Five Star Bancorp (FSBC) Options History
Historical options analytics archive for FSBC with monthly max pain, implied volatility, gamma exposure, and put/call data.
26 months of complete options data available.
FSBC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FSBC. 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 | 15 | 52.4% | 18.0% | $45.00 | $6.1K | -$187.8K | 0.07 |
| 2026-05 | 17 | 60.7% | 23.7% | - | $3.0K | -$79.9K | 0.00 |
| 2026-04 | 16 | 64.3% | 26.1% | $17.50 | $1.8K | -$42.5K | 1.00 |
| 2026-03 | 19 | 71.4% | 31.0% | - | $1.8K | -$46.4K | 0.00 |
| 2026-02 | 19 | 60.4% | 23.5% | $40.00 | $2.1K | -$56.7K | 0.00 |
| 2026-01 | 20 | 70.7% | 30.4% | $35.00 | $14.8K | -$665.1K | 0.29 |
This archive aggregates FSBC's daily end-of-day options snapshots into monthly summaries, spanning 2024-05 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 FSBC 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 52.4%, a month-end max-pain strike around $45.00, an average put/call ratio of 0.07.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked FSBC history questions
- How much options history is available for FSBC?
- This archive holds 26 months of FSBC options analytics, spanning 2024-05 through 2026-06. Each entry is a monthly rollup of FSBC'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 FSBC archive.
- What data does each monthly FSBC aggregate contain?
- Every monthly row summarizes that month of FSBC 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 52.4%, an average IV rank of 18.0%, a month-end max-pain strike around $45.00, an average put/call ratio of 0.07.
- How is the FSBC options-history archive built and how often does it update?
- The archive is derived from FSBC'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 FSBC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.