LightPath Technologies, Inc. (LPTH) Options History
Historical options analytics archive for LPTH with monthly max pain, implied volatility, gamma exposure, and put/call data.
10 months of complete options data available.
LPTH monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LPTH. 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 | 21 | 122.9% | 46.9% | $15.00 | $203.4K | -$24.0M | 0.46 |
| 2026-05 | 19 | 130.2% | 55.9% | $12.50 | $472.5K | -$48.0M | 0.22 |
| 2026-04 | 21 | 115.3% | 37.5% | $12.50 | $216.1K | -$21.7M | 0.17 |
| 2026-03 | 22 | 110.8% | 22.6% | $10.00 | $205.2K | -$13.8M | 0.25 |
| 2026-02 | 19 | 121.6% | - | $7.50 | $139.0K | -$18.5M | 0.31 |
| 2026-01 | 20 | 108.1% | - | $12.50 | $304.5K | -$22.1M | 0.24 |
This archive aggregates LPTH's daily end-of-day options snapshots into monthly summaries, spanning 2025-09 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 LPTH 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 122.9%, a month-end max-pain strike around $15.00, an average put/call ratio of 0.46.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked LPTH history questions
- How much options history is available for LPTH?
- This archive holds 10 months of LPTH options analytics, spanning 2025-09 through 2026-06. Each entry is a monthly rollup of LPTH'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 LPTH archive.
- What data does each monthly LPTH aggregate contain?
- Every monthly row summarizes that month of LPTH 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 122.9%, an average IV rank of 46.9%, a month-end max-pain strike around $15.00, an average put/call ratio of 0.46.
- How is the LPTH options-history archive built and how often does it update?
- The archive is derived from LPTH'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 LPTH's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.