Flywire Corp (FLYW) Options History
Historical options analytics archive for FLYW with monthly max pain, implied volatility, gamma exposure, and put/call data.
53 months of complete options data available.
FLYW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FLYW. 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 | 53.9% | 5.6% | $15.00 | $237.2K | -$10.2M | 0.12 |
| 2026-05 | 18 | 113.5% | 17.2% | $15.00 | -$111.0K | -$5.7M | 3.35 |
| 2026-04 | 19 | 86.8% | 14.9% | $12.50 | -$138.3K | $3.6M | 5.31 |
| 2026-03 | 20 | 55.2% | 22.3% | $12.50 | -$50.4K | $4.1M | 1.94 |
| 2026-02 | 19 | 64.8% | 36.9% | $12.50 | $1.4K | $1.6M | 2.93 |
| 2026-01 | 20 | 47.0% | 14.0% | $15.00 | -$46.7K | $3.4M | 40.28 |
This archive aggregates FLYW's daily end-of-day options snapshots into monthly summaries, spanning 2022-02 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 FLYW 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 53.9%, a month-end max-pain strike around $15.00, an average put/call ratio of 0.12.
2026
Jan | Feb | Mar | Apr | May | Jun
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
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked FLYW history questions
- How much options history is available for FLYW?
- This archive holds 53 months of FLYW options analytics, spanning 2022-02 through 2026-06. Each entry is a monthly rollup of FLYW'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 FLYW archive.
- What data does each monthly FLYW aggregate contain?
- Every monthly row summarizes that month of FLYW 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 53.9%, an average IV rank of 5.6%, a month-end max-pain strike around $15.00, an average put/call ratio of 0.12.
- How is the FLYW options-history archive built and how often does it update?
- The archive is derived from FLYW'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 FLYW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.