Radiant Logistics, Inc. (RLGT) Options History
Historical options analytics archive for RLGT with monthly max pain, implied volatility, gamma exposure, and put/call data.
128 months of complete options data available.
RLGT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for RLGT. 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 | 68.8% | 18.0% | $5.00 | -$30.8K | $213.4K | 0.33 |
| 2026-06 | 21 | 46.3% | 23.7% | $7.50 | -$13.3K | -$34.9K | 17.19 |
| 2026-05 | 20 | 54.0% | 29.6% | $7.50 | -$147.3K | $521.7K | 143.02 |
| 2026-04 | 21 | 41.6% | 23.5% | $2.50 | -$91.8K | $611.5K | 11.04 |
| 2026-03 | 22 | 17.6% | 8.3% | $7.50 | -$102.7K | $2.5M | 14.66 |
| 2026-02 | 19 | 34.1% | 8.5% | $7.50 | -$979 | -$968.0K | 2.03 |
This archive aggregates RLGT's daily end-of-day options snapshots into monthly summaries, spanning 2015-12 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 RLGT 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 68.8%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.33.
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
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Frequently asked RLGT history questions
- How much options history is available for RLGT?
- This archive holds 128 months of RLGT options analytics, spanning 2015-12 through 2026-07. Each entry is a monthly rollup of RLGT'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 RLGT archive.
- What data does each monthly RLGT aggregate contain?
- Every monthly row summarizes that month of RLGT 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 68.8%, an average IV rank of 18.0%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.33.
- How is the RLGT options-history archive built and how often does it update?
- The archive is derived from RLGT'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 RLGT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.