Tema Photonics & Optical ETF (LAZR) Options History
Historical options analytics archive for LAZR with monthly max pain, implied volatility, gamma exposure, and put/call data.
61 months of complete options data available.
LAZR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LAZR. 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 |
|---|---|---|---|---|---|---|---|
| 2025-12 | 21 | 324.8% | 55.5% | - | $0 | $0 | 1.73 |
| 2025-11 | 19 | 312.0% | 66.5% | $1.00 | -$36.8K | $9.6M | 1.07 |
| 2025-10 | 23 | 191.0% | 54.1% | $2.50 | -$52.4K | $11.3M | 0.92 |
| 2025-09 | 21 | 115.3% | 21.1% | $2.00 | $59.1K | -$2.3M | 0.45 |
| 2025-08 | 21 | 109.3% | 23.0% | $3.00 | $20.9K | $354.2K | 0.47 |
| 2025-07 | 22 | 113.7% | 23.8% | $3.00 | $97.6K | -$5.8M | 0.20 |
This archive aggregates LAZR's daily end-of-day options snapshots into monthly summaries, spanning 2020-12 through 2025-12. 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 LAZR 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 (2025-12) shows an average ATM implied volatility near 324.8%, an average put/call ratio of 1.73.
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
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
Frequently asked LAZR history questions
- How much options history is available for LAZR?
- This archive holds 61 months of LAZR options analytics, spanning 2020-12 through 2025-12. Each entry is a monthly rollup of LAZR'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 LAZR archive.
- What data does each monthly LAZR aggregate contain?
- Every monthly row summarizes that month of LAZR 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, 2025-12 recorded an average ATM implied volatility near 324.8%, an average IV rank of 55.5%, an average put/call ratio of 1.73.
- How is the LAZR options-history archive built and how often does it update?
- The archive is derived from LAZR'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 LAZR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.