LTPZ Options History — November 2024

In November 2024, LTPZ traded between $53.76 and $55.37. ATM implied volatility averaged 15.4%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 1.2% (HV 20d: 14.2%). Max pain ranged from $54.00 to $55.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 1.46.

Notable Days

2024-11-14: Highest Volume — 583 contracts
2024-11-11: Largest IV spike — 214.8% change
2024-11-11: Highest IV Rank — 88.3%
2024-11-01: Largest Expected Move — 6.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$54.43	$53.76	$55.37	$54.25	$55.31
Max Pain	$54.05	$54.00	$55.00	$55.00	$54.00
ATM IV	15.4%	11.1%	36.5%	23.0%	11.1%
Expected Move	3.9%	3.2%	6.6%	6.6%	3.2%
HV 20d	14.2%	12.1%	15.6%	12.1%	14.9%
HV 60d	11.4%	10.7%	12.0%	10.7%	12.0%
IV Rank	18.8%	4.6%	88.3%	43.9%	4.6%
IV Percentile	34.4%	4.4%	98.8%	94.8%	4.4%
Term Structure	-0.8%	-9.1%	0.9%	-5.1%	0.3%
VWIV	13.6%	11.0%	23.2%	23.2%	11.3%
Skew 25d	-0.0%	-1.4%	6.5%	-0.6%	-1.0%
Skew 10d	-2.6%	-11.4%	0.0%	-1.7%	-2.1%
Call IV 25d	13.9%	10.5%	23.6%	23.6%	11.9%
Put IV 25d	13.9%	10.7%	23.0%	23.0%	10.9%
Bid-Ask Spread %	22.36	13.63	37.04	29.11	21.54
Gamma HHI	0.30	0.17	0.57	0.17	0.27
Net GEX	260.3K	-567.5K	813.3K	93.8K	813.3K
Net DEX	-2.4M	-5.4M	1.7M	-1.0M	-5.4M
Net VEX	-20.0K	-22.6K	-15.8K	-20.0K	-22.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.46	0.00	10.00	8.86	0.04
Total Volume	94.65	0	583	69	0
Total OI	2,834.2	2,683	3,013	2,721	2,887

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
2024-11-01	$54.25	$55.00	23.0%	6.6%	12.1%	43.9%	23.2%	-0.6%	-5.1%	93.8K	-1.0M	-20.0K	8.86	29.11	7	62	1,704	1,017
2024-11-04	$54.72	$54.00	25.2%	5.2%	12.7%	51.0%	0.0%	0.4%	-1.1%	74.9K	-1.6M	-19.8K	0.13	23.65	8	1	1,709	1,079
2024-11-05	$55.09	$54.00	26.6%	5.2%	13.0%	55.7%	18.0%	0.4%	-9.1%	104.4K	-2.4M	-19.6K	1.20	36.57	10	12	1,717	1,078
2024-11-06	$54.50	$54.00	13.6%	4.3%	13.4%	12.8%	0.0%	0.6%	0.4%	-67.8K	-911.2K	-18.5K	0.00	22.26	9	0	1,720	1,090
2024-11-07	$54.59	$54.00	13.5%	4.1%	13.5%	12.4%	14.1%	-0.3%	0.7%	-56.8K	-1.3M	-18.2K	0.08	17.43	124	10	1,713	1,090
2024-11-08	$55.37	$54.00	11.6%	4.0%	14.6%	6.1%	0.0%	-0.1%	0.6%	166.4K	-3.7M	-18.2K	2.07	18.38	15	31	1,821	1,100
2024-11-11	$55.23	$54.00	36.5%	4.1%	14.6%	88.3%	14.3%	-0.4%	0.7%	147.4K	-3.4M	-17.7K	0.34	20.17	29	10	1,821	1,119
2024-11-12	$54.22	$54.00	14.3%	4.1%	15.5%	15.0%	14.4%	0.2%	-7.0%	-256.0K	-11.5K	-16.8K	1.88	15.96	24	45	1,834	1,129
2024-11-13	$53.76	$54.00	13.9%	4.0%	15.6%	13.6%	13.7%	-0.1%	0.9%	-390.7K	1.7M	-15.8K	0.41	19.18	148	61	1,839	1,174
2024-11-14	$53.87	$54.00	13.3%	3.8%	15.4%	11.8%	11.5%	6.5%	0.5%	-567.5K	-699.8K	-17.5K	0.81	37.04	323	260	1,942	869
2024-11-15	$53.76	$54.00	13.9%	4.0%	15.3%	13.6%	0.0%	-0.5%	-0.0%	24.0K	-1.4M	-18.5K	0.20	31.24	352	71	2,208	679
2024-11-18	$53.85	$54.00	11.6%	3.3%	14.0%	6.0%	11.6%	0.1%	0.2%	528.0K	-2.6M	-21.5K	0.00	16.84	34	0	2,157	526
2024-11-19	$54.03	$54.00	11.5%	3.3%	14.0%	5.9%	12.0%	-0.8%	0.4%	567.9K	-3.0M	-21.8K	0.00	19.27	61	0	2,179	526
2024-11-20	$54.02	$54.00	11.8%	3.4%	13.9%	6.6%	12.2%	-0.6%	0.2%	593.5K	-3.0M	-21.8K	0.00	20.49	18	0	2,236	526
2024-11-21	$53.82	$54.00	11.7%	3.4%	13.8%	6.6%	11.0%	-1.4%	0.6%	559.2K	-2.8M	-21.6K	0.35	28.21	31	11	2,254	526
2024-11-22	$53.98	$54.00	11.3%	3.2%	13.5%	5.3%	0.0%	-1.2%	0.1%	617.9K	-3.0M	-22.1K	0.00	15.57	0	22	2,281	537
2024-11-25	$54.92	$54.00	11.3%	3.2%	15.0%	5.2%	11.2%	-0.8%	0.2%	764.4K	-4.7M	-22.6K	0.00	13.63	35	0	2,281	557
2024-11-26	$54.57	$54.00	11.4%	3.3%	15.1%	5.6%	11.2%	-0.5%	0.3%	724.8K	-4.0M	-22.5K	10.00	15.58	2	20	2,313	557
2024-11-27	$54.81	$54.00	11.3%	3.2%	14.5%	5.1%	11.3%	-0.3%	0.5%	765.4K	-4.4M	-22.5K	0.04	25.07	45	2	2,312	577
2024-11-29	$55.31	$54.00	11.1%	3.2%	14.9%	4.6%	0.0%	-1.0%	0.3%	813.3K	-5.4M	-22.1K	0.00	21.54	0	0	2,312	575