Technology · Large Cap Tech
FICO Implied Volatility, IV Rank & Options Chain
Fair Isaac Corporation (FICO) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Fair Isaac Corporation (FICO).
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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.
FICO implied volatility
As of 2026-10-26As of 2026-10-26, FICO's 30-day implied volatility is 68.5%, placing its 1-year IV percentile at 80.0 — above 80.0% of the past year's daily IV readings, an elevated, premium-selling regime favoring credit spreads, iron condors and short strangles.
FICO live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live FICO chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
FICO options at a glance
- Daily volume
- N/A
- IV range
- 22% - 50%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
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
- Sector
- Technology
- Industry
- Software - Application
- Market cap
- $45B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- September
Fair Isaac Corporation operates in the Technology sector.
ApexVol Terminal
Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
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FICO options market overview
FICO options provide good liquidity for options traders.
- Average daily volume
- N/A
- Total open interest
- N/A
- Put/call ratio
- N/A
- Typical ATM spread
- N/A
- Weekly options
- Available
- LEAPS available
- Yes
Liquidity assessment: Good
FICO options are available for trading across multiple expirations.
FICO implied volatility and 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.
The smile, the term structure and the cone for FICO, on today's chain.
Open FICO in IV IntelligenceFICO 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.
Where the gamma sits on FICO right now, strike by strike.
See live FICO GEXCommon FICO options strategies
These are strategies commonly used by traders on FICO options, based on typical market characteristics. This is not investment advice.
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
FICO key events
Earnings months. October, January, April, July
FICO options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns FICO's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/FICO"What is FICO's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on FICO in the console, more prompts for FICO, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about 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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