Lithia Motors, Inc. (LAD) Options History
Historical options analytics archive for LAD with monthly max pain, implied volatility, gamma exposure, and put/call data.
204 months of complete options data available.
LAD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LAD. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 18 | 37.9% | 28.8% | $310.00 | -$830.6K | -$37.1M | 1.07 |
| 2026-06 | 14 | 33.9% | 16.9% | $270.00 | -$3.5M | $63.6M | 2.42 |
| 2026-05 | 15 | 36.4% | 24.2% | $270.00 | -$3.4M | $59.4M | 0.79 |
| 2026-04 | 16 | 43.4% | 32.2% | $280.00 | -$2.6M | $60.1M | 3.26 |
| 2026-03 | 19 | 40.6% | 19.5% | $260.00 | -$2.7M | $84.3M | 14.78 |
| 2026-02 | 19 | 42.7% | 22.8% | $300.00 | -$1.9M | $44.7M | 5.05 |
This archive aggregates LAD's daily end-of-day options snapshots into monthly summaries, spanning 2009-08 through 2026-07. 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 LAD 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 (2026-07) shows an average ATM implied volatility near 37.9%, a month-end max-pain strike around $310.00, an average put/call ratio of 1.07.
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
Frequently asked LAD history questions
- How much options history is available for LAD?
- This archive holds 204 months of LAD options analytics, spanning 2009-08 through 2026-07. Each entry is a monthly rollup of LAD'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 LAD archive.
- What data does each monthly LAD aggregate contain?
- Every monthly row summarizes that month of LAD 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, 2026-07 recorded an average ATM implied volatility near 37.9%, an average IV rank of 28.8%, a month-end max-pain strike around $310.00, an average put/call ratio of 1.07.
- How is the LAD options-history archive built and how often does it update?
- The archive is derived from LAD'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 LAD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.