Lightbridge Corporation (LTBR) Options History
Historical options analytics archive for LTBR with monthly max pain, implied volatility, gamma exposure, and put/call data.
137 months of complete options data available.
LTBR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LTBR. 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 | 95.1% | 13.8% | $10.00 | -$4.0K | $100.1K | 0.95 |
| 2026-05 | 20 | 89.4% | 15.7% | $10.00 | $33.1K | -$1.8M | 0.64 |
| 2026-04 | 20 | 103.2% | 31.4% | $15.00 | $59.9K | -$2.4M | 0.49 |
| 2026-03 | 22 | 99.6% | 27.1% | $12.50 | $1.1K | $116.2K | 1.24 |
| 2026-02 | 19 | 109.7% | 35.5% | $15.00 | $23.8K | -$2.0M | 0.71 |
| 2026-01 | 20 | 100.3% | 22.9% | $15.00 | $129.7K | -$7.2M | 0.33 |
This archive aggregates LTBR's daily end-of-day options snapshots into monthly summaries, spanning 2009-11 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 LTBR 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 95.1%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.95.
2026
Jan | Feb | Mar | Apr | May | Jun
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
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2009
Frequently asked LTBR history questions
- How much options history is available for LTBR?
- This archive holds 137 months of LTBR options analytics, spanning 2009-11 through 2026-06. Each entry is a monthly rollup of LTBR'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 LTBR archive.
- What data does each monthly LTBR aggregate contain?
- Every monthly row summarizes that month of LTBR 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 95.1%, an average IV rank of 13.8%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.95.
- How is the LTBR options-history archive built and how often does it update?
- The archive is derived from LTBR'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 LTBR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.