Flagstar Financial, Inc. (FLG) Options History
Historical options analytics archive for FLG with monthly max pain, implied volatility, gamma exposure, and put/call data.
23 months of complete options data available.
FLG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FLG. 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 | 86.5% | 17.3% | $13.00 | -$1.5M | $28.8M | 1.77 |
| 2026-08 | 21 | 73.0% | 14.2% | $14.00 | $521.6K | -$18.9M | 2.18 |
| 2026-07 | 17 | 36.4% | 5.9% | $14.00 | $2.1M | -$47.2M | 0.92 |
| 2026-06 | 18 | 51.1% | 9.6% | $14.00 | $5.6M | -$95.7M | 0.79 |
| 2026-05 | 18 | 45.7% | 15.2% | $13.00 | $2.5M | -$61.7M | 0.71 |
| 2026-04 | 18 | 36.5% | 21.9% | $13.00 | $220.5K | -$56.5M | 0.43 |
This archive aggregates FLG's daily end-of-day options snapshots into monthly summaries, spanning 2024-11 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 FLG 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 86.5%, a month-end max-pain strike around $13.00, an average put/call ratio of 1.77.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked FLG history questions
- How much options history is available for FLG?
- This archive holds 23 months of FLG options analytics, spanning 2024-11 through 2026-09. Each entry is a monthly rollup of FLG'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 FLG archive.
- What data does each monthly FLG aggregate contain?
- Every monthly row summarizes that month of FLG 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 86.5%, an average IV rank of 17.3%, a month-end max-pain strike around $13.00, an average put/call ratio of 1.77.
- How is the FLG options-history archive built and how often does it update?
- The archive is derived from FLG'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 FLG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.