Lindblad Expeditions Holdings, Inc. (LIND) Options History
Historical options analytics archive for LIND with monthly max pain, implied volatility, gamma exposure, and put/call data.
71 months of complete options data available.
LIND monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LIND. 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 | 72.1% | 23.0% | $30.00 | -$1.8K | -$1.6M | 2.87 |
| 2026-05 | 19 | 86.4% | 31.1% | $17.50 | $6.2K | -$1.2M | 2.92 |
| 2026-04 | 19 | 85.1% | 29.8% | $20.00 | $1.9K | -$335.9K | 6.25 |
| 2026-03 | 19 | 74.8% | 23.6% | $17.50 | $3.8K | -$422.4K | 0.16 |
| 2026-02 | 19 | 69.9% | 20.8% | $20.00 | $4.7K | -$753.1K | 0.82 |
| 2026-01 | 20 | 85.4% | 29.9% | $17.50 | $1.7K | -$167.2K | 0.25 |
This archive aggregates LIND's daily end-of-day options snapshots into monthly summaries, spanning 2020-08 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 LIND 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 72.1%, a month-end max-pain strike around $30.00, an average put/call ratio of 2.87.
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
Frequently asked LIND history questions
- How much options history is available for LIND?
- This archive holds 71 months of LIND options analytics, spanning 2020-08 through 2026-06. Each entry is a monthly rollup of LIND'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 LIND archive.
- What data does each monthly LIND aggregate contain?
- Every monthly row summarizes that month of LIND 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 72.1%, an average IV rank of 23.0%, a month-end max-pain strike around $30.00, an average put/call ratio of 2.87.
- How is the LIND options-history archive built and how often does it update?
- The archive is derived from LIND'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 LIND's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.