Technology · Large Cap Tech
FIS Implied Volatility, IV Rank & Options Chain
Fidelity National Info Services (FIS) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Fidelity National Info Services (FIS).
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On this page
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.
FIS implied volatility
As of 2026-09-01As of 2026-09-01, FIS's 30-day implied volatility is 34.7%, placing its 1-year IV percentile at 46.0 — above 46.0% of the past year's daily IV readings, a middle range, neutral between selling and buying premium.
FIS live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live FIS chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
FIS options at a glance
- Daily volume
- N/A
- IV range
- 18% - 40%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
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
- Sector
- Technology
- Industry
- Information Technology Services
- Market cap
- $40B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Fidelity National Info Services operates in the Technology sector.
FIS options market overview
FIS 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
FIS options are available for trading across multiple expirations.
FIS implied volatility and 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.
The smile, the term structure and the cone for FIS, on today's chain.
Open the Volatility LabFIS 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.
Where the gamma sits on FIS right now, strike by strike.
See live FIS GEXCommon FIS options strategies
These are strategies commonly used by traders on FIS options, based on typical market characteristics. This is not investment advice.
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
FIS key events
Earnings months. January, April, July, October
- 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 2026-09-01. 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 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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