LCI Industries (LCII) Options History
Historical options analytics archive for LCII with monthly max pain, implied volatility, gamma exposure, and put/call data.
114 months of complete options data available.
LCII monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LCII. 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 | 16 | 43.7% | 7.3% | $100.00 | -$29.4K | $2.4M | 12.57 |
| 2026-05 | 18 | 130.7% | 35.4% | $110.00 | -$32.5K | $983.2K | 13.71 |
| 2026-04 | 18 | 43.8% | 56.0% | $120.00 | $271.3K | -$3.0M | 11.09 |
| 2026-03 | 20 | 35.8% | 31.6% | $125.00 | $346.1K | -$4.2M | 8.29 |
| 2026-02 | 19 | 38.9% | 36.0% | $150.00 | $268.9K | -$8.3M | 1.87 |
| 2026-01 | 20 | 33.0% | 27.4% | $120.00 | $383.6K | -$18.3M | 0.83 |
This archive aggregates LCII's daily end-of-day options snapshots into monthly summaries, spanning 2017-01 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 LCII 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 43.7%, a month-end max-pain strike around $100.00, an average put/call ratio of 12.57.
2026
Jan | Feb | Mar | Apr | May | Jun
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
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
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked LCII history questions
- How much options history is available for LCII?
- This archive holds 114 months of LCII options analytics, spanning 2017-01 through 2026-06. Each entry is a monthly rollup of LCII'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 LCII archive.
- What data does each monthly LCII aggregate contain?
- Every monthly row summarizes that month of LCII 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 43.7%, an average IV rank of 7.3%, a month-end max-pain strike around $100.00, an average put/call ratio of 12.57.
- How is the LCII options-history archive built and how often does it update?
- The archive is derived from LCII'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 LCII's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.