Liberty Latin America Ltd. (LILA) Options History
Historical options analytics archive for LILA with monthly max pain, implied volatility, gamma exposure, and put/call data.
121 months of complete options data available.
LILA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LILA. 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 | 84.4% | 14.2% | $7.50 | $2.9K | -$113.4K | 1.91 |
| 2026-05 | 19 | 113.2% | 27.9% | $4.63 | $364 | -$15.4K | 0.25 |
| 2026-04 | 19 | 86.5% | 23.2% | $4.63 | $37 | -$10.2K | 3.33 |
| 2026-03 | 19 | 68.4% | 16.5% | $4.63 | $39.9K | -$586.9K | 37.83 |
| 2026-02 | 19 | 92.0% | 25.4% | $7.72 | $24.3K | -$419.5K | 0.00 |
| 2026-01 | 20 | 65.1% | 15.2% | $4.63 | $19.1K | -$322.4K | 0.02 |
This archive aggregates LILA's daily end-of-day options snapshots into monthly summaries, spanning 2016-06 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 LILA 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 84.4%, a month-end max-pain strike around $7.50, an average put/call ratio of 1.91.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked LILA history questions
- How much options history is available for LILA?
- This archive holds 121 months of LILA options analytics, spanning 2016-06 through 2026-06. Each entry is a monthly rollup of LILA'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 LILA archive.
- What data does each monthly LILA aggregate contain?
- Every monthly row summarizes that month of LILA 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 84.4%, an average IV rank of 14.2%, a month-end max-pain strike around $7.50, an average put/call ratio of 1.91.
- How is the LILA options-history archive built and how often does it update?
- The archive is derived from LILA'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 LILA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.