LASR Options History — January 2019

In January 2019, LASR traded between $16.67 and $19.54. ATM implied volatility averaged 67.5%. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 5.4% (HV 20d: 62.1%). Max pain ranged from $12.50 to $20.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.18.

Notable Days

  • 2019-01-16: Highest Volume — 437 contracts
  • 2019-01-23: Largest IV drop — 30.0% change
  • 2019-01-08: Largest Expected Move — 27.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.31$16.67$19.54$18.15$19.54
Max Pain$15.38$12.50$20.00$17.50$20.00
ATM IV67.5%55.2%94.7%62.2%59.6%
Expected Move20.0%15.7%27.2%17.8%19.7%
HV 20d62.1%52.0%66.2%59.9%64.9%
Term Structure-1.4%-37.5%17.9%8.6%-3.2%
VWIV70.0%50.8%97.4%61.7%68.9%
Skew 25d7.9%-18.4%35.6%-2.6%10.2%
Skew 10d13.1%-13.0%31.9%0.0%9.9%
Call IV 25d62.2%44.9%86.8%61.6%64.4%
Put IV 25d70.1%53.6%94.0%59.0%74.6%
Bid-Ask Spread %98.4844.12129.64101.9544.12
Gamma HHI0.330.290.530.350.29
Net GEX-14.8K-22.0K16.5K-10.5K-17.8K
Net DEX1.1M612.4K1.4M1.2M736.4K
Net VEX-8.9K-9.8K-7.9K-8.7K-9.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.180.000.580.000.15
Total Volume114.81043737228
Total OI2,502.6192,3283,0362,3702,526

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-01-02$18.15$17.5062.2%17.8%59.9%0.0%61.7%-2.6%8.6%-10.5K1.2M-8.7K0.00101.95N/AN/A3705511,819
2019-01-03$16.67$0.0067.5%22.0%64.0%0.0%80.2%4.3%-10.4%-16.3K1.4M-8.1K0.0097.16N/AN/A4305881,819
2019-01-04$17.22$12.5063.2%21.0%65.7%0.0%58.0%1.0%0.0%-15.3K1.3M-8.2K0.23106.15N/AN/A43105921,829
2019-01-07$17.17$12.5064.8%15.7%65.6%0.0%0.0%4.6%16.1%-16.6K1.4M-8.1K0.03124.11N/AN/A3315921,829
2019-01-08$17.56$12.5067.9%27.2%66.2%0.0%62.5%9.5%-25.8%-15.1K1.3M-8.2K0.02119.72N/AN/A4915961,830
2019-01-09$18.30$12.5055.2%15.8%64.3%0.0%68.2%9.6%17.9%-10.1K1.2M-8.4K0.17123.85N/AN/A3566111,830
2019-01-10$17.40$12.5067.5%19.3%65.6%0.0%50.8%10.9%-0.8%-17.3K1.4M-8.0K0.58125.95N/AN/A1276121,829
2019-01-11$17.74$12.5062.8%18.0%66.2%0.0%71.2%-18.4%-7.9%-18.9K1.4M-8.0K0.36129.64N/AN/A1146151,831
2019-01-14$17.47$12.5062.4%17.9%66.2%0.0%0.0%10.5%14.0%-22.0K1.4M-7.9K0.00129.14N/AN/A6006161,833
2019-01-15$18.14$12.5080.8%23.2%52.0%0.0%0.0%35.6%0.2%-8.2K1.2M-8.2K0.0497.42N/AN/A9846761,833
2019-01-16$19.02$12.5076.1%21.8%54.3%0.0%76.5%-6.2%-8.7%16.5K904.6K-8.4K0.1384.74N/AN/A388497841,829
2019-01-17$18.39$17.5071.9%20.6%56.1%0.0%69.9%-10.1%-7.1%-4.0K792.8K-8.9K0.1886.05N/AN/A293521,0491,872
2019-01-18$19.44$17.5076.5%21.9%58.2%0.0%85.5%19.0%-8.4%-21.4K612.4K-9.6K0.2398.67N/AN/A234541,1361,900
2019-01-22$18.64$17.5094.7%27.1%60.7%0.0%97.4%-9.8%-37.5%-20.6K956.2K-9.4K0.0191.51N/AN/A9714411,887
2019-01-23$18.00$17.5066.3%19.0%61.6%0.0%65.1%10.3%8.4%-18.1K961.9K-9.4K0.1976.66N/AN/A98195171,888
2019-01-24$18.80$17.5062.7%18.0%63.1%0.0%64.2%18.6%6.3%-18.7K874.9K-9.6K0.5585.15N/AN/A104575181,906
2019-01-25$19.49$17.5058.6%16.8%62.2%0.0%63.0%12.4%7.3%-19.6K793.4K-9.8K0.5182.31N/AN/A111575281,944
2019-01-28$19.18$17.5064.0%18.3%62.2%0.0%0.0%19.6%3.2%-19.2K801.7K-9.7K0.0092.71N/AN/A005501,943
2019-01-29$19.49$17.5060.3%17.3%61.5%0.0%0.0%23.2%7.6%-19.7K794.8K-9.7K0.0086.24N/AN/A2505501,943
2019-01-30$18.68$17.5073.7%21.1%63.8%0.0%76.7%13.5%-8.3%-18.4K904.0K-9.6K0.2584.90N/AN/A72185701,943
2019-01-31$19.54$20.0059.6%19.7%64.9%0.0%68.9%10.2%-3.2%-17.8K736.4K-9.7K0.1544.12N/AN/A199295921,934