Life360, Inc. (LIF) Options History
Historical options analytics archive for LIF with monthly max pain, implied volatility, gamma exposure, and put/call data.
15 months of complete options data available.
LIF monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LIF. 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 | 69.3% | 19.7% | $45.00 | $67.3K | -$3.0M | 1.00 |
| 2026-05 | 19 | 94.6% | 40.0% | $45.00 | -$24.4K | $1.1M | 2.20 |
| 2026-04 | 19 | 88.8% | 39.0% | $50.00 | -$114.2K | $5.4M | 3.80 |
| 2026-03 | 19 | 95.3% | 37.8% | $50.00 | -$13.5K | $1.1M | 3.19 |
| 2026-02 | 19 | 85.3% | 43.3% | $55.00 | $12.8K | $19.2K | 1.79 |
| 2026-01 | 20 | 64.9% | 25.9% | $65.00 | $27.7K | $165.2K | 5.80 |
This archive aggregates LIF's daily end-of-day options snapshots into monthly summaries, spanning 2025-04 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 LIF 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 69.3%, a month-end max-pain strike around $45.00, an average put/call ratio of 1.00.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked LIF history questions
- How much options history is available for LIF?
- This archive holds 15 months of LIF options analytics, spanning 2025-04 through 2026-06. Each entry is a monthly rollup of LIF'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 LIF archive.
- What data does each monthly LIF aggregate contain?
- Every monthly row summarizes that month of LIF 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 69.3%, an average IV rank of 19.7%, a month-end max-pain strike around $45.00, an average put/call ratio of 1.00.
- How is the LIF options-history archive built and how often does it update?
- The archive is derived from LIF'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 LIF's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.