Lakeland Industries, Inc. (LAKE) Options History
Historical options analytics archive for LAKE with monthly max pain, implied volatility, gamma exposure, and put/call data.
102 months of complete options data available.
LAKE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LAKE. 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 | 15 | 88.5% | 13.1% | $10.00 | $22.8K | -$648.2K | 0.17 |
| 2026-05 | 15 | 120.1% | 19.8% | $10.00 | $19.8K | -$898.8K | 0.17 |
| 2026-04 | 16 | 80.7% | 10.8% | $10.00 | $11.7K | -$325.9K | 2.48 |
| 2026-03 | 19 | 170.5% | 36.0% | $10.00 | $2.4K | $178.6K | 10.11 |
| 2026-02 | 19 | 64.1% | 14.1% | $10.00 | $6.2K | -$236.5K | 0.15 |
| 2026-01 | 20 | 91.5% | 26.0% | $7.50 | $8.8K | -$669.3K | 1.32 |
This archive aggregates LAKE's daily end-of-day options snapshots into monthly summaries, spanning 2018-01 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 LAKE 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 88.5%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.17.
2026
Jan | Feb | Mar | Apr | May | Jun
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked LAKE history questions
- How much options history is available for LAKE?
- This archive holds 102 months of LAKE options analytics, spanning 2018-01 through 2026-06. Each entry is a monthly rollup of LAKE'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 LAKE archive.
- What data does each monthly LAKE aggregate contain?
- Every monthly row summarizes that month of LAKE 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 88.5%, an average IV rank of 13.1%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.17.
- How is the LAKE options-history archive built and how often does it update?
- The archive is derived from LAKE'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 LAKE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.