Golar LNG Limited (GLNG) Options History
Historical options analytics archive for GLNG with monthly max pain, implied volatility, gamma exposure, and put/call data.
225 months of complete options data available.
GLNG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for GLNG. 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 | 34.7% | 16.2% | $50.00 | $6.3M | -$137.7M | 1.88 |
| 2026-05 | 20 | 38.1% | 22.2% | $55.00 | $6.0M | -$167.4M | 0.57 |
| 2026-04 | 21 | 38.8% | 19.6% | $55.00 | $9.7M | -$381.4M | 0.55 |
| 2026-03 | 22 | 41.0% | 16.3% | $47.00 | $9.3M | -$402.2M | 0.31 |
| 2026-02 | 19 | 35.5% | 10.6% | $41.00 | $3.0M | -$73.5M | 4.47 |
| 2026-01 | 20 | 29.4% | 4.2% | $39.00 | $1.7M | -$41.5M | 0.77 |
This archive aggregates GLNG's daily end-of-day options snapshots into monthly summaries, spanning 2007-10 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 GLNG 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 34.7%, a month-end max-pain strike around $50.00, an average put/call ratio of 1.88.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
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2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
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
Frequently asked GLNG history questions
- How much options history is available for GLNG?
- This archive holds 225 months of GLNG options analytics, spanning 2007-10 through 2026-06. Each entry is a monthly rollup of GLNG'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 GLNG archive.
- What data does each monthly GLNG aggregate contain?
- Every monthly row summarizes that month of GLNG 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 34.7%, an average IV rank of 16.2%, a month-end max-pain strike around $50.00, an average put/call ratio of 1.88.
- How is the GLNG options-history archive built and how often does it update?
- The archive is derived from GLNG'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 GLNG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.