Leslie's, Inc. (LESL) Options History
Historical options analytics archive for LESL with monthly max pain, implied volatility, gamma exposure, and put/call data.
65 months of complete options data available.
LESL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LESL. 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 | 166.4% | 30.7% | $7.50 | $15.7K | -$3.7M | 0.83 |
| 2026-05 | 19 | 88.5% | 14.2% | $2.50 | $3.0K | -$439.8K | 1.50 |
| 2026-04 | 20 | 65.5% | 9.4% | $2.50 | $225 | $96.8K | 0.91 |
| 2026-03 | 19 | 157.8% | 28.5% | $2.50 | $1 | $93.1K | 0.17 |
| 2026-02 | 19 | 225.1% | 42.6% | $2.50 | $0 | $94.6K | 0.30 |
| 2026-01 | 20 | 185.4% | 34.2% | $2.50 | -$335 | $67.5K | 4.88 |
This archive aggregates LESL's daily end-of-day options snapshots into monthly summaries, spanning 2021-02 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 LESL 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 166.4%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.83.
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
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked LESL history questions
- How much options history is available for LESL?
- This archive holds 65 months of LESL options analytics, spanning 2021-02 through 2026-06. Each entry is a monthly rollup of LESL'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 LESL archive.
- What data does each monthly LESL aggregate contain?
- Every monthly row summarizes that month of LESL 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 166.4%, an average IV rank of 30.7%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.83.
- How is the LESL options-history archive built and how often does it update?
- The archive is derived from LESL'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 LESL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.