LendingClub Corporation (LC) Options History

Historical options analytics archive for LC with monthly max pain, implied volatility, gamma exposure, and put/call data.

139 months of complete options data available.

Month-by-month aggregates from the LC daily snapshot archive. IV and P/C are averages across days in the month; max pain and net GEX are end-of-month values.

LC monthly aggregates

Month-by-month rollups derived from the daily snapshot archive for LC. 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	50.7%	30.5%	-	$0	$0	1.58
2026-05	17	46.7%	22.4%	$17.00	$226.9K	-$8.9M	2.03
2026-04	17	67.9%	49.4%	$18.00	$7.9K	-$3.6M	0.53
2026-03	20	59.8%	31.0%	$16.00	$15.8K	$1.6M	1.25
2026-02	19	53.7%	23.6%	$16.00	$51.7K	$1.4M	0.65
2026-01	20	59.3%	30.4%	$19.00	$107.3K	$2.6M	0.28

This archive aggregates LC's daily end-of-day options snapshots into monthly summaries, spanning 2014-12 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 LC 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 50.7%, an average put/call ratio of 1.58.