Lithium Argentina AG (LAR) Options History
Historical options analytics archive for LAR with monthly max pain, implied volatility, gamma exposure, and put/call data.
17 months of complete options data available.
LAR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LAR. 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 | 104.3% | 35.0% | $7.50 | $114.1K | -$5.8M | 0.31 |
| 2026-05 | 15 | 93.8% | 42.0% | $7.50 | $221.2K | -$14.5M | 0.18 |
| 2026-04 | 16 | 93.7% | 42.0% | $5.00 | $300.3K | -$23.0M | 0.20 |
| 2026-03 | 19 | 97.2% | 46.8% | $7.50 | $154.5K | -$8.3M | 0.16 |
| 2026-02 | 19 | 94.4% | 44.8% | $7.50 | $171.0K | -$12.8M | 0.21 |
| 2026-01 | 20 | 100.3% | 49.1% | $5.00 | $189.5K | -$13.0M | 0.30 |
This archive aggregates LAR's daily end-of-day options snapshots into monthly summaries, spanning 2025-02 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 LAR 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 104.3%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.31.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked LAR history questions
- How much options history is available for LAR?
- This archive holds 17 months of LAR options analytics, spanning 2025-02 through 2026-06. Each entry is a monthly rollup of LAR'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 LAR archive.
- What data does each monthly LAR aggregate contain?
- Every monthly row summarizes that month of LAR 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 104.3%, an average IV rank of 35.0%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.31.
- How is the LAR options-history archive built and how often does it update?
- The archive is derived from LAR'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 LAR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.