Limbach Holdings, Inc. (LMB) Options History
Historical options analytics archive for LMB with monthly max pain, implied volatility, gamma exposure, and put/call data.
58 months of complete options data available.
LMB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LMB. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 93.6% | 77.3% | $75.00 | $107.2K | -$2.8M | 2.24 |
| 2026-06 | 18 | 77.8% | 62.9% | $80.00 | $262.7K | -$4.1M | 2.01 |
| 2026-05 | 19 | 75.7% | 60.4% | $80.00 | $355.3K | -$10.1M | 1.43 |
| 2026-04 | 19 | 78.9% | 67.7% | $85.00 | $61.6K | -$2.1M | 0.59 |
| 2026-03 | 21 | 68.2% | 37.7% | $85.00 | -$114.2K | $1.7M | 9.84 |
| 2026-02 | 19 | 68.7% | 34.5% | $90.00 | $161.0K | -$3.8M | 0.63 |
This archive aggregates LMB's daily end-of-day options snapshots into monthly summaries, spanning 2021-10 through 2026-07. 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 LMB 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 (2026-07) shows an average ATM implied volatility near 93.6%, a month-end max-pain strike around $75.00, an average put/call ratio of 2.24.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
Frequently asked LMB history questions
- How much options history is available for LMB?
- This archive holds 58 months of LMB options analytics, spanning 2021-10 through 2026-07. Each entry is a monthly rollup of LMB'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 LMB archive.
- What data does each monthly LMB aggregate contain?
- Every monthly row summarizes that month of LMB 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, 2026-07 recorded an average ATM implied volatility near 93.6%, an average IV rank of 77.3%, a month-end max-pain strike around $75.00, an average put/call ratio of 2.24.
- How is the LMB options-history archive built and how often does it update?
- The archive is derived from LMB'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 LMB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.