%20.8%27.5%
HV 60d23.4%21.7%25.5%25.4%23.6%
IV Rank37.0%0.0%100.0%46.6%100.0%
IV Percentile64.2%0.0%100.0%87.7%100.0%
Term Structure-5.4%-27.7%23.6%4.6%-27.7%
VWIV41.5%28.0%62.4%36.5%49.4%
Skew 25d13.0%-8.8%44.5%20.8%13.0%
Skew 10d18.5%-14.0%37.9%14.0%34.4%
Call IV 25d37.0%21.8%49.6%36.3%34.9%
Put IV 25d50.0%35.5%66.3%57.1%47.9%
Bid-Ask Spread %70.5541.91117.60112.0242.63
Gamma HHI0.620.520.710.590.64
Net GEX56.4K39.4K71.5K61.7K50.9K
Net DEX-952.2K-1.7M-388.7K-1.7M-449.2K
Net VEX-4.9K-5.6K-4.1K-4.4K-4.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.160.0013.000.160.00
Total Volume19.250133361
Total OI1,2221,0581,3461,0581,207

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$37.02$30.0046.0%13.2%20.8%46.6%36.5%20.8%4.6%61.7K-1.7M-4.4K0.16112.02N/AN/A315842216
2026-03-03$37.39$30.0057.4%16.4%20.8%66.3%0.0%44.5%-3.5%59.7K-1.7M-4.4K0.00117.60N/AN/A220862211
2026-03-04$37.47$30.0030.7%8.8%20.6%20.3%28.0%5.0%23.6%61.0K-1.7M-4.4K0.00111.60N/AN/A120883211
2026-03-05$35.89$35.0045.0%13.3%24.5%45.0%34.8%21.7%-6.5%57.4K-1.4M-4.5K3.75101.15N/AN/A28105894211
2026-03-06$35.56$35.0053.9%13.0%24.3%60.3%0.0%3.5%-4.5%52.9K-1.2M-5.5K13.0099.92N/AN/A226920312
2026-03-09$35.50$35.0041.8%13.2%24.1%39.3%0.0%22.4%-7.5%54.7K-1.2M-5.6K0.00104.88N/AN/A01921337
2026-03-10$35.29$35.0053.5%12.8%24.1%59.5%42.9%21.0%-11.1%56.3K-1.0M-5.4K0.33104.38N/AN/A31920338
2026-03-11$34.53$35.0041.2%11.8%25.0%38.4%0.0%19.1%-9.6%52.1K-890.9K-5.3K3.0098.23N/AN/A13919339
2026-03-12$34.34$35.0042.5%16.9%25.0%40.7%42.6%14.7%-10.4%52.5K-842.3K-5.3K1.7545.75N/AN/A1221920342
2026-03-13$35.57$35.0042.3%12.7%27.9%40.3%41.9%2.6%-10.7%60.5K-1.1M-5.3K1.4550.46N/AN/A1116929362
2026-03-17$34.55$35.0037.5%9.9%29.3%32.0%41.4%-8.8%-2.5%64.5K-932.1K-5.4K10.0050.64N/AN/A110984362
2026-03-18$34.35$35.0037.6%10.3%28.4%32.2%0.0%-4.0%-6.2%64.6K-817.5K-5.3K0.0049.17N/AN/A200985353
2026-03-19$34.60$35.0036.8%10.2%28.6%30.8%0.0%-4.0%3.2%71.5K-913.4K-5.3K0.0050.33N/AN/A01985353
2026-03-20$34.25$35.0036.7%10.3%28.7%30.6%62.4%24.0%4.7%54.5K-667.9K-4.9K0.1044.54N/AN/A101985353
2026-03-23$34.14$35.0036.1%9.8%27.8%29.6%35.3%4.7%2.3%60.3K-699.8K-4.8K0.0448.78N/AN/A281848328
2026-03-24$33.78$35.0034.9%10.1%27.7%27.5%0.0%24.9%-0.5%59.7K-577.4K-4.7K0.0045.96N/AN/A00875326
2026-03-26$33.47$35.0017.1%4.9%27.0%0.0%49.4%19.7%-18.0%39.4K-388.7K-4.4K1.0047.92N/AN/A11875326
2026-03-27$33.17$35.0015.3%4.4%26.8%0.0%0.0%7.4%-8.6%42.5K-394.4K-4.3K0.0041.91N/AN/A02876327
2026-03-30$33.83$35.0015.3%4.4%28.2%0.0%0.0%8.2%-18.5%50.5K-456.4K-4.1K0.0043.22N/AN/A80876327
2026-03-31$33.43$35.00190.7%54.7%27.5%100.0%0.0%13.0%-27.7%50.9K-449.2K-4.3K0.0042.63N/AN/A10880327