LTPZ Options History — April 2022

In April 2022, LTPZ traded between $75.72 and $82.05. ATM implied volatility averaged 21.6%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 3.5% (HV 20d: 18.2%). Max pain ranged from $81.00 to $82.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.22.

Notable Days

2022-04-14: Highest Volume — 122 contracts
2022-04-13: Largest IV drop — 24.8% change
2022-04-11: Highest IV Rank — 39.7%
2022-04-11: Largest Expected Move — 6.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$77.69	$75.72	$82.05	$82.05	$76.08
Max Pain	$81.46	$81.00	$82.00	$82.00	$81.00
ATM IV	21.6%	18.0%	28.1%	18.0%	21.4%
Expected Move	5.9%	5.1%	6.4%	5.1%	6.1%
HV 20d	18.2%	13.5%	25.0%	25.0%	15.0%
HV 60d	20.6%	20.2%	21.0%	20.7%	20.8%
IV Rank	24.9%	16.6%	39.7%	16.6%	24.5%
IV Percentile	96.3%	92.9%	99.2%	92.9%	94.8%
Term Structure	-0.5%	-1.0%	0.3%	-0.5%	-0.6%
VWIV	20.1%	11.9%	24.2%	16.9%	23.7%
Skew 25d	1.5%	0.5%	2.7%	0.9%	1.2%
Skew 10d	1.9%	0.1%	5.1%	1.1%	0.5%
Call IV 25d	19.7%	17.0%	21.9%	17.4%	21.0%
Put IV 25d	21.2%	18.0%	23.2%	18.3%	22.2%
Bid-Ask Spread %	51.34	28.23	67.34	28.23	64.74
Gamma HHI	0.21	0.12	0.62	0.21	0.20
Net GEX	2.6K	-8.5K	28.4K	9.2K	-8.5K
Net DEX	27.4K	-61.9K	72.0K	-61.9K	71.5K
Net VEX	-361	-607	-178	-607	-392
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.22	0.10	0.43	0.11	0.37
Total Volume	87.6	0	122	79	92
Total OI	77.5	53	105	71	84

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2022-04-01	$82.05	$0.00	18.0%	5.1%	25.0%	16.6%	0.0%	0.9%	-0.5%	9.2K	-61.9K	-607	0.11	28.23	71	8	61	10
2022-04-04	$81.54	$0.00	18.3%	5.1%	24.7%	17.2%	0.0%	1.0%	-0.1%	7.1K	-44.3K	-555	0.11	31.27	73	8	61	10
2022-04-05	$80.35	$0.00	20.2%	5.2%	23.3%	21.6%	0.0%	1.2%	0.3%	7.6K	-18.7K	-470	0.11	29.83	73	8	63	10
2022-04-06	$79.24	$0.00	22.6%	5.5%	22.3%	27.1%	0.0%	2.0%	-0.3%	6.8K	11.0K	-371	0.11	39.09	73	8	62	10
2022-04-07	$78.30	$0.00	22.7%	5.9%	22.4%	27.4%	0.0%	1.7%	-0.7%	4.9K	29.9K	-314	0.10	44.96	73	7	60	10
2022-04-08	$78.06	$0.00	22.5%	5.8%	21.1%	26.9%	0.0%	1.5%	0.1%	5.1K	32.1K	-303	0.10	43.43	73	7	60	10
2022-04-11	$77.37	$0.00	28.1%	6.4%	20.5%	39.7%	16.9%	1.8%	-0.7%	5.3K	39.7K	-268	0.10	47.43	108	11	60	10
2022-04-12	$77.06	$82.00	25.6%	5.9%	18.9%	34.1%	18.3%	2.0%	-0.3%	28.4K	20.7K	-269	0.10	49.16	107	11	95	10
2022-04-13	$76.65	$82.00	19.3%	5.5%	18.9%	19.5%	11.9%	1.5%	0.3%	8.0K	49.2K	-192	0.10	62.05	107	11	94	10
2022-04-14	$76.26	$82.00	20.7%	5.9%	16.7%	22.9%	20.5%	1.6%	-0.4%	3.1K	52.3K	-180	0.12	60.42	109	13	93	10
2022-04-18	$76.31	$82.00	21.4%	6.1%	16.8%	24.5%	19.4%	2.7%	-0.1%	2.3K	18.7K	-196	0.19	60.97	59	11	46	7
2022-04-19	$75.72	$82.00	21.0%	6.0%	16.2%	23.6%	24.2%	1.5%	-0.8%	312	32.0K	-178	0.34	61.07	61	21	46	9
2022-04-20	$77.10	$82.00	20.3%	5.8%	17.5%	21.9%	20.0%	1.7%	-1.0%	-1.8K	39.9K	-335	0.33	49.96	64	21	46	19
2022-04-21	$77.81	$81.00	22.1%	6.3%	14.2%	26.1%	21.2%	2.5%	-1.0%	1.1K	18.9K	-392	0.43	59.84	67	29	49	19
2022-04-22	$76.88	$81.00	21.4%	6.1%	14.4%	24.5%	21.8%	2.1%	-1.0%	-3.7K	46.9K	-450	0.37	53.42	67	25	52	29
2022-04-25	$76.84	$81.00	22.2%	6.4%	13.8%	26.3%	21.7%	0.7%	-1.0%	-4.7K	48.3K	-456	0.37	57.36	67	25	52	31
2022-04-26	$76.85	$81.00	21.6%	6.2%	13.5%	24.8%	20.6%	0.5%	-1.0%	-6.2K	49.4K	-446	0.37	58.45	67	25	52	32
2022-04-27	$76.07	$81.00	21.3%	6.1%	13.7%	24.2%	0.0%	0.7%	-0.3%	-7.9K	72.0K	-412	0.00	67.34	0	0	52	32
2022-04-28	$77.27	$81.00	22.0%	6.3%	14.6%	25.8%	21.1%	0.8%	-0.5%	-5.0K	39.9K	-441	0.37	57.71	67	25	52	32
2022-04-29	$76.08	$81.00	21.4%	6.1%	15.0%	24.5%	23.7%	1.2%	-0.6%	-8.5K	71.5K	-392	0.37	64.74	67	25	52	32