Finance of America Companies Inc. (FOA) Options History
Historical options analytics archive for FOA with monthly max pain, implied volatility, gamma exposure, and put/call data.
64 months of complete options data available.
FOA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FOA. 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 | 15 | 80.6% | 13.1% | $20.00 | $80.3K | -$2.2M | 1.13 |
| 2026-06 | 18 | 105.8% | 38.9% | $20.00 | $75.2K | -$3.7M | 0.33 |
| 2026-05 | 19 | 81.1% | 38.3% | $20.00 | $20.5K | -$934.4K | 0.50 |
| 2026-04 | 18 | 98.3% | 52.6% | $22.50 | $106.5K | -$1.9M | 0.38 |
| 2026-03 | 21 | 101.2% | 54.6% | $20.00 | $48.7K | -$971.8K | 7.03 |
| 2026-02 | 19 | 82.7% | 39.6% | $22.50 | $129.4K | -$4.3M | 0.35 |
This archive aggregates FOA's daily end-of-day options snapshots into monthly summaries, spanning 2021-04 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 FOA 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 80.6%, a month-end max-pain strike around $20.00, an average put/call ratio of 1.13.
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
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked FOA history questions
- How much options history is available for FOA?
- This archive holds 64 months of FOA options analytics, spanning 2021-04 through 2026-07. Each entry is a monthly rollup of FOA'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 FOA archive.
- What data does each monthly FOA aggregate contain?
- Every monthly row summarizes that month of FOA 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 80.6%, an average IV rank of 13.1%, a month-end max-pain strike around $20.00, an average put/call ratio of 1.13.
- How is the FOA options-history archive built and how often does it update?
- The archive is derived from FOA'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 FOA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.