FIS Gamma Exposure, IV Rank & Implied Volatility
Fidelity National Info Services (FIS) options data — GEX, IV rank, options chain & Greeks
FIS options trade with implied volatility typically in the 18% - 40% 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 34.5 (the value shown here is illustrative) would mean implied volatility is in roughly the 34.5th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live FIS IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real FIS IV history on the live platform →
Comprehensive options market data for Fidelity National Info Services (FIS).
FIS Options at a Glance
What's Covered in This Guide
1 About Fidelity National Info Services (FIS)
FIS is a global leader in financial technology, providing software and services for banking, payments, and capital markets to institutions worldwide.
Company Profile
Key Dates
Fidelity National Info Services operates in the Technology sector.
2 FIS Options Market Overview
FIS options provide good liquidity for options traders.
Liquidity Assessment: Good
FIS options are available for trading across multiple expirations.
3 FIS Implied Volatility & IV Rank
FIS 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 FIS options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
FIS IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
FIS Gamma Exposure (GEX)
Gamma Exposure analysis for FIS reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: FIS tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common FIS Options Strategies
These are strategies commonly used by traders on FIS options, based on typical market characteristics. This is not investment advice.
Popular for FIS shareholders seeking additional income.
Defined-risk directional exposure on FIS.
Range-bound strategy for FIS between events.
Key Considerations for FIS Options
- FIS 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: FIS Options
What is FIS's typical implied volatility?
FIS implied volatility typically ranges from 18% - 40%.
Does FIS have weekly options?
FIS offers weekly options.
What is FIS's options trading profile?
FIS (Fidelity National Info Services) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 18% - 40% range. The position sits in the Technology category for portfolio diversification and options strategy design.
How does FIS 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 FIS?
Popular strategies on FIS options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 18% - 40% 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 FIS's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence FIS's intraday price action. FIS 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 FIS GEX levels and the gamma-flip point on ApexVol.
What is FIS's IV rank?
FIS's IV rank shows where FIS'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. FIS implied volatility typically ranges from 18% - 40%. Check FIS's live IV rank and percentile on ApexVol's IV analytics.
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FIS Analytics
FIS Key Events
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