LTPZ Options History — December 2024

In December 2024, LTPZ traded between $52.13 and $55.59. ATM implied volatility averaged 10.9%, placing in the 4.5% IV rank vs the trailing year. The 30-day expected move averaged 3.2%. IV traded below realized volatility by 0.6% (HV 20d: 11.4%). Max pain ranged from $54.00 to $56.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 3.73.

Notable Days

2024-12-19: Highest Volume — 536 contracts
2024-12-17: Largest IV spike — 53.9% change
2024-12-17: Highest IV Rank — 22.7%
2024-12-17: Largest Expected Move — 4.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$53.74	$52.13	$55.59	$55.27	$52.17
Max Pain	$54.48	$54.00	$56.00	$54.00	$54.00
ATM IV	10.9%	9.4%	16.4%	11.3%	11.2%
Expected Move	3.2%	2.7%	4.7%	3.2%	3.2%
HV 20d	11.4%	9.7%	13.3%	13.3%	9.7%
HV 60d	12.0%	11.7%	12.2%	12.0%	11.9%
IV Rank	4.5%	0.0%	22.7%	5.0%	5.7%
IV Percentile	9.5%	0.0%	87.7%	5.2%	11.1%
Term Structure	1.4%	-0.2%	2.3%	-0.2%	1.2%
VWIV	11.6%	9.6%	22.8%	10.2%	11.5%
Skew 25d	0.1%	-0.9%	6.3%	0.2%	-0.6%
Skew 10d	-0.6%	-3.6%	4.5%	-0.6%	4.1%
Call IV 25d	11.1%	9.8%	11.8%	11.3%	11.6%
Put IV 25d	11.1%	9.6%	16.8%	11.5%	11.0%
Bid-Ask Spread %	24.97	13.10	66.48	15.28	48.17
Gamma HHI	0.29	0.19	0.37	0.28	0.31
Net GEX	453.5K	-109.6K	1.0M	817.7K	258.6K
Net DEX	-1.7M	-6.3M	1.7M	-5.4M	867.3K
Net VEX	-22.1K	-26.7K	-18.2K	-21.2K	-25.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.73	0.00	50.00	0.31	0.02
Total Volume	114.952	1	536	38	125
Total OI	3,109.667	2,541	3,894	2,847	3,252

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
2024-12-02	$55.27	$54.00	11.3%	3.2%	13.3%	5.0%	10.2%	0.2%	-0.2%	817.7K	-5.4M	-21.2K	0.31	15.28	29	9	2,272	575
2024-12-03	$55.06	$54.00	11.0%	3.1%	13.0%	4.1%	10.2%	-0.3%	0.2%	867.3K	-5.0M	-21.2K	3.26	13.18	43	140	2,296	575
2024-12-04	$55.59	$54.00	10.8%	3.1%	13.3%	3.5%	10.8%	-0.2%	0.6%	825.0K	-6.3M	-21.9K	1.67	13.10	6	10	2,334	651
2024-12-05	$55.50	$56.00	10.5%	3.2%	12.6%	2.5%	0.0%	-0.7%	1.4%	855.9K	-6.1M	-22.0K	0.00	22.28	1	0	2,340	641
2024-12-06	$55.45	$56.00	9.4%	3.0%	12.6%	0.0%	0.0%	-0.5%	2.0%	891.1K	-6.0M	-21.4K	0.00	23.50	72	0	2,341	641
2024-12-09	$55.14	$56.00	9.6%	3.0%	11.8%	0.6%	0.0%	-0.9%	2.1%	954.1K	-5.4M	-21.7K	0.00	22.84	29	0	2,413	641
2024-12-10	$55.16	$56.00	9.6%	3.1%	11.7%	0.6%	0.0%	-0.6%	1.7%	985.5K	-5.6M	-21.8K	0.00	22.68	2	0	2,442	641
2024-12-11	$54.63	$56.00	10.2%	2.9%	10.2%	2.7%	9.8%	-0.3%	2.0%	1.0M	-4.3M	-21.5K	0.00	20.25	0	200	2,440	641
2024-12-12	$54.07	$54.00	9.5%	2.7%	10.5%	0.4%	9.6%	-0.2%	2.3%	723.4K	-2.3M	-21.8K	50.00	19.41	2	100	2,440	841
2024-12-13	$53.64	$54.00	10.0%	2.9%	10.8%	1.8%	10.0%	0.2%	2.2%	394.2K	-669.2K	-21.2K	1.92	17.15	26	50	2,440	936
2024-12-16	$53.66	$54.00	10.6%	3.1%	10.8%	4.0%	0.0%	-0.1%	2.1%	380.6K	-572.1K	-20.9K	0.00	35.78	0	20	2,464	971
2024-12-17	$53.62	$54.00	16.4%	4.7%	10.8%	22.7%	22.8%	6.3%	2.2%	357.2K	-378.0K	-20.8K	12.50	30.90	4	50	2,464	991
2024-12-18	$53.11	$54.00	10.9%	3.1%	11.2%	4.8%	0.0%	0.1%	2.0%	-40.6K	891.9K	-19.5K	0.00	18.75	69	0	2,468	1,041
2024-12-19	$52.34	$54.00	10.6%	3.0%	12.2%	3.8%	11.2%	0.1%	1.2%	-109.6K	1.6M	-18.2K	1.21	18.39	242	294	2,528	949
2024-12-20	$52.50	$54.00	10.8%	3.1%	12.3%	4.6%	11.3%	-0.2%	1.3%	-165	1.3M	-24.2K	0.01	66.48	99	1	2,759	1,135
2024-12-23	$52.23	$54.00	11.0%	3.2%	12.3%	5.3%	10.9%	-0.2%	1.2%	12.4K	1.7M	-22.0K	0.00	17.27	42	0	1,522	1,019
2024-12-24	$52.46	$54.00	11.0%	3.1%	10.3%	5.1%	0.0%	0.5%	1.3%	7.2K	1.3M	-23.3K	0.00	20.25	10	0	1,550	1,019
2024-12-26	$52.59	$54.00	11.2%	3.2%	10.3%	5.9%	11.1%	-0.5%	0.9%	-2.2K	1.2M	-23.5K	0.00	45.83	226	0	1,563	1,019
2024-12-27	$52.13	$54.00	11.2%	3.2%	10.3%	5.9%	11.5%	-0.4%	1.0%	89.8K	1.4M	-23.5K	0.01	15.11	505	6	1,779	1,019
2024-12-30	$52.32	$54.00	11.3%	3.2%	9.7%	6.1%	0.0%	-0.2%	1.0%	252.0K	754.1K	-26.7K	0.00	17.73	2	0	2,225	1,025
2024-12-31	$52.17	$54.00	11.2%	3.2%	9.7%	5.7%	0.0%	-0.6%	1.2%	258.6K	867.3K	-25.8K	0.02	48.17	123	2	2,227	1,025