LASR Options History — December 2018

In December 2018, LASR traded between $16.59 and $20.36. ATM implied volatility averaged 68.6%. The 30-day expected move averaged 19.3%. IV traded above realized volatility by 8.4% (HV 20d: 60.2%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 4.70.

Notable Days

  • 2018-12-14: Highest Volume — 261 contracts
  • 2018-12-27: Largest IV spike — 24.1% change
  • 2018-12-04: Largest Expected Move — 21.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.19$16.59$20.36$19.99$17.65
Max Pain$18.68$17.50$20.00$20.00$17.50
ATM IV68.6%58.3%79.7%72.8%61.5%
Expected Move19.3%16.7%21.7%20.9%17.6%
HV 20d60.2%58.8%62.7%62.7%58.8%
Term Structure4.0%-6.1%13.7%-6.1%8.8%
VWIV64.9%36.4%74.4%72.5%36.4%
Skew 25d12.4%0.6%36.1%0.6%25.3%
Skew 10d21.0%-2.1%42.7%17.2%36.1%
Call IV 25d62.1%40.6%72.3%71.7%40.6%
Put IV 25d74.5%63.3%103.7%72.3%65.9%
Bid-Ask Spread %79.8355.15106.9863.13101.57
Gamma HHI0.290.240.410.280.41
Net GEX-14.1K-20.6K-7.2K-7.2K-13.1K
Net DEX1.2M775.7K1.6M776.8K1.3M
Net VEX-8.5K-8.9K-7.6K-8.2K-8.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.700.0014.000.000.00
Total Volume73.8953261203
Total OI2,372.4212,0852,7492,0852,367

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-12-03$19.99$20.0072.8%20.9%0.0%0.0%72.5%0.6%-6.1%-7.2K776.8K-8.2K0.0063.13N/AN/A2005961,489
2018-12-04$19.90$20.0075.6%21.7%0.0%0.0%74.4%3.9%-3.1%-7.2K775.7K-8.2K5.7180.02N/AN/A211206101,489
2018-12-06$19.60$20.0075.1%20.5%0.0%0.0%0.0%9.7%1.5%-8.6K851.2K-8.4K0.0058.28N/AN/A046111,549
2018-12-07$19.21$20.0075.4%20.4%0.0%0.0%72.2%36.1%0.5%-9.6K893.5K-8.3K5.9062.07N/AN/A211246111,550
2018-12-10$20.36$20.0079.7%19.8%0.0%0.0%74.1%12.1%2.9%-9.2K847.0K-8.9K0.0055.15N/AN/A0186111,664
2018-12-11$19.70$20.0077.4%20.1%0.0%0.0%73.8%11.0%3.0%-11.0K962.2K-8.7K14.0057.79N/AN/A1146111,672
2018-12-12$19.52$20.0069.6%19.9%0.0%0.0%72.7%8.6%2.9%-11.6K972.3K-8.6K14.0061.17N/AN/A1146111,675
2018-12-13$19.19$20.0064.0%18.3%0.0%0.0%62.3%1.6%9.0%-12.9K1.0M-8.4K0.0976.67N/AN/A151146101,675
2018-12-14$17.03$20.0064.1%18.4%0.0%0.0%62.9%6.2%-3.2%-15.6K1.4M-7.6K9.04106.98N/AN/A262357601,675
2018-12-17$17.07$17.5058.3%16.7%0.0%0.0%44.6%21.8%12.7%-19.5K1.6M-8.4K0.9891.01N/AN/A52517601,888
2018-12-18$17.11$17.5071.4%20.5%0.0%0.0%70.6%11.9%-1.1%-17.8K1.5M-8.8K3.1377.40N/AN/A15477931,938
2018-12-19$16.77$17.5060.6%17.4%0.0%0.0%60.0%17.4%4.2%-20.6K1.6M-8.4K3.50106.00N/AN/A14497931,934
2018-12-20$17.04$17.5067.8%19.4%62.7%0.0%65.9%10.3%7.5%-17.8K1.4M-8.7K2.3879.33N/AN/A16387951,938
2018-12-21$16.68$17.5068.9%19.8%60.7%0.0%66.1%8.0%5.1%-16.4K1.5M-8.5K2.4483.83N/AN/A16398091,940
2018-12-24$16.59$17.5070.8%20.3%58.8%0.0%67.0%21.9%13.7%-20.0K1.4M-8.3K9.2782.54N/AN/A151394491,814
2018-12-26$17.41$17.5058.6%16.8%61.1%0.0%60.5%5.7%10.5%-16.9K1.3M-8.6K0.00101.35N/AN/A064491,814
2018-12-27$17.15$17.5072.7%20.8%59.5%0.0%72.9%14.1%0.7%-16.5K1.3M-8.5K0.0080.87N/AN/A064491,814
2018-12-28$17.71$17.5059.6%17.1%59.6%0.0%59.8%10.2%6.5%-16.2K1.3M-8.6K0.1191.50N/AN/A103114491,814
2018-12-31$17.65$17.5061.5%17.6%58.8%0.0%36.4%25.3%8.8%-13.1K1.3M-8.6K0.00101.57N/AN/A305481,819