LASR Options History — March 2019

In March 2019, LASR traded between $20.58 and $23.02. ATM implied volatility averaged 53.9%. The 30-day expected move averaged 16.0%. IV traded above realized volatility by 3.2% (HV 20d: 50.7%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 1.20.

Notable Days

  • 2019-03-01: Highest Volume — 665 contracts
  • 2019-03-08: Largest IV drop — 16.1% change
  • 2019-03-20: Largest Expected Move — 18.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.70$20.58$23.02$21.48$22.25
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV53.9%49.2%60.7%56.2%54.7%
Expected Move16.0%14.6%18.1%16.1%15.4%
HV 20d50.7%45.3%54.8%53.4%45.5%
HV 60d55.5%51.9%58.8%58.8%54.3%
Term Structure2.3%-4.0%16.3%-1.9%-0.8%
VWIV53.2%43.7%58.5%50.2%53.3%
Skew 25d7.0%-0.4%32.0%12.3%2.1%
Skew 10d7.0%-7.2%30.0%8.9%9.7%
Call IV 25d50.3%43.3%57.4%49.1%52.7%
Put IV 25d57.3%52.3%77.4%61.5%54.8%
Bid-Ask Spread %57.6934.9294.6649.7662.74
Gamma HHI0.280.260.290.270.29
Net GEX27.1K9.1K49.2K24.1K41.2K
Net DEX-807.2K-1.7M-138.3K-736.4K-1.1M
Net VEX-13.5K-15.0K-11.9K-14.8K-11.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.200.006.500.860.13
Total Volume154.95240665665245
Total OI4,771.9524,4575,0894,5724,692

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-03-01$21.48$20.0056.2%16.1%53.4%0.0%50.2%12.3%-1.9%24.1K-736.4K-14.8K0.8649.76N/AN/A3583072,1782,394
2019-03-04$22.05$20.0056.1%16.1%53.7%0.0%55.8%1.6%2.9%31.2K-1.2M-15.0K0.1574.33N/AN/A4062,2762,450
2019-03-05$21.89$20.0055.4%15.9%52.6%0.0%52.6%5.9%3.7%30.5K-1.1M-14.6K0.3057.26N/AN/A73222,2672,451
2019-03-06$21.61$20.0059.3%17.0%52.5%0.0%58.1%5.4%3.2%26.6K-871.2K-14.6K2.0967.29N/AN/A34712,2792,478
2019-03-07$20.78$20.0060.7%17.4%54.6%0.0%49.7%3.0%1.2%14.7K-225.4K-14.1K1.2584.12N/AN/A52652,2792,528
2019-03-08$20.58$20.0050.9%14.6%54.8%0.0%43.7%0.9%1.3%11.7K-138.3K-13.9K3.4568.69N/AN/A582002,2582,526
2019-03-11$21.16$20.0053.8%17.2%53.1%0.0%0.0%6.5%-0.2%17.5K-411.2K-14.0K0.0039.02N/AN/A12802,2562,696
2019-03-12$21.30$20.0050.7%16.6%53.1%0.0%0.0%6.9%7.1%26.2K-511.4K-13.5K6.5042.28N/AN/A10652,3062,696
2019-03-13$21.40$20.0051.4%14.6%46.6%0.0%51.6%3.8%-0.1%21.5K-593.8K-13.5K2.1336.92N/AN/A38812,3062,761
2019-03-14$20.77$20.0053.3%15.9%47.7%0.0%55.1%3.5%2.5%9.1K-155.2K-13.4K3.2637.39N/AN/A311012,3312,758
2019-03-15$22.01$20.0050.3%14.6%52.0%0.0%52.9%5.6%-0.1%22.7K-985.9K-13.2K2.0034.92N/AN/A46922,3222,766
2019-03-18$22.06$0.0050.3%17.3%51.4%0.0%0.0%4.9%11.9%26.3K-873.7K-13.0K0.1371.09N/AN/A158201,9282,529
2019-03-19$22.39$0.0049.2%15.1%51.6%0.0%0.0%6.0%3.2%37.1K-1.2M-13.4K0.4346.35N/AN/A28122,0612,549
2019-03-20$22.52$0.0051.0%18.1%51.5%0.0%0.0%32.0%16.3%38.8K-1.2M-14.0K0.4594.66N/AN/A31142,0642,549
2019-03-21$23.02$0.0053.0%14.9%49.9%0.0%53.8%6.8%-1.3%42.4K-1.7M-12.9K0.0663.40N/AN/A233142,0672,551
2019-03-22$22.62$20.0050.9%16.1%50.4%0.0%58.5%5.9%4.0%49.2K-1.4M-13.7K0.0464.35N/AN/A313142,1932,551
2019-03-25$20.95$20.0055.6%16.3%49.6%0.0%56.3%14.4%0.0%13.4K-263.5K-12.7K0.4438.72N/AN/A45202,1612,553
2019-03-26$21.21$20.0058.4%16.3%49.8%0.0%54.6%12.5%-1.3%17.1K-410.9K-12.8K0.5255.78N/AN/A46242,1662,565
2019-03-27$21.77$20.0055.5%14.9%45.5%0.0%50.9%6.8%-4.0%30.7K-820.0K-12.8K0.7856.89N/AN/A32252,1702,565
2019-03-28$21.95$20.0054.4%15.5%45.3%0.0%53.4%-0.4%0.3%37.0K-945.9K-12.5K0.3165.44N/AN/A78242,1712,564
2019-03-29$22.25$20.0054.7%15.4%45.5%0.0%53.3%2.1%-0.8%41.2K-1.1M-11.9K0.1362.74N/AN/A216292,1292,563