Levi Strauss & Co. (LEVI) Options History
Historical options analytics archive for LEVI with monthly max pain, implied volatility, gamma exposure, and put/call data.
87 months of complete options data available.
LEVI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LEVI. 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 | 18 | 45.4% | 31.7% | $21.00 | $222.6K | -$24.4M | 1.01 |
| 2026-05 | 19 | 36.6% | 18.8% | $21.00 | $255.3K | -$19.2M | 3.10 |
| 2026-04 | 19 | 36.3% | 12.5% | $22.00 | $480.3K | -$14.8M | 1.31 |
| 2026-03 | 19 | 48.5% | 24.6% | $20.00 | $43.6K | $6.9M | 5.63 |
| 2026-02 | 19 | 33.4% | 8.2% | $21.00 | $766.5K | -$16.6M | 1.60 |
| 2026-01 | 20 | 47.6% | 25.2% | $18.00 | -$752.9K | -$2.2M | 0.96 |
This archive aggregates LEVI's daily end-of-day options snapshots into monthly summaries, spanning 2019-04 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 LEVI 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 45.4%, a month-end max-pain strike around $21.00, an average put/call ratio of 1.01.
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
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked LEVI history questions
- How much options history is available for LEVI?
- This archive holds 87 months of LEVI options analytics, spanning 2019-04 through 2026-06. Each entry is a monthly rollup of LEVI'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 LEVI archive.
- What data does each monthly LEVI aggregate contain?
- Every monthly row summarizes that month of LEVI 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 45.4%, an average IV rank of 31.7%, a month-end max-pain strike around $21.00, an average put/call ratio of 1.01.
- How is the LEVI options-history archive built and how often does it update?
- The archive is derived from LEVI'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 LEVI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.