LASR Options History — November 2018

Name: LASR Options Analytics - November 2018
Creator: Options Analysis Suite

In November 2018, LASR traded between $19.14 and $19.80. ATM implied volatility averaged 75.0%. The 30-day expected move averaged 21.5%. Max pain ranged from $20.00 to $20.00. Net GEX was positive for 0 of 3 trading days. Term structure was in contango for 0 of 3 days. Put/call ratio averaged 5.22.

Notable Days

2018-11-28: Highest Volume — 1,450 contracts
2018-11-30: Largest IV spike — 9.0% change
2018-11-30: Largest Expected Move — 22.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.37	$19.14	$19.80	$19.80	$19.14
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	75.0%	72.3%	78.8%	74.0%	78.8%
Expected Move	21.5%	20.7%	22.6%	21.2%	22.6%
Term Structure	-5.7%	-10.5%	-2.6%	-4.0%	-10.5%
VWIV	71.2%	69.6%	72.3%	72.3%	69.6%
Skew 25d	12.4%	8.9%	17.9%	10.5%	17.9%
Skew 10d	22.8%	3.0%	46.9%	18.5%	46.9%
Call IV 25d	72.4%	70.5%	75.9%	70.5%	75.9%
Put IV 25d	84.8%	79.7%	93.8%	81.0%	93.8%
Bid-Ask Spread %	64.85	54.98	75.00	54.98	75.00
Gamma HHI	0.27	0.27	0.27	0.27	0.27
Net GEX	-8.4K	-8.7K	-7.7K	-7.7K	-8.7K
Net DEX	845.4K	797.4K	870.9K	797.4K	870.9K
Net VEX	-8.3K	-8.4K	-8.2K	-8.4K	-8.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	5.22	5.22	5.22	5.22	5.22
Total Volume	1,450	1,450	1,450	1,450	1,450
Total OI	2,082	2,076	2,085	2,076	2,085

Daily Data (3 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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2018-11-28	$19.80	$20.00	74.0%	21.2%	0.0%	0.0%	72.3%	10.5%	-4.0%	-7.7K	797.4K	-8.4K	5.22	54.98	N/A	N/A	233	1,217	587	1,489
2018-11-29	$19.18	$20.00	72.3%	20.7%	0.0%	0.0%	71.7%	8.9%	-2.6%	-8.7K	867.8K	-8.2K	5.22	64.57	N/A	N/A	233	1,217	596	1,489
2018-11-30	$19.14	$20.00	78.8%	22.6%	0.0%	0.0%	69.6%	17.9%	-10.5%	-8.7K	870.9K	-8.2K	5.22	75.00	N/A	N/A	233	1,217	596	1,489