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Stock Markets July 13, 2026 02:56 PM

Figma Options Volume Surges Above 145,000 Contracts in Midday Session

Bulk of activity concentrated in July 17, 2026 calls, with notable multi-leg spreads also traded

By Caleb Monroe
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Options volume in Figma Inc. climbed to 145,248 contracts by 2:20 p.m. New York time on Monday, driven predominantly by call buying. Exchange data compiled by Bloomberg shows heavy activity in several July-dated call strikes and multi-leg spreads, with one call strike accounting for nearly half of total contracts traded in the sample.

Figma Options Volume Surges Above 145,000 Contracts in Midday Session
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Key Points

  • Total options volume in Figma reached 145,248 contracts by 2:20 p.m. New York time on Monday, with calls dominating (134,667 calls vs. 10,581 puts).
  • The July 17, 2026 $28 call was the largest single contributor to volume with 67,037 contracts traded, despite a much smaller reported open interest of 273 contracts.
  • Several multi-leg trades appeared, including a July 17 $26/$27 call spread totaling 9,942 contracts and a diagonal spread pairing July 24 $24 calls with September 18 $30 calls totaling 3,000 contracts; these moves affect activity in the options and equity derivatives markets.

Options activity tied to Figma Inc. reached 145,248 contracts as of 2:20 p.m. New York time on Monday, according to exchange data compiled by Bloomberg. Calls overwhelmingly dominated trading, with 134,667 call contracts and 10,581 put contracts recorded in the same snapshot.

The single-largest block of transactions was the July 17, 2026 $28 call, where trading totaled 67,037 contracts. That volume contrasted with an open interest figure of 273 contracts for the same strike in the reported data.

Traders also executed a sizeable spread involving July 17, 2026 $26 and $27 calls, which together accounted for 9,942 contracts. Within that spread, the $26 calls registered 4,971 contracts with open interest of 1,118 contracts, and the $27 calls matched at 4,971 contracts with open interest listed at 586 contracts.

Other notable single-strike activity included the July 17, 2026 $25 call, which recorded 4,949 contracts against an open interest of 9,055 contracts. Separately, the July 17, 2026 $26 call was noted with 2,663 contracts traded and open interest of 1,118 contracts.

Multi-expiration strategies were also present in the session. A diagonal spread pairing July 24, 2026 $24 calls with September 18, 2026 $30 calls accounted for 3,000 contracts in total. That trade split evenly, with 1,500 contracts in the July 24 $24 calls (open interest 1,756) and 1,500 contracts in the September 18 $30 calls (open interest 10,108).

The data reflect a snapshot of activity through the specified time on Monday and were compiled from exchange sources. The concentration of activity in a small number of strikes and several multi-leg combinations shaped the overall options flow in the reported window.

Notable trades and open interest figures (reported):

  • Total options traded: 145,248 contracts (Calls: 134,667 | Puts: 10,581)
  • July 17, 2026 $28 call: 67,037 contracts (Open interest: 273)
  • July 17, 2026 $26/$27 call spread: 9,942 contracts (Each leg: 4,971 contracts; OI $26: 1,118; OI $27: 586)
  • July 17, 2026 $25 call: 4,949 contracts (Open interest: 9,055)
  • Diagonal spread July 24, 2026 $24 calls / Sept 18, 2026 $30 calls: 3,000 contracts (Each leg 1,500; OI $24: 1,756; OI $30: 10,108)
  • July 17, 2026 $26 call (separate): 2,663 contracts (Open interest: 1,118)

Risks

  • The data reflect a specific snapshot through 2:20 p.m. New York time on Monday; later trading could change the distribution and totals reported - this timing limitation affects the accuracy of any single-time assessment.
  • A large share of the reported volume was concentrated in the July 17, 2026 $28 call (67,037 contracts) while open interest at that strike was reported at 273 contracts, indicating a disparity between traded volume and existing open positions in the snapshot.
  • Significant activity in a small set of strikes and multi-leg spreads may complicate interpretation of broader investor sentiment across the equity derivatives market, as the reported flows are clustered rather than broadly distributed.

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