FCOM Implied Volatility

This page breaks down FCOM's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.

Data as of Jul 10, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close
$71.51
52-week range
$64.12 – $77.01
IV rank
96 / 100
High
Put/call OI
0.36
Call-heavy
Max pain
$68
↓ 4.9% below close

Implied Volatility & Expected Move

9%26%43%60%76%Jan '26Apr '26Jun '26

FCOM 30-day at-the-money implied volatility, past year.

ATM IV — 2 month20.0%
ATM IV — 3 month20.9%
IV rank (1 year)96 / 100
IV percentile (1 year)98%
Historical volatility — 10 day55.5%
Historical volatility — 21 day96.9%
Historical volatility — 30 day87.0%
Historical volatility — 60 day72.9%

An IV rank of 96 places current implied volatility near the top of its 52-week range.

FCOM IV Rank History

0285583110Feb '26May '26Jul '26

FCOM IV rank (0–100), past year.

IV rank has risen from 25 in Feb '26 to 96 today. An IV percentile of 98% means implied volatility was lower than today on 98% of trading days in the past year.

Explore the payoff profile of option on FCOM for free

Build multi-leg FCOM strategies, visualize payoffs, and scan the full US options universe with OptiView.

FCOM Options FAQ

Is FCOM implied volatility high or low right now?

By its own 52-week standards, FCOM implied volatility is currently high: IV rank is 96 out of 100 as of Jul 10, 2026.

What is the difference between FCOM's IV rank and IV percentile?

IV rank (currently 96) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 98%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.

Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.

Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.