Liquidity Services, Inc. (LQDT) Options History
Historical options analytics archive for LQDT with monthly max pain, implied volatility, gamma exposure, and put/call data.
184 months of complete options data available.
LQDT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LQDT. 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 | 52.4% | 36.6% | $22.50 | $14.6K | -$582.3K | 0.40 |
| 2026-06 | 21 | 37.0% | 18.1% | $35.00 | $13.6K | -$595.0K | 0.10 |
| 2026-05 | 20 | 49.9% | 31.7% | $35.00 | $37.5K | -$759.3K | 0.25 |
| 2026-04 | 20 | 57.4% | 39.0% | $30.00 | $12.4K | -$448.1K | 0.50 |
| 2026-03 | 22 | 45.9% | 27.0% | $30.00 | $4.1K | -$135.4K | 0.51 |
| 2026-02 | 19 | 48.4% | 29.1% | $22.50 | $30.5K | -$494.4K | 0.56 |
This archive aggregates LQDT's daily end-of-day options snapshots into monthly summaries, spanning 2011-04 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 LQDT 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 52.4%, a month-end max-pain strike around $22.50, an average put/call ratio of 0.40.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
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
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked LQDT history questions
- How much options history is available for LQDT?
- This archive holds 184 months of LQDT options analytics, spanning 2011-04 through 2026-07. Each entry is a monthly rollup of LQDT'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 LQDT archive.
- What data does each monthly LQDT aggregate contain?
- Every monthly row summarizes that month of LQDT 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 52.4%, an average IV rank of 36.6%, a month-end max-pain strike around $22.50, an average put/call ratio of 0.40.
- How is the LQDT options-history archive built and how often does it update?
- The archive is derived from LQDT'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 LQDT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.