Legence Corp. Class A Common stock (LGN) Options History
Historical options analytics archive for LGN with monthly max pain, implied volatility, gamma exposure, and put/call data.
6 months of complete options data available.
LGN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LGN. 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 | 69.8% | - | $85.00 | $328.6K | -$16.9M | 0.30 |
| 2026-05 | 19 | 84.8% | - | $75.00 | $371.9K | -$17.4M | 0.30 |
| 2026-04 | 18 | 75.6% | - | $65.00 | $192.9K | -$20.9M | 0.42 |
| 2026-03 | 20 | 82.2% | - | $50.00 | $215.5K | -$5.7M | 0.38 |
| 2026-02 | 19 | 74.7% | - | $50.00 | $141.7K | -$5.6M | 0.22 |
| 2026-01 | 13 | 74.4% | - | $45.00 | $138.0K | -$2.4M | 0.06 |
This archive aggregates LGN's daily end-of-day options snapshots into monthly summaries, spanning 2026-01 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 LGN 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 69.8%, a month-end max-pain strike around $85.00, an average put/call ratio of 0.30.
2026
Jan | Feb | Mar | Apr | May | Jun
Frequently asked LGN history questions
- How much options history is available for LGN?
- This archive holds 6 months of LGN options analytics, spanning 2026-01 through 2026-06. Each entry is a monthly rollup of LGN'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 LGN archive.
- What data does each monthly LGN aggregate contain?
- Every monthly row summarizes that month of LGN 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 69.8%, a month-end max-pain strike around $85.00, an average put/call ratio of 0.30.
- How is the LGN options-history archive built and how often does it update?
- The archive is derived from LGN'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 LGN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.