LiveRamp Holdings, Inc. (RAMP) Options History
Historical options analytics archive for RAMP with monthly max pain, implied volatility, gamma exposure, and put/call data.
91 months of complete options data available.
RAMP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for RAMP. 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 | 72.0% | 13.8% | $37.50 | $920.3K | -$14.6M | 1.32 |
| 2026-05 | 20 | 64.4% | 34.4% | $37.50 | $2.0M | -$12.0M | 0.36 |
| 2026-04 | 21 | 46.4% | 29.5% | $25.00 | $145.1K | -$2.2M | 1.51 |
| 2026-03 | 22 | 44.2% | 26.4% | $27.50 | -$23.9K | $313.7K | 0.65 |
| 2026-02 | 19 | 52.7% | 38.5% | $25.00 | $132.0K | -$1.6M | 1.51 |
| 2026-01 | 20 | 51.9% | 37.4% | $27.50 | $21.5K | -$126.7K | 0.71 |
This archive aggregates RAMP's daily end-of-day options snapshots into monthly summaries, spanning 2018-12 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 RAMP 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 72.0%, a month-end max-pain strike around $37.50, an average put/call ratio of 1.32.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Frequently asked RAMP history questions
- How much options history is available for RAMP?
- This archive holds 91 months of RAMP options analytics, spanning 2018-12 through 2026-06. Each entry is a monthly rollup of RAMP'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 RAMP archive.
- What data does each monthly RAMP aggregate contain?
- Every monthly row summarizes that month of RAMP 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 72.0%, an average IV rank of 13.8%, a month-end max-pain strike around $37.50, an average put/call ratio of 1.32.
- How is the RAMP options-history archive built and how often does it update?
- The archive is derived from RAMP'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 RAMP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.