One Liberty Properties, Inc. (OLP) Options History
Historical options analytics archive for OLP with monthly max pain, implied volatility, gamma exposure, and put/call data.
155 months of complete options data available.
OLP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for OLP. 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 | 70.9% | 21.8% | $22.50 | $7.1K | -$106.5K | 0.00 |
| 2026-05 | 20 | 83.9% | 26.6% | $25.00 | $4.8K | -$115.3K | 0.24 |
| 2026-04 | 21 | 71.6% | 22.1% | $22.50 | -$373 | $13.1K | 0.17 |
| 2026-03 | 22 | 92.9% | 29.8% | $22.50 | -$1.0K | $43.6K | 1.56 |
| 2026-02 | 19 | 42.9% | 11.7% | $20.00 | -$2.7K | $6.6K | 3.94 |
| 2026-01 | 20 | 81.7% | 25.5% | $22.50 | -$1.2K | $65.1K | 0.00 |
This archive aggregates OLP's daily end-of-day options snapshots into monthly summaries, spanning 2013-08 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 OLP 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 70.9%, a month-end max-pain strike around $22.50, an average put/call ratio of 0.00.
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
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
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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
Frequently asked OLP history questions
- How much options history is available for OLP?
- This archive holds 155 months of OLP options analytics, spanning 2013-08 through 2026-06. Each entry is a monthly rollup of OLP'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 OLP archive.
- What data does each monthly OLP aggregate contain?
- Every monthly row summarizes that month of OLP 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 70.9%, an average IV rank of 21.8%, a month-end max-pain strike around $22.50, an average put/call ratio of 0.00.
- How is the OLP options-history archive built and how often does it update?
- The archive is derived from OLP'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 OLP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.