LifeStance Health Group, Inc. (LFST) Options History
Historical options analytics archive for LFST with monthly max pain, implied volatility, gamma exposure, and put/call data.
60 months of complete options data available.
LFST monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LFST. 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 | 37.9% | 27.2% | $6.00 | $188.6K | -$7.5M | 1.02 |
| 2026-05 | 19 | 39.5% | 25.9% | $6.00 | $57.4K | -$898.2K | 1.17 |
| 2026-04 | 19 | 72.1% | 44.6% | $7.00 | $48.1K | -$1.3M | 0.29 |
| 2026-03 | 20 | 60.5% | 34.6% | $5.00 | $25.3K | -$411.9K | 1.92 |
| 2026-02 | 19 | 64.3% | 37.9% | $7.00 | $28.3K | -$719.0K | 0.12 |
| 2026-01 | 20 | 47.9% | 23.8% | $6.00 | $24.2K | -$658.0K | 0.02 |
This archive aggregates LFST's daily end-of-day options snapshots into monthly summaries, spanning 2021-07 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 LFST 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 37.9%, a month-end max-pain strike around $6.00, an average put/call ratio of 1.02.
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
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked LFST history questions
- How much options history is available for LFST?
- This archive holds 60 months of LFST options analytics, spanning 2021-07 through 2026-06. Each entry is a monthly rollup of LFST'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 LFST archive.
- What data does each monthly LFST aggregate contain?
- Every monthly row summarizes that month of LFST 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 37.9%, an average IV rank of 27.2%, a month-end max-pain strike around $6.00, an average put/call ratio of 1.02.
- How is the LFST options-history archive built and how often does it update?
- The archive is derived from LFST'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 LFST's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.