Lincoln Educational Services Corporation (LINC) Options History
Historical options analytics archive for LINC with monthly max pain, implied volatility, gamma exposure, and put/call data.
207 months of complete options data available.
LINC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LINC. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 54.0% | 11.9% | $25.00 | -$32.5K | $1.7M | 2.16 |
| 2026-08 | 21 | 70.8% | 32.6% | $30.00 | -$76.6K | $4.9M | 2.31 |
| 2026-07 | 22 | 62.0% | 49.2% | $45.00 | $16.3K | -$817.9K | 0.72 |
| 2026-06 | 15 | 50.4% | 32.2% | $45.00 | $158.4K | -$5.5M | 0.27 |
| 2026-05 | 19 | 59.4% | 45.3% | $40.00 | $136.6K | -$6.5M | 0.51 |
| 2026-04 | 19 | 59.6% | 45.7% | $35.00 | $91.2K | -$3.3M | 0.51 |
This archive aggregates LINC's daily end-of-day options snapshots into monthly summaries, spanning 2009-07 through 2026-09. 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 LINC 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 (2026-09) shows an average ATM implied volatility near 54.0%, a month-end max-pain strike around $25.00, an average put/call ratio of 2.16.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked LINC history questions
- How much options history is available for LINC?
- This archive holds 207 months of LINC options analytics, spanning 2009-07 through 2026-09. Each entry is a monthly rollup of LINC'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 LINC archive.
- What data does each monthly LINC aggregate contain?
- Every monthly row summarizes that month of LINC 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, 2026-09 recorded an average ATM implied volatility near 54.0%, an average IV rank of 11.9%, a month-end max-pain strike around $25.00, an average put/call ratio of 2.16.
- How is the LINC options-history archive built and how often does it update?
- The archive is derived from LINC'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 LINC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.