Live Oak Bancshares, Inc. (LOB) Options History
Historical options analytics archive for LOB with monthly max pain, implied volatility, gamma exposure, and put/call data.
121 months of complete options data available.
LOB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LOB. 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 | 51.0% | 13.6% | $40.00 | $3.9K | -$459.6K | 7.23 |
| 2026-06 | 20 | 37.6% | 9.0% | $35.00 | $34.2K | -$829.6K | 0.39 |
| 2026-05 | 19 | 50.6% | 7.9% | $25.00 | $107.5K | -$1.6M | 1.85 |
| 2026-04 | 18 | 74.8% | 16.1% | $40.00 | $96.0K | -$1.5M | 1.24 |
| 2026-03 | 20 | 95.3% | 29.9% | $30.00 | $46.0K | -$969.0K | 2.44 |
| 2026-02 | 19 | 54.0% | 16.8% | $35.00 | $66.9K | -$1.8M | 0.78 |
This archive aggregates LOB's daily end-of-day options snapshots into monthly summaries, spanning 2016-07 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 LOB 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 51.0%, a month-end max-pain strike around $40.00, an average put/call ratio of 7.23.
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
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked LOB history questions
- How much options history is available for LOB?
- This archive holds 121 months of LOB options analytics, spanning 2016-07 through 2026-07. Each entry is a monthly rollup of LOB'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 LOB archive.
- What data does each monthly LOB aggregate contain?
- Every monthly row summarizes that month of LOB 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 51.0%, an average IV rank of 13.6%, a month-end max-pain strike around $40.00, an average put/call ratio of 7.23.
- How is the LOB options-history archive built and how often does it update?
- The archive is derived from LOB'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 LOB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.