Lakeland Industries, Inc. (LAKE) Options History
Historical options analytics archive for LAKE with monthly max pain, implied volatility, gamma exposure, and put/call data.
105 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 55.7% | 7.7% | $10.00 | -$2.9K | -$156.2K | 0.88 |
| 2026-08 | 21 | 84.0% | 13.6% | $12.50 | $8.9K | -$335.7K | 0.20 |
| 2026-07 | 19 | 87.8% | 14.4% | $12.50 | $4.2K | -$189.3K | 0.49 |
| 2026-06 | 15 | 88.5% | 14.2% | $10.00 | $22.8K | -$648.2K | 0.17 |
| 2026-05 | 15 | 120.1% | 20.8% | $10.00 | $19.8K | -$898.8K | 0.17 |
| 2026-04 | 16 | 80.7% | 12.5% | $10.00 | $11.7K | -$325.9K | 2.48 |
This archive aggregates LAKE's daily end-of-day options snapshots into monthly summaries, spanning 2018-01 through 2026-09. 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 (2026-09) shows an average ATM implied volatility near 55.7%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.88.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
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2024
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2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
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 105 months of LAKE options analytics, spanning 2018-01 through 2026-09. 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, 2026-09 recorded an average ATM implied volatility near 55.7%, an average IV rank of 7.7%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.88.
- 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.