Floor & Decor Holdings, Inc. (FND) Options History
Historical options analytics archive for FND with monthly max pain, implied volatility, gamma exposure, and put/call data.
110 months of complete options data available.
FND monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FND. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 18 | 60.9% | 60.5% | $55.00 | -$873.8K | -$7.6M | 1.75 |
| 2026-06 | 19 | 59.3% | 56.2% | $50.00 | $478.2K | -$23.7M | 3.10 |
| 2026-05 | 18 | 60.1% | 58.2% | $50.00 | -$3.8M | $68.0M | 2.71 |
| 2026-04 | 18 | 65.3% | 67.2% | $55.00 | -$4.0M | $122.1M | 16.85 |
| 2026-03 | 21 | 52.6% | 25.4% | $55.00 | -$5.4M | $138.4M | 10.12 |
| 2026-02 | 19 | 58.6% | 36.7% | $67.50 | -$1.3M | $7.4M | 33.59 |
This archive aggregates FND's daily end-of-day options snapshots into monthly summaries, spanning 2017-06 through 2026-07. 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 FND 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 (2026-07) shows an average ATM implied volatility near 60.9%, a month-end max-pain strike around $55.00, an average put/call ratio of 1.75.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked FND history questions
- How much options history is available for FND?
- This archive holds 110 months of FND options analytics, spanning 2017-06 through 2026-07. Each entry is a monthly rollup of FND'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 FND archive.
- What data does each monthly FND aggregate contain?
- Every monthly row summarizes that month of FND 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, 2026-07 recorded an average ATM implied volatility near 60.9%, an average IV rank of 60.5%, a month-end max-pain strike around $55.00, an average put/call ratio of 1.75.
- How is the FND options-history archive built and how often does it update?
- The archive is derived from FND'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 FND's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.