Lloyds Banking Group plc (LYG) Options History
Historical options analytics archive for LYG with monthly max pain, implied volatility, gamma exposure, and put/call data.
215 months of complete options data available.
LYG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LYG. 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 |
|---|---|---|---|---|---|---|---|
| 2026-08 | 21 | 199.7% | 43.9% | $6.00 | $624.1K | -$7.2M | 52.33 |
| 2026-07 | 22 | 29.4% | 5.9% | $6.00 | $569.7K | -$12.4M | 0.20 |
| 2026-06 | 21 | 64.3% | 12.7% | $5.00 | $695.3K | -$12.4M | 4.30 |
| 2026-05 | 20 | 189.3% | 45.0% | $5.00 | $377.8K | -$8.5M | 2.14 |
| 2026-04 | 20 | 133.0% | 37.1% | $5.00 | $212.5K | -$4.6M | 4.20 |
| 2026-03 | 22 | 34.4% | 30.1% | $4.00 | $385.4K | -$3.8M | 0.55 |
This archive aggregates LYG's daily end-of-day options snapshots into monthly summaries, spanning 2008-10 through 2026-08. 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 LYG 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 (2026-08) shows an average ATM implied volatility near 199.7%, a month-end max-pain strike around $6.00, an average put/call ratio of 52.33.
2026
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2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
Frequently asked LYG history questions
- How much options history is available for LYG?
- This archive holds 215 months of LYG options analytics, spanning 2008-10 through 2026-08. Each entry is a monthly rollup of LYG'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 LYG archive.
- What data does each monthly LYG aggregate contain?
- Every monthly row summarizes that month of LYG 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, 2026-08 recorded an average ATM implied volatility near 199.7%, an average IV rank of 43.9%, a month-end max-pain strike around $6.00, an average put/call ratio of 52.33.
- How is the LYG options-history archive built and how often does it update?
- The archive is derived from LYG'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 LYG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.