Lineage, Inc. (LINE) Options History
Historical options analytics archive for LINE with monthly max pain, implied volatility, gamma exposure, and put/call data.
136 months of complete options data available.
LINE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LINE. 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 | 41.3% | 10.1% | $50.00 | $382.9K | -$5.3M | 0.62 |
| 2026-05 | 19 | 45.9% | 12.2% | $45.00 | $518.8K | -$15.8M | 0.54 |
| 2026-04 | 19 | 68.0% | 26.8% | $30.00 | $187.3K | $889.5K | 0.34 |
| 2026-03 | 19 | 49.5% | 62.6% | $40.00 | -$135.5K | $9.3M | 1.22 |
| 2026-02 | 19 | 47.0% | 57.4% | $40.00 | $263.7K | -$2.9M | 0.37 |
| 2026-01 | 20 | 40.7% | 44.3% | $35.00 | $166.9K | $2.2M | 0.47 |
This archive aggregates LINE's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 LINE 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 41.3%, a month-end max-pain strike around $50.00, an average put/call ratio of 0.62.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
2016
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
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2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked LINE history questions
- How much options history is available for LINE?
- This archive holds 136 months of LINE options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of LINE'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 LINE archive.
- What data does each monthly LINE aggregate contain?
- Every monthly row summarizes that month of LINE 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 41.3%, an average IV rank of 10.1%, a month-end max-pain strike around $50.00, an average put/call ratio of 0.62.
- How is the LINE options-history archive built and how often does it update?
- The archive is derived from LINE'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 LINE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.