LTPZ Options History — June 2024

In June 2024, LTPZ traded between $53.70 and $55.52. ATM implied volatility averaged 13.8%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 1.0% (HV 20d: 12.8%). Max pain ranged from $53.00 to $54.00. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 2.91.

Notable Days

2024-06-04: Highest Volume — 676 contracts
2024-06-17: Largest IV spike — 192.6% change
2024-06-17: Highest IV Rank — 90.3%
2024-06-17: Largest Expected Move — 10.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$54.79	$53.70	$55.52	$54.27	$54.29
Max Pain	$53.68	$53.00	$54.00	$54.00	$54.00
ATM IV	13.8%	11.0%	37.1%	11.0%	12.8%
Expected Move	3.9%	3.2%	10.6%	3.2%	3.7%
HV 20d	12.8%	10.7%	13.8%	10.7%	13.5%
HV 60d	13.0%	12.4%	13.4%	12.7%	12.7%
IV Rank	13.5%	4.2%	90.3%	4.2%	10.2%
IV Percentile	17.1%	3.2%	99.2%	3.2%	13.1%
Term Structure	-1.0%	-19.7%	0.9%	0.1%	-0.3%
VWIV	18.2%	7.9%	37.5%	7.9%	11.9%
Skew 25d	-1.2%	-14.2%	0.5%	-0.4%	-0.7%
Skew 10d	-0.7%	-14.6%	2.3%	-0.0%	1.6%
Call IV 25d	14.9%	9.5%	41.0%	9.5%	13.3%
Put IV 25d	13.7%	9.1%	36.8%	9.1%	12.7%
Bid-Ask Spread %	36.85	15.61	165.70	37.28	33.91
Gamma HHI	0.24	0.16	0.40	0.23	0.27
Net GEX	34.6K	-598.9K	280.7K	-174.5K	240.6K
Net DEX	-3.1M	-5.9M	365.4K	-303.8K	-2.5M
Net VEX	-26.3K	-32.2K	-22.2K	-29.9K	-22.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.91	0.00	40.00	0.78	0.00
Total Volume	89.053	0	676	206	1
Total OI	4,861.263	2,586	6,046	5,967	2,587

Daily Data (19 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
2024-06-03	$54.27	$54.00	11.0%	3.2%	10.7%	4.2%	7.9%	-0.4%	0.1%	-174.5K	-303.8K	-29.9K	0.78	37.28	116	90	2,152	3,815
2024-06-04	$54.89	$54.00	13.9%	4.0%	11.3%	13.6%	37.5%	-14.2%	-0.4%	-153.8K	-2.7M	-31.5K	4.93	45.43	114	562	2,268	3,778
2024-06-05	$55.11	$54.00	13.6%	3.9%	11.3%	12.8%	0.0%	-0.8%	-1.2%	37.8K	-3.9M	-28.4K	0.00	22.18	0	1	2,271	3,280
2024-06-06	$55.06	$53.00	14.4%	3.7%	11.1%	15.3%	12.7%	-0.3%	-0.3%	57.4K	-4.0M	-27.6K	0.09	29.90	45	4	2,271	3,284
2024-06-07	$54.06	$54.00	11.9%	3.3%	12.9%	7.3%	11.8%	0.2%	0.1%	81.3K	-620.8K	-27.8K	0.09	26.78	46	4	2,249	3,286
2024-06-10	$53.70	$53.00	13.1%	3.5%	13.0%	11.0%	0.0%	0.1%	0.2%	83.1K	365.4K	-28.2K	0.00	30.78	147	0	2,282	3,285
2024-06-11	$54.06	$53.00	14.9%	3.7%	13.2%	17.1%	0.0%	0.5%	-1.1%	120.5K	-1.2M	-29.5K	0.00	33.47	17	0	2,382	3,285
2024-06-12	$54.28	$53.00	11.6%	3.3%	13.1%	6.1%	0.0%	0.2%	0.4%	280.7K	-1.9M	-27.9K	0.04	39.33	68	3	2,392	3,285
2024-06-13	$54.97	$53.00	12.0%	3.5%	13.1%	7.6%	0.0%	0.2%	-0.0%	39.3K	-4.4M	-27.2K	0.00	30.39	26	0	2,439	3,282
2024-06-14	$55.23	$53.00	12.7%	3.6%	13.2%	9.7%	13.0%	-0.1%	0.0%	-81.2K	-5.0M	-26.4K	0.51	29.51	101	51	2,426	3,282
2024-06-17	$54.94	$54.00	37.1%	10.6%	13.2%	90.3%	32.8%	-4.2%	-19.7%	-98.5K	-1.2M	-32.2K	0.10	165.70	10	1	2,397	3,331
2024-06-18	$55.52	$54.00	12.2%	3.5%	13.6%	8.0%	0.0%	-0.4%	0.6%	-356.6K	-5.6M	-23.2K	40.00	29.62	5	200	2,407	3,331
2024-06-20	$55.26	$54.00	11.6%	3.3%	13.7%	6.2%	0.0%	-0.3%	0.9%	140.6K	-5.5M	-24.0K	0.10	27.31	10	1	2,407	3,131
2024-06-21	$55.03	$54.00	11.9%	3.4%	13.8%	7.1%	11.9%	-0.5%	0.6%	-598.9K	-5.9M	-22.9K	0.00	30.59	64	0	2,382	3,052
2024-06-24	$55.11	$54.00	11.9%	3.4%	13.3%	7.2%	0.0%	-0.2%	0.3%	257.3K	-3.5M	-23.1K	0.00	22.11	4	0	1,641	945
2024-06-25	$55.41	$54.00	11.9%	3.4%	13.4%	7.3%	0.0%	-1.1%	0.5%	259.5K	-4.0M	-22.2K	0.00	15.61	0	0	1,641	945
2024-06-26	$54.86	$54.00	12.0%	3.4%	13.0%	7.5%	0.0%	-0.5%	0.6%	254.2K	-3.2M	-23.3K	0.00	23.74	1	0	1,641	945
2024-06-27	$55.03	$54.00	12.2%	3.5%	12.6%	8.1%	0.0%	-0.3%	0.1%	268.7K	-3.5M	-22.5K	0.00	26.50	0	0	1,642	945
2024-06-28	$54.29	$54.00	12.8%	3.7%	13.5%	10.2%	0.0%	-0.7%	-0.3%	240.6K	-2.5M	-22.7K	0.00	33.91	1	0	1,642	945