Flagstar Financial, Inc. (FLG) Options History
Historical options analytics archive for FLG with monthly max pain, implied volatility, gamma exposure, and put/call data.
20 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 |
|---|---|---|---|---|---|---|---|
| 2026-06 | 18 | 51.1% | 9.6% | $14.00 | $5.6M | -$95.7M | 0.79 |
| 2026-05 | 18 | 45.7% | 17.1% | $13.00 | $2.5M | -$61.7M | 0.71 |
| 2026-04 | 18 | 36.5% | 34.4% | $13.00 | $220.5K | -$56.5M | 0.43 |
| 2026-03 | 20 | 40.9% | 32.3% | $12.00 | $1.2M | -$32.1M | 1.06 |
| 2026-02 | 19 | 33.4% | 23.3% | $12.00 | $723.1K | -$17.0M | 0.30 |
| 2026-01 | 20 | 36.4% | 26.8% | $11.00 | $1.7M | -$41.4M | 0.54 |
This archive aggregates FLG's daily end-of-day options snapshots into monthly summaries, spanning 2024-11 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 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 (2026-06) shows an average ATM implied volatility near 51.1%, a month-end max-pain strike around $14.00, an average put/call ratio of 0.79.
2026
Jan | Feb | Mar | Apr | May | Jun
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 20 months of FLG options analytics, spanning 2024-11 through 2026-06. 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, 2026-06 recorded an average ATM implied volatility near 51.1%, an average IV rank of 9.6%, a month-end max-pain strike around $14.00, an average put/call ratio of 0.79.
- 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.