1-800-FLOWERS.COM, Inc. (FLWS) Options History
Historical options analytics archive for FLWS with monthly max pain, implied volatility, gamma exposure, and put/call data.
195 months of complete options data available.
FLWS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FLWS. 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 | 17 | 117.5% | 22.5% | $4.00 | $6.3K | -$367.9K | 1.07 |
| 2026-05 | 16 | 121.4% | 40.3% | $4.00 | $42.5K | -$1.9M | 0.18 |
| 2026-04 | 18 | 127.8% | 43.9% | $4.00 | $38.1K | -$1.7M | 0.29 |
| 2026-03 | 20 | 93.0% | 29.4% | $3.00 | $2.0K | -$114.2K | 0.49 |
| 2026-02 | 19 | 97.5% | 31.9% | $4.00 | -$209 | -$56.2K | 1.57 |
| 2026-01 | 20 | 100.8% | 33.6% | $4.00 | $13.5K | -$611.7K | 0.54 |
This archive aggregates FLWS's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 FLWS 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 117.5%, a month-end max-pain strike around $4.00, an average put/call ratio of 1.07.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
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2023
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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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2009
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2008
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2007
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Frequently asked FLWS history questions
- How much options history is available for FLWS?
- This archive holds 195 months of FLWS options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of FLWS'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 FLWS archive.
- What data does each monthly FLWS aggregate contain?
- Every monthly row summarizes that month of FLWS 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 117.5%, an average IV rank of 22.5%, a month-end max-pain strike around $4.00, an average put/call ratio of 1.07.
- How is the FLWS options-history archive built and how often does it update?
- The archive is derived from FLWS'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 FLWS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.