LASR Options History — February 2019 In February 2019, LASR traded between $19.01 and $22.70. ATM implied volatility averaged 61.5%. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 7.5% (HV 20d: 54.0%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 3 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.44.
Notable Days 2019-02-27 : Highest Volume — 1,118 contracts2019-02-04 : Largest IV spike — 42.5% change2019-02-20 : Largest Expected Move — 20.5%Monthly Statistics Metric Avg Min Max Open Close Price $20.73 $19.01 $22.70 $19.89 $21.32 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 61.5% 43.2% 71.6% 43.2% 54.2% Expected Move 18.3% 14.6% 20.5% 18.4% 15.5% HV 20d 54.0% 46.4% 58.6% 55.9% 55.3% HV 60d 58.3% 56.7% 59.6% 59.6% 58.8% Term Structure -3.0% -10.7% 5.3% -4.8% 5.3% VWIV 62.6% 45.2% 72.4% 64.5% 54.5% Skew 25d 5.3% -15.5% 20.1% 3.5% 6.4% Skew 10d 15.2% -11.4% 31.5% 21.2% 5.1% Call IV 25d 60.0% 37.5% 69.6% 62.1% 47.2% Put IV 25d 65.3% 37.1% 76.1% 65.6% 53.6% Bid-Ask Spread % 52.49 26.47 72.11 54.24 70.06 Gamma HHI 0.26 0.20 0.32 0.29 0.27 Net GEX -1.8K -9.3K 24.5K -8.5K 24.5K Net DEX -19.8K -742.0K 716.7K 600.6K -742.0K Net VEX -11.0K -14.5K -9.3K -9.8K -14.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.44 0.00 2.48 0.26 2.48 Total Volume 340.368 22 1,118 155 547 Total OI 3,178.316 2,655 4,429 2,655 4,429
Daily Data (19 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 2019-02-01 $19.89 $20.00 43.2% 18.4% 55.9% 0.0% 64.5% 3.5% -4.8% -8.5K 600.6K -9.8K 0.26 54.24 N/A N/A 123 32 712 1,943 2019-02-04 $19.37 $20.00 61.5% 20.1% 56.5% 0.0% 69.7% 6.3% -2.2% -6.2K 572.3K -9.8K 0.00 45.10 N/A N/A 67 0 773 1,941 2019-02-05 $19.89 $20.00 55.8% 19.7% 56.9% 0.0% 68.4% 1.3% -0.8% -2.3K 415.6K -9.8K 0.16 41.56 N/A N/A 64 10 808 1,941 2019-02-06 $19.81 $20.00 69.3% 19.9% 56.7% 0.0% 69.0% 7.5% -1.3% -2.5K 440.2K -9.8K 0.04 42.12 N/A N/A 48 2 807 1,951 2019-02-07 $19.80 $20.00 70.8% 20.3% 55.2% 0.0% 68.8% 7.2% -3.3% -1.8K 474.8K -9.8K 0.05 52.18 N/A N/A 60 3 821 1,952 2019-02-08 $19.01 $20.00 70.6% 20.2% 54.0% 0.0% 67.2% 3.5% -3.2% -4.0K 716.7K -9.5K 0.22 54.56 N/A N/A 18 4 831 1,952 2019-02-11 $19.18 $20.00 69.2% 19.8% 53.8% 0.0% 69.9% 7.3% -8.0% -3.0K 663.5K -9.3K 0.14 52.01 N/A N/A 392 54 837 1,953 2019-02-12 $20.64 $20.00 65.8% 18.9% 58.6% 0.0% 62.5% 3.0% -3.3% 10.0K -199.9K -11.4K 0.38 49.89 N/A N/A 482 184 1,198 2,007 2019-02-13 $20.94 $20.00 64.3% 18.4% 57.6% 0.0% 65.2% 8.1% -0.7% -2.8K -380.3K -11.6K 0.18 53.23 N/A N/A 408 74 1,265 2,125 2019-02-14 $20.97 $20.00 67.5% 19.4% 55.6% 0.0% 67.5% 6.3% -10.0% -5.8K -418.0K -11.7K 0.14 56.35 N/A N/A 455 64 1,290 2,174 2019-02-15 $21.46 $20.00 64.1% 18.4% 54.0% 0.0% 66.9% 4.4% -7.7% -9.3K -688.0K -11.5K 0.17 56.49 N/A N/A 377 64 1,332 2,179 2019-02-19 $21.64 $20.00 66.0% 18.9% 51.0% 0.0% 66.0% 8.5% 0.4% -8.3K -214.3K -11.2K 0.39 26.47 N/A N/A 93 36 1,072 1,985 2019-02-20 $21.82 $20.00 71.6% 20.5% 47.8% 0.0% 72.4% 10.2% -10.7% -4.9K -366.4K -11.4K 0.56 47.22 N/A N/A 134 75 1,135 1,991 2019-02-21 $21.02 $20.00 61.1% 17.5% 48.1% 0.0% 58.2% 12.8% -8.0% -3.0K -136.7K -11.2K 0.28 43.29 N/A N/A 196 54 1,193 2,020 2019-02-22 $20.95 $20.00 51.9% 14.9% 46.4% 0.0% 49.3% 1.1% -0.5% -4.8K 36.5K -11.2K 0.50 47.78 N/A N/A 115 58 1,161 2,030 2019-02-25 $22.70 $20.00 51.7% 14.8% 52.5% 0.0% 46.6% -15.5% -2.0% -190 -601.5K -10.9K 0.57 63.06 N/A N/A 407 234 1,158 2,037 2019-02-26 $22.37 $20.00 51.0% 14.6% 52.4% 0.0% 45.2% 20.1% 1.4% 3.7K -606.3K -12.1K 1.50 69.59 N/A N/A 166 249 1,441 2,211 2019-02-27 $21.02 $20.00 59.1% 16.9% 57.8% 0.0% 56.9% -1.6% 2.0% -4.4K 57.5K -12.4K 0.32 72.11 N/A N/A 847 271 1,498 2,235 2019-02-28 $21.32 $20.00 54.2% 15.5% 55.3% 0.0% 54.5% 6.4% 5.3% 24.5K -742.0K -14.5K 2.48 70.06 N/A N/A 157 390 2,174 2,255
« Jan 2019 | All History | Mar 2019 » Home LASR History February 2019