Loar Holdings Inc. (LOAR) Options History
Historical options analytics archive for LOAR with monthly max pain, implied volatility, gamma exposure, and put/call data.
25 months of complete options data available.
LOAR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LOAR. 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 | 20 | 49.2% | 21.8% | $60.00 | $178.0K | -$8.9M | 0.94 |
| 2026-05 | 19 | 55.9% | 29.6% | $50.00 | $14.5K | -$3.0M | 1.49 |
| 2026-04 | 18 | 56.3% | 30.1% | $60.00 | -$130.4K | $2.9M | 1.77 |
| 2026-03 | 20 | 52.0% | 25.1% | $65.00 | $63.1K | -$2.4M | 3.16 |
| 2026-02 | 19 | 50.0% | 22.7% | $70.00 | $91.6K | -$3.3M | 0.43 |
| 2026-01 | 20 | 42.6% | 14.1% | $70.00 | $41.5K | -$1.2M | 0.80 |
This archive aggregates LOAR's daily end-of-day options snapshots into monthly summaries, spanning 2024-06 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 LOAR 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 49.2%, a month-end max-pain strike around $60.00, an average put/call ratio of 0.94.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked LOAR history questions
- How much options history is available for LOAR?
- This archive holds 25 months of LOAR options analytics, spanning 2024-06 through 2026-06. Each entry is a monthly rollup of LOAR'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 LOAR archive.
- What data does each monthly LOAR aggregate contain?
- Every monthly row summarizes that month of LOAR 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 49.2%, an average IV rank of 21.8%, a month-end max-pain strike around $60.00, an average put/call ratio of 0.94.
- How is the LOAR options-history archive built and how often does it update?
- The archive is derived from LOAR'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 LOAR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.