F Options
F $11.59 · Updated Oct 26, 4:00 PM ET
F is at $11.59. The nearest expiration, Oct 30, 2026 (4 days out), lists 32 strikes, with 19,288 calls and 8,248 puts traded in the latest session. At-the-money implied volatility is 74.6%. The at-the-money straddle prices a move of about $0.74 (6.3%) by expiration.
F Options Chain
F is at $11.59. The nearest expiration, Oct 30, 2026 (4 days out), lists 32 strikes, with 19,288 calls and 8,248 puts traded in the latest session. At-the-money implied volatility is 74.6%. The at-the-money straddle prices a move of about $0.74 (6.3%) by expiration.
F Gamma Exposure (GEX)
F total dealer gamma exposure is -$5M across all listed expirations. Negative GEX means dealers are net short gamma; their hedging tends to amplify price moves. The gamma flip is $11.97, with spot 3.2% below it. The call wall is $13.00 and the put wall $11.00.
F Max Pain
F max pain for Oct 30, 2026 (4 days out) is $12.00, 3.6% above the current $11.59. That is the settlement price at which the open contracts on that date would pay holders the least. For Nov 27, 2026, max pain is $12.00.
F Put/Call Ratio
Across every listed F expiration, the put/call ratio is 0.48 by volume and 0.85 by open interest. More calls than puts are trading. 564,553 puts and 663,576 calls are open in total.
F Implied Volatility
F at-the-money implied volatility is 74.6% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 41.1%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
F Open Interest by Strike
Across all F expirations, the largest call open interest near the current $11.59 sits at the $13.00 strike (62,214 contracts) and the largest put open interest at $13.00 (54,645). 663,576 calls and 564,553 puts are open in total.
F Expected Move
The options market prices F to move about $0.74 (6.3%) by Oct 30, 2026, a range of $10.85 to $12.32. For Nov 27, 2026 (32 days out) the expected move is $1.12 (9.7%).