LTPZ Options History — April 2024

In April 2024, LTPZ traded between $52.14 and $54.42. ATM implied volatility averaged 14.2%, placing in the 8.6% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded below realized volatility by 0.3% (HV 20d: 14.5%). Max pain ranged from $53.00 to $54.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 11.72.

Notable Days

  • 2024-04-15: Highest Volume — 767 contracts
  • 2024-04-16: Largest IV spike — 107.9% change
  • 2024-04-16: Highest IV Rank — 67.5%
  • 2024-04-16: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.15$52.14$54.42$54.33$52.41
Max Pain$53.59$53.00$54.00$54.00$53.00
ATM IV14.2%11.1%30.9%12.9%14.4%
Expected Move4.1%3.2%8.9%3.7%4.1%
HV 20d14.5%12.8%16.0%13.9%13.3%
HV 60d13.2%12.6%13.8%13.1%12.6%
IV Rank8.6%0.0%67.5%3.5%11.4%
IV Percentile14.3%0.0%97.6%3.2%26.6%
Term Structure-1.3%-33.2%11.6%0.2%-7.1%
VWIV14.6%13.6%16.1%14.9%14.6%
Skew 25d1.0%-1.3%21.3%-0.5%-1.0%
Skew 10d-0.9%-22.1%20.0%-1.0%5.6%
Call IV 25d13.7%7.5%16.0%13.2%15.1%
Put IV 25d14.7%12.7%34.6%12.7%14.1%
Bid-Ask Spread %18.4911.1340.5112.2416.63
Gamma HHI0.260.210.320.320.26
Net GEX-818.5K-989.7K-659.1K-668.4K-787.6K
Net DEX6.2M3.4M8.0M3.5M7.0M
Net VEX-28.2K-36.2K-13.9K-15.3K-33.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio11.720.00125.000.000.11
Total Volume163076711378
Total OI5,367.1364,0746,4814,0746,481

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$54.33$54.0012.9%3.7%13.9%3.5%0.0%-0.5%0.2%-668.4K3.5M-15.3K0.0012.241109313,143
2024-04-02$54.16$54.0013.3%3.8%13.9%4.9%0.0%0.4%-0.0%-659.1K3.4M-13.9K5.7015.64301719413,143
2024-04-03$54.05$54.0013.5%3.9%12.8%5.5%0.0%0.3%-0.0%-679.8K4.7M-20.9K125.0014.5345009213,302
2024-04-04$54.42$54.0013.9%4.0%13.1%7.1%0.0%-0.3%11.6%-811.2K5.1M-26.1K0.0018.94309213,802
2024-04-05$53.88$54.0013.0%3.9%13.4%3.7%0.0%-1.0%-0.3%-888.7K5.8M-24.6K0.0016.94009403,802
2024-04-08$53.91$54.0013.3%3.8%13.4%5.0%0.0%-0.3%-0.7%-913.4K5.7M-23.9K0.0019.15309403,802
2024-04-09$54.34$54.0012.9%3.7%13.9%3.5%0.0%0.1%-0.3%-855.9K4.9M-22.7K0.0016.282009403,802
2024-04-10$53.19$54.0013.4%3.8%15.5%5.1%14.9%0.4%0.1%-970.9K7.2M-26.1K0.0415.6218279503,802
2024-04-11$53.03$54.0013.4%3.8%15.4%5.1%0.0%0.1%0.1%-989.7K7.1M-27.6K0.1422.872131,1243,809
2024-04-12$53.39$54.0014.1%4.1%14.6%7.9%0.0%-0.4%-0.3%-925.1K6.3M-27.8K0.1217.623441,1453,812
2024-04-15$52.58$54.0014.9%4.3%15.4%10.4%16.1%-1.3%-0.4%-958.4K7.9M-29.0K0.0040.5176701,1693,812
2024-04-16$52.14$54.0030.9%8.9%15.5%67.5%0.0%0.5%-33.2%-717.1K7.7M-31.5K0.0223.238221,9373,812
2024-04-17$52.64$54.0013.5%3.9%16.0%5.5%13.6%-0.3%-0.4%-689.0K6.5M-31.1K0.0118.9917121,9993,804
2024-04-18$52.48$53.0014.0%4.0%15.9%7.3%0.0%-0.3%-0.6%-678.7K6.4M-30.7K102.4015.3055122,1563,774
2024-04-19$52.71$53.0014.0%4.0%15.9%7.4%14.0%-0.9%-0.4%-847.0K6.7M-35.0K0.0017.28202,1614,276
2024-04-22$52.69$53.0013.6%3.9%15.3%5.9%0.0%-0.4%-0.6%-841.8K6.8M-33.5K0.9415.1264601,6374,265
2024-04-23$52.59$53.0013.0%3.7%15.0%3.6%0.0%21.3%0.4%-908.7K7.1M-32.4K0.0021.42201,6614,285
2024-04-24$52.34$53.0013.4%3.9%14.8%5.3%0.0%-0.2%-0.2%-922.5K8.0M-33.0K0.0011.13501,6734,285
2024-04-25$52.29$53.0011.8%3.4%14.4%0.0%14.6%-0.9%-1.1%-903.5K8.0M-33.3K0.0019.5553001,6784,285
2024-04-26$52.70$53.0011.1%3.2%14.7%0.0%0.0%6.4%6.3%-674.7K5.9M-36.2K0.0026.54102,1924,285
2024-04-29$53.00$53.0015.2%4.4%12.9%14.2%0.0%-0.3%-1.6%-715.2K4.3M-32.0K0.1111.29912,1934,285
2024-04-30$52.41$53.0014.4%4.1%13.3%11.4%0.0%-1.0%-7.1%-787.6K7.0M-33.2K0.0016.6303782,1954,286