Presidio Production Company (FTW) Options History
Historical options analytics archive for FTW with monthly max pain, implied volatility, gamma exposure, and put/call data.
3 months of complete options data available.
FTW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FTW. 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 | 21 | 156.7% | - | $10.00 | $69.4K | -$1.3M | 0.00 |
| 2026-05 | 16 | 180.1% | - | $10.00 | $65.0K | -$1.3M | 7.32 |
| 2026-04 | 8 | 169.8% | - | $10.00 | $37.1K | -$820.4K | 0.56 |
This archive aggregates FTW's daily end-of-day options snapshots into monthly summaries, spanning 2026-04 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 FTW 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 156.7%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.00.