LII Options History — August 2025

In August 2025, LII traded between $557.43 and $611.00. ATM implied volatility averaged 28.1%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded below realized volatility by 7.4% (HV 20d: 35.5%). Max pain ranged from $600.00 to $630.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 8.84.

Notable Days

  • 2025-08-14: Highest Volume — 943 contracts
  • 2025-08-11: Largest IV spike — 33.4% change
  • 2025-08-11: Highest IV Rank — 15.5%
  • 2025-08-29: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$587.79$557.43$611.00$603.42$557.43
Max Pain$610.48$600.00$630.00$630.00$600.00
ATM IV28.1%24.1%32.2%30.0%30.7%
Expected Move8.0%7.5%8.8%8.6%8.8%
HV 20d35.5%28.9%38.1%38.1%33.1%
HV 60d30.4%29.0%32.2%30.3%32.0%
IV Rank7.8%0.3%15.5%11.4%12.7%
IV Percentile29.2%1.2%61.1%46.0%54.4%
Term Structure0.8%-2.0%3.1%-2.0%0.3%
VWIV25.9%15.9%29.5%15.9%28.8%
Skew 25d3.3%-0.3%8.5%8.5%1.8%
Skew 10d4.2%-7.9%14.3%5.5%-2.7%
Call IV 25d25.4%22.0%28.4%25.1%28.1%
Put IV 25d28.7%25.6%33.6%33.6%29.8%
Bid-Ask Spread %89.8883.0295.0695.0689.99
Gamma HHI0.210.170.290.240.18
Net GEX-859.4K-1.9M-20.3K-557.2K-1.1M
Net DEX24.9M626.7K49.0M10.5M49.0M
Net VEX-119.4K-192.5K-54.0K-81.3K-132.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio8.840.07103.7817.500.56
Total Volume143.2861494322214
Total OI2,256.7621,9153,1722,2692,338

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-08-01$603.42$630.0030.0%8.6%38.1%11.4%15.9%8.5%-2.0%-557.2K10.5M-81.3K17.5095.06122101,363906
2025-08-04$601.14$620.0029.2%7.5%37.0%9.9%24.2%3.8%2.6%-334.3K7.7M-75.7K0.5786.5928161,365860
2025-08-05$602.86$620.0026.1%7.8%36.9%4.1%27.4%3.6%2.0%-234.5K7.1M-75.3K3.1487.6314441,378861
2025-08-06$594.75$620.0026.1%7.6%37.1%4.0%26.7%-0.3%2.8%-498.5K10.8M-69.6K0.8388.6512101,381862
2025-08-07$594.50$620.0025.3%7.8%35.2%2.6%24.7%4.0%2.0%-451.3K9.5M-69.6K0.6991.931391,375855
2025-08-08$581.95$620.0024.1%7.6%35.8%0.3%22.8%3.9%1.5%-827.1K16.0M-59.1K0.1990.052141,366846
2025-08-11$580.98$610.0032.2%7.7%35.8%15.5%26.8%4.5%2.5%-903.4K12.3M-54.0K4.3191.48321381,359743
2025-08-12$590.13$610.0029.9%7.5%36.1%11.3%26.1%4.1%2.6%-1.1M14.4M-55.9K42.7391.22156411,383863
2025-08-13$611.00$610.0026.6%7.6%38.0%5.0%25.5%3.6%3.1%-20.3K626.7K-60.8K1.4691.0350731,393861
2025-08-14$599.50$610.0027.1%7.8%37.9%5.9%24.5%2.1%0.4%-811.1K9.7M-61.5K103.7890.4499341,433917
2025-08-15$594.51$610.0026.7%7.7%38.0%5.3%26.2%3.4%1.0%-1.9M40.1M-182.1K2.1988.7831681,4351,737
2025-08-18$599.38$610.0027.0%7.7%37.8%5.7%25.6%4.1%1.4%-1.3M32.5M-179.1K0.5083.021475191,396
2025-08-19$610.70$610.0028.0%8.0%37.1%7.5%26.6%1.2%0.6%-1.3M27.6M-185.1K0.0792.09243165271,399
2025-08-20$592.58$610.0029.0%8.3%28.9%9.6%29.1%2.2%-1.5%-720.3K29.4M-192.5K0.1691.571937451,410
2025-08-21$570.15$610.0030.5%8.8%30.5%12.4%29.5%1.5%-1.6%-867.1K40.3M-167.0K0.8889.3326237721,414
2025-08-22$592.43$600.0027.4%7.9%34.6%6.5%25.9%3.5%-0.7%-738.8K30.5M-191.0K0.1690.795597811,426
2025-08-25$572.08$600.0029.1%8.3%36.0%9.6%28.9%2.1%-0.4%-888.7K39.1M-167.3K4.7189.6814668001,428
2025-08-26$566.86$600.0028.4%8.1%35.6%8.4%27.1%3.2%-0.1%-1.2M44.7M-154.0K0.3190.411658031,478
2025-08-27$569.25$600.0028.0%8.0%32.7%7.6%28.2%2.7%1.4%-1.1M43.7M-158.1K0.5986.9032198111,476
2025-08-28$558.00$600.0028.6%8.2%33.2%8.9%24.1%5.5%-0.8%-1.2M48.2M-135.0K0.2690.793598421,485
2025-08-29$557.43$600.0030.7%8.8%33.1%12.7%28.8%1.8%0.3%-1.1M49.0M-132.9K0.5689.99958511,487