Equity LifeStyle Properties, Inc. (ELS) Options History
Historical options analytics archive for ELS with monthly max pain, implied volatility, gamma exposure, and put/call data.
224 months of complete options data available.
ELS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ELS. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 125.2% | 34.3% | $60.00 | $42.2K | -$1.6M | 1.16 |
| 2026-05 | 20 | 203.7% | 62.8% | $60.00 | $223.2K | $166.3K | 1.23 |
| 2026-04 | 21 | 84.7% | 26.2% | $65.00 | $544.8K | -$4.2M | 7.05 |
| 2026-03 | 21 | 97.0% | 38.7% | $65.00 | $539.6K | -$3.0M | 0.75 |
| 2026-02 | 19 | 29.0% | 11.9% | $65.00 | $14.9K | -$649.4K | 0.89 |
| 2026-01 | 20 | 36.5% | 19.4% | $55.00 | $1.6M | -$25.6M | 1.59 |
This archive aggregates ELS's daily end-of-day options snapshots into monthly summaries, spanning 2007-07 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how ELS option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 125.2%, a month-end max-pain strike around $60.00, an average put/call ratio of 1.16.
2026
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2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
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2007
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Frequently asked ELS history questions
- How much options history is available for ELS?
- This archive holds 224 months of ELS options analytics, spanning 2007-07 through 2026-06. Each entry is a monthly rollup of ELS's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the ELS archive.
- What data does each monthly ELS aggregate contain?
- Every monthly row summarizes that month of ELS option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 125.2%, an average IV rank of 34.3%, a month-end max-pain strike around $60.00, an average put/call ratio of 1.16.
- How is the ELS options-history archive built and how often does it update?
- The archive is derived from ELS's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how ELS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.