Formula One Group (FWONK) Options History
Historical options analytics archive for FWONK with monthly max pain, implied volatility, gamma exposure, and put/call data.
108 months of complete options data available.
FWONK monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FWONK. 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 | 18 | 86.8% | 17.3% | $80.00 | $1.4M | -$28.9M | 0.11 |
| 2026-05 | 18 | 70.2% | 13.2% | $80.00 | -$615.8K | $7.4M | 57.88 |
| 2026-04 | 18 | 116.5% | 25.9% | $95.00 | -$543.6K | $5.1M | 17.68 |
| 2026-03 | 21 | 60.9% | 34.9% | $95.00 | -$196.5K | $5.4M | 2.17 |
| 2026-02 | 19 | 36.3% | 34.4% | $75.00 | $241.6K | -$3.5M | 76.58 |
| 2026-01 | 20 | 30.5% | 24.1% | $90.00 | -$777.4K | $15.6M | 20.49 |
This archive aggregates FWONK's daily end-of-day options snapshots into monthly summaries, spanning 2017-07 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 FWONK 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 86.8%, a month-end max-pain strike around $80.00, an average put/call ratio of 0.11.
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
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
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked FWONK history questions
- How much options history is available for FWONK?
- This archive holds 108 months of FWONK options analytics, spanning 2017-07 through 2026-06. Each entry is a monthly rollup of FWONK'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 FWONK archive.
- What data does each monthly FWONK aggregate contain?
- Every monthly row summarizes that month of FWONK 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 86.8%, an average IV rank of 17.3%, a month-end max-pain strike around $80.00, an average put/call ratio of 0.11.
- How is the FWONK options-history archive built and how often does it update?
- The archive is derived from FWONK'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 FWONK's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.