FICO Gamma Exposure, IV Rank & Implied Volatility
Fair Isaac Corporation (FICO) options data — GEX, IV rank, options chain & Greeks
FICO options trade with implied volatility typically in the 22% - 50% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
An IV rank near 19.9 (the value shown here is illustrative) would mean implied volatility is in roughly the 19.9th percentile of its 1-year range — low IV, premium-buying regime for long calls/puts and debit spreads. For today's live FICO IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real FICO IV history on the live platform →
Comprehensive options market data for Fair Isaac Corporation (FICO).
FICO Options at a Glance
What's Covered in This Guide
1 About Fair Isaac Corporation (FICO)
Fair Isaac Corporation (FICO) provides analytics software and the widely used FICO Score credit scoring system. Over 90% of U.S. lending decisions use FICO Scores.
Company Profile
Key Dates
Fair Isaac Corporation operates in the Technology sector.
2 FICO Options Market Overview
FICO options provide good liquidity for options traders.
Liquidity Assessment: Good
FICO options are available for trading across multiple expirations.
3 FICO Implied Volatility & IV Rank
FICO implied volatility reflects growth expectations and competitive dynamics in the technology sector. IV expands around earnings and product announcements.
Earnings Impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short FICO options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
FICO IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
FICO Gamma Exposure (GEX)
Gamma Exposure analysis for FICO reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: FICO tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common FICO Options Strategies
These are strategies commonly used by traders on FICO options, based on typical market characteristics. This is not investment advice.
Popular for FICO shareholders seeking additional income.
Defined-risk directional exposure on FICO.
Range-bound strategy for FICO between events.
Key Considerations for FICO Options
- FICO options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
- Monitor earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing positions
Frequently Asked Questions: FICO Options
What is FICO's typical implied volatility?
FICO implied volatility typically ranges from 22% - 50%.
Does FICO have weekly options?
FICO offers weekly options.
What is FICO's options trading profile?
FICO (Fair Isaac Corporation) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 22% - 50% range. The position sits in the Technology category for portfolio diversification and options strategy design.
How does FICO implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on FICO?
Popular strategies on FICO options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 22% - 50% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is FICO's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence FICO's intraday price action. FICO tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live FICO GEX levels and the gamma-flip point on ApexVol.
What is FICO's IV rank?
FICO's IV rank shows where FICO's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. FICO implied volatility typically ranges from 22% - 50%. Check FICO's live IV rank and percentile on ApexVol's IV analytics.
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FICO Analytics
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