LTPZ Options History — June 2023

In June 2023, LTPZ traded between $58.80 and $60.48. ATM implied volatility averaged 19.5%, placing in the 12.6% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 8.7% (HV 20d: 10.9%). Max pain ranged from $58.00 to $60.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 2.15.

Notable Days

2023-06-30: Highest Volume — 532 contracts
2023-06-06: Largest IV spike — 98.6% change
2023-06-06: Highest IV Rank — 61.0%
2023-06-30: Largest Expected Move — 7.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$59.69	$58.80	$60.48	$59.77	$60.02
Max Pain	$59.29	$58.00	$60.00	$60.00	$60.00
ATM IV	19.5%	13.6%	39.6%	22.4%	26.7%
Expected Move	5.0%	3.7%	7.6%	6.4%	7.6%
HV 20d	10.9%	9.3%	13.4%	9.3%	13.4%
HV 60d	13.7%	12.6%	16.0%	16.0%	13.2%
IV Rank	12.6%	0.0%	61.0%	19.2%	31.0%
IV Percentile	29.3%	0.0%	98.4%	58.7%	91.3%
Term Structure	1.4%	-18.7%	18.3%	-1.4%	16.1%
VWIV	16.9%	13.4%	22.8%	22.8%	13.4%
Skew 25d	-0.3%	-20.8%	18.0%	-0.1%	3.8%
Skew 10d	0.1%	-8.4%	37.1%	0.0%	3.3%
Call IV 25d	20.1%	14.5%	48.3%	23.5%	48.3%
Put IV 25d	19.7%	13.4%	52.1%	23.4%	52.1%
Bid-Ask Spread %	80.37	42.17	145.82	55.10	145.82
Gamma HHI	0.15	0.12	0.25	0.12	0.15
Net GEX	-24.1K	-88.6K	28.8K	-3.1K	-44.3K
Net DEX	325.8K	-122.4K	986.9K	138.5K	420.9K
Net VEX	-11.6K	-14.9K	-9.2K	-14.2K	-12.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.15	0.00	14.00	0.09	0.56
Total Volume	65.571	0	532	24	532
Total OI	1,590.048	1,114	1,911	1,746	1,480

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
2023-06-01	$59.77	$60.00	22.4%	6.4%	9.3%	19.2%	22.8%	-0.1%	-1.4%	-3.1K	138.5K	-14.2K	0.09	55.10	22	2	956	790
2023-06-02	$59.15	$60.00	20.2%	5.8%	9.8%	13.8%	20.6%	-0.2%	-0.7%	-17.9K	379.3K	-13.6K	0.34	87.25	161	54	937	788
2023-06-05	$59.20	$58.00	20.0%	5.5%	9.9%	13.3%	20.4%	-0.4%	1.0%	-21.4K	444.4K	-13.9K	0.00	42.17	0	8	1,076	828
2023-06-06	$59.54	$58.00	39.6%	5.1%	9.4%	61.0%	0.0%	18.0%	0.6%	4.0K	307.2K	-14.9K	0.00	76.15	0	1	1,076	835
2023-06-07	$58.80	$58.00	17.8%	3.7%	10.3%	8.1%	0.0%	-0.5%	0.6%	-29.7K	579.5K	-12.9K	0.00	61.66	0	0	1,077	806
2023-06-08	$59.52	$58.00	18.0%	4.8%	11.0%	8.5%	18.1%	-0.8%	0.3%	5.6K	-9.0K	-13.5K	0.01	75.54	104	1	1,077	806
2023-06-09	$59.48	$58.00	17.2%	4.7%	10.2%	6.5%	0.0%	-0.6%	1.3%	-33.9K	530.7K	-11.6K	0.00	67.81	0	1	987	807
2023-06-12	$59.41	$58.00	23.0%	4.7%	10.2%	20.7%	16.5%	-0.5%	1.1%	-34.8K	580.4K	-11.3K	0.00	64.17	0	101	987	806
2023-06-13	$58.92	$59.00	22.8%	4.5%	10.0%	20.1%	16.2%	-0.1%	1.1%	-31.3K	563.3K	-9.2K	0.00	70.49	7	0	987	707
2023-06-14	$59.39	$59.00	15.7%	4.5%	10.5%	3.0%	15.6%	-0.5%	-0.2%	-24.6K	405.3K	-9.3K	1.67	73.15	3	5	992	707
2023-06-15	$59.89	$59.00	24.0%	6.9%	11.0%	23.2%	16.2%	-20.8%	18.3%	-32.4K	188.6K	-9.5K	0.05	88.34	108	5	995	712
2023-06-16	$59.90	$60.00	15.1%	4.3%	10.8%	1.6%	0.0%	-0.1%	1.0%	-51.2K	196.5K	-9.6K	0.04	76.87	48	2	1,093	713
2023-06-20	$60.45	$60.00	25.3%	7.3%	11.0%	26.2%	20.2%	0.8%	-18.7%	22.9K	-92.8K	-9.9K	0.20	91.82	20	4	714	400
2023-06-21	$60.48	$60.00	14.9%	4.3%	10.9%	0.9%	14.3%	-0.4%	1.3%	28.8K	-122.4K	-10.0K	0.40	91.35	5	2	734	404
2023-06-22	$59.80	$60.00	14.3%	4.1%	11.4%	0.0%	14.2%	-0.4%	1.6%	20.0K	99.5K	-9.8K	14.00	93.23	1	14	739	407
2023-06-23	$60.33	$60.00	14.7%	4.2%	11.7%	1.1%	0.0%	-0.7%	1.1%	23.3K	-73.6K	-10.0K	0.00	80.96	0	95	738	416
2023-06-26	$60.14	$60.00	15.3%	4.4%	11.7%	2.4%	0.0%	-1.1%	1.0%	-53.4K	378.0K	-11.9K	0.00	84.97	0	0	738	691
2023-06-27	$59.94	$60.00	14.7%	4.2%	11.7%	0.9%	14.9%	-0.8%	0.9%	-68.8K	449.8K	-11.5K	11.00	84.20	5	55	738	691
2023-06-28	$60.13	$60.00	13.6%	3.9%	11.4%	0.0%	14.1%	-1.0%	1.8%	-75.7K	490.1K	-12.1K	1.50	85.60	2	3	737	741
2023-06-29	$59.24	$60.00	15.2%	4.4%	12.6%	3.8%	16.5%	-0.9%	1.0%	-88.6K	986.9K	-11.9K	0.20	91.13	5	1	738	740
2023-06-30	$60.02	$60.00	26.7%	7.6%	13.4%	31.0%	13.4%	3.8%	16.1%	-44.3K	420.9K	-12.7K	0.56	145.82	342	190	739	741