Lifecore Biomedical, Inc. (LFCR) Options History
Historical options analytics archive for LFCR with monthly max pain, implied volatility, gamma exposure, and put/call data.
43 months of complete options data available.
LFCR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LFCR. 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 | 74.2% | 20.2% | $2.50 | $8.0K | -$393.1K | 0.28 |
| 2026-05 | 19 | 109.6% | 42.0% | $5.00 | $5.2K | -$152.3K | 10.65 |
| 2026-04 | 19 | 83.2% | 40.7% | $5.00 | $5.0K | -$244.0K | 0.25 |
| 2026-03 | 19 | 66.6% | 27.2% | $5.00 | $975 | $58.0K | 3.20 |
| 2026-02 | 19 | 78.4% | 31.1% | $5.00 | $6.4K | -$573.9K | 3.74 |
| 2026-01 | 20 | 82.0% | 33.7% | $7.50 | $9.5K | -$996.7K | 2.64 |
This archive aggregates LFCR's daily end-of-day options snapshots into monthly summaries, spanning 2022-12 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 LFCR 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 74.2%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.28.
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
Frequently asked LFCR history questions
- How much options history is available for LFCR?
- This archive holds 43 months of LFCR options analytics, spanning 2022-12 through 2026-06. Each entry is a monthly rollup of LFCR'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 LFCR archive.
- What data does each monthly LFCR aggregate contain?
- Every monthly row summarizes that month of LFCR 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 74.2%, an average IV rank of 20.2%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.28.
- How is the LFCR options-history archive built and how often does it update?
- The archive is derived from LFCR'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 LFCR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.