LTPZ Options History — June 2022

In June 2022, LTPZ traded between $65.58 and $71.97. ATM implied volatility averaged 20.4%, placing in the 22.2% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded below realized volatility by 3.8% (HV 20d: 24.3%). Max pain ranged from $70.00 to $77.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.72.

Notable Days

2022-06-17: Highest Volume — 271 contracts
2022-06-13: Largest IV spike — 28.7% change
2022-06-13: Highest IV Rank — 34.7%
2022-06-13: Largest Expected Move — 7.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$68.50	$65.58	$71.97	$69.91	$65.84
Max Pain	$70.86	$70.00	$77.00	$77.00	$71.00
ATM IV	20.4%	17.9%	25.9%	20.0%	19.6%
Expected Move	5.8%	5.0%	7.4%	5.7%	5.6%
HV 20d	24.3%	18.7%	27.2%	23.1%	25.8%
HV 60d	23.7%	22.6%	24.6%	23.8%	24.2%
IV Rank	22.2%	16.4%	34.7%	21.2%	20.3%
IV Percentile	84.1%	71.0%	98.4%	84.5%	77.8%
Term Structure	-0.2%	-1.8%	0.9%	-1.8%	0.5%
VWIV	19.7%	16.1%	23.9%	20.7%	17.2%
Skew 25d	1.9%	0.1%	3.8%	1.4%	0.1%
Skew 10d	2.1%	-1.3%	6.0%	-0.1%	-0.7%
Call IV 25d	19.0%	16.1%	23.7%	18.8%	19.4%
Put IV 25d	20.9%	17.7%	25.7%	20.2%	19.5%
Bid-Ask Spread %	50.84	19.47	108.18	108.18	79.93
Gamma HHI	0.15	0.11	0.21	0.21	0.15
Net GEX	-12.6K	-20.7K	901	901	-17.5K
Net DEX	236.3K	10.2K	456.7K	84.7K	346.0K
Net VEX	-1.3K	-1.8K	-840	-990	-1.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.72	0.23	1.38	0.23	1.04
Total Volume	174.524	133	271	138	145
Total OI	177.19	137	241	137	184

Daily Data (21 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
2022-06-01	$69.91	$77.00	20.0%	5.7%	23.1%	21.2%	20.7%	1.4%	-1.8%	901	84.7K	-990	0.23	108.18	112	26	98	39
2022-06-02	$70.74	$70.00	18.8%	5.1%	23.2%	18.4%	17.9%	1.2%	0.3%	-786	61.8K	-1.0K	0.23	25.05	112	26	99	41
2022-06-03	$71.97	$70.00	17.9%	5.0%	22.7%	16.4%	17.7%	1.5%	0.8%	-678	10.2K	-1.1K	0.35	31.17	112	39	99	41
2022-06-06	$70.81	$70.00	20.1%	5.2%	22.7%	21.5%	18.1%	1.4%	0.0%	-3.4K	101.4K	-1.0K	0.54	23.34	122	66	96	49
2022-06-07	$71.24	$70.00	20.9%	5.3%	22.5%	23.3%	18.5%	1.5%	-0.4%	-16.4K	130.6K	-1.3K	0.52	20.60	127	66	97	79
2022-06-08	$70.68	$70.00	18.6%	5.3%	22.7%	18.0%	18.9%	1.4%	0.0%	-13.9K	160.7K	-1.3K	0.52	20.68	128	66	102	79
2022-06-09	$70.63	$70.00	18.6%	5.3%	19.0%	18.0%	18.6%	1.6%	-0.4%	-13.7K	164.3K	-1.2K	0.52	19.47	128	66	103	79
2022-06-10	$70.14	$70.00	20.1%	5.8%	18.7%	21.4%	20.2%	2.5%	-0.5%	-14.6K	196.3K	-1.2K	0.48	20.28	128	62	103	79
2022-06-13	$67.19	$70.00	25.9%	7.4%	23.7%	34.7%	23.9%	2.0%	-1.5%	-13.3K	371.5K	-1.1K	0.41	43.44	128	53	102	89
2022-06-14	$65.69	$71.00	23.5%	6.7%	24.7%	29.2%	22.4%	2.2%	-0.7%	-10.7K	443.8K	-840	0.40	59.68	144	57	100	90
2022-06-15	$67.63	$71.00	21.8%	6.2%	27.2%	25.3%	21.1%	3.8%	-0.5%	-11.8K	344.7K	-1.2K	0.40	40.34	144	57	116	95
2022-06-16	$67.73	$71.00	23.2%	6.7%	25.7%	28.6%	22.0%	3.6%	-0.8%	-10.5K	339.4K	-1.2K	0.67	51.25	159	107	106	94
2022-06-17	$67.63	$71.00	20.5%	5.9%	25.1%	22.3%	21.3%	3.0%	0.9%	-11.7K	456.7K	-1.8K	0.70	46.69	159	112	111	130
2022-06-21	$66.83	$71.00	22.4%	6.4%	25.3%	26.7%	20.8%	3.0%	-0.5%	-18.6K	316.9K	-1.6K	1.38	55.96	56	77	64	101
2022-06-22	$68.30	$70.00	19.9%	5.7%	26.7%	20.9%	19.1%	2.0%	0.4%	-18.9K	170.1K	-1.6K	1.20	57.67	64	77	72	92
2022-06-23	$68.23	$71.00	20.2%	5.8%	26.1%	21.7%	19.9%	1.9%	-0.1%	-15.7K	153.9K	-1.7K	1.15	64.04	67	77	80	89
2022-06-24	$68.16	$71.00	19.6%	5.6%	26.1%	20.2%	19.3%	1.7%	-0.6%	-15.8K	159.8K	-1.7K	1.23	72.79	69	85	83	89
2022-06-27	$67.12	$71.00	19.9%	5.7%	26.3%	21.0%	19.6%	1.7%	0.6%	-20.7K	262.6K	-1.5K	1.11	67.43	71	79	85	97
2022-06-28	$66.36	$71.00	19.9%	5.7%	26.2%	20.9%	16.1%	0.5%	-0.3%	-20.0K	321.3K	-1.4K	1.06	73.46	71	75	87	98
2022-06-29	$65.58	$71.00	18.1%	5.2%	26.0%	16.8%	21.3%	1.4%	0.9%	-17.7K	365.6K	-1.3K	1.06	86.24	71	75	87	97
2022-06-30	$65.84	$71.00	19.6%	5.6%	25.8%	20.3%	17.2%	0.1%	0.5%	-17.5K	346.0K	-1.3K	1.04	79.93	71	74	87	97