Lightwave Logic, Inc. (LWLG) Options History
Historical options analytics archive for LWLG with monthly max pain, implied volatility, gamma exposure, and put/call data.
57 months of complete options data available.
LWLG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LWLG. 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 | 135.4% | 46.1% | $8.00 | $91.2K | -$12.6M | 0.44 |
| 2026-06 | 21 | 139.8% | 58.6% | $11.00 | $109.6K | -$34.1M | 0.61 |
| 2026-05 | 20 | 151.6% | 66.2% | $12.00 | $167.1K | -$47.0M | 0.44 |
| 2026-04 | 21 | 142.4% | 64.9% | $11.00 | $352.8K | -$64.2M | 0.28 |
| 2026-03 | 22 | 130.0% | 58.0% | $7.00 | $56.8K | -$17.8M | 0.64 |
| 2026-02 | 19 | 117.8% | 51.7% | $3.00 | $85.3K | -$11.5M | 0.26 |
This archive aggregates LWLG's daily end-of-day options snapshots into monthly summaries, spanning 2021-11 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 LWLG 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 135.4%, a month-end max-pain strike around $8.00, an average put/call ratio of 0.44.
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
Frequently asked LWLG history questions
- How much options history is available for LWLG?
- This archive holds 57 months of LWLG options analytics, spanning 2021-11 through 2026-07. Each entry is a monthly rollup of LWLG'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 LWLG archive.
- What data does each monthly LWLG aggregate contain?
- Every monthly row summarizes that month of LWLG 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 135.4%, an average IV rank of 46.1%, a month-end max-pain strike around $8.00, an average put/call ratio of 0.44.
- How is the LWLG options-history archive built and how often does it update?
- The archive is derived from LWLG'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 LWLG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.