Frontier Group Holdings, Inc. (ULCC) Options History
Historical options analytics archive for ULCC with monthly max pain, implied volatility, gamma exposure, and put/call data.
62 months of complete options data available.
ULCC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ULCC. 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 | 89.0% | 7.2% | $5.00 | $43.6K | -$5.7M | 1.21 |
| 2026-05 | 20 | 116.4% | 17.1% | $4.00 | $53.1K | -$8.4M | 0.83 |
| 2026-04 | 21 | 110.1% | 26.2% | $4.00 | $29.3K | -$2.0M | 0.49 |
| 2026-03 | 22 | 92.5% | 30.9% | $4.00 | $6.4K | -$694.0K | 0.83 |
| 2026-02 | 19 | 92.6% | 31.0% | $5.00 | $36.1K | -$842.5K | 0.88 |
| 2026-01 | 20 | 91.9% | 30.4% | $5.00 | $92.8K | -$3.0M | 0.81 |
This archive aggregates ULCC's daily end-of-day options snapshots into monthly summaries, spanning 2021-05 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 ULCC 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 89.0%, a month-end max-pain strike around $5.00, an average put/call ratio of 1.21.
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
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked ULCC history questions
- How much options history is available for ULCC?
- This archive holds 62 months of ULCC options analytics, spanning 2021-05 through 2026-06. Each entry is a monthly rollup of ULCC'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 ULCC archive.
- What data does each monthly ULCC aggregate contain?
- Every monthly row summarizes that month of ULCC 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 89.0%, an average IV rank of 7.2%, a month-end max-pain strike around $5.00, an average put/call ratio of 1.21.
- How is the ULCC options-history archive built and how often does it update?
- The archive is derived from ULCC'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 ULCC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.