LENZ Therapeutics, Inc. (LENZ) Options History
Historical options analytics archive for LENZ with monthly max pain, implied volatility, gamma exposure, and put/call data.
15 months of complete options data available.
LENZ monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LENZ. 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 | 19 | 186.8% | 38.5% | $7.50 | $3.0K | $120.8K | 10.84 |
| 2026-05 | 19 | 142.3% | 59.2% | $10.00 | $10.3K | -$408.4K | 1.67 |
| 2026-04 | 20 | 108.0% | 48.7% | $10.00 | $9.4K | -$838.2K | 0.95 |
| 2026-03 | 18 | 163.3% | 61.2% | $17.50 | -$14.0K | $695.7K | 0.89 |
| 2026-02 | 19 | 126.7% | 47.9% | $12.50 | -$2.1K | $525.5K | 0.70 |
| 2026-01 | 20 | 99.8% | 28.4% | $17.50 | $7.2K | -$120.2K | 0.34 |
This archive aggregates LENZ's daily end-of-day options snapshots into monthly summaries, spanning 2025-04 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 LENZ 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 186.8%, a month-end max-pain strike around $7.50, an average put/call ratio of 10.84.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked LENZ history questions
- How much options history is available for LENZ?
- This archive holds 15 months of LENZ options analytics, spanning 2025-04 through 2026-06. Each entry is a monthly rollup of LENZ'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 LENZ archive.
- What data does each monthly LENZ aggregate contain?
- Every monthly row summarizes that month of LENZ 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 186.8%, an average IV rank of 38.5%, a month-end max-pain strike around $7.50, an average put/call ratio of 10.84.
- How is the LENZ options-history archive built and how often does it update?
- The archive is derived from LENZ'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 LENZ's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.