LASR Options History — April 2019

In April 2019, LASR traded between $22.82 and $26.10. ATM implied volatility averaged 59.8%. The 30-day expected move averaged 17.3%. IV traded above realized volatility by 21.9% (HV 20d: 37.8%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.29.

Notable Days

  • 2019-04-05: Highest Volume — 616 contracts
  • 2019-04-10: Largest IV spike — 29.6% change
  • 2019-04-10: Largest Expected Move — 20.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.45$22.82$26.10$22.82$26.10
Max Pain$21.43$20.00$22.50$20.00$22.50
ATM IV59.8%50.5%71.4%57.1%67.5%
Expected Move17.3%14.7%20.5%19.0%19.4%
HV 20d37.8%25.1%45.7%45.4%25.4%
HV 60d47.4%42.6%51.2%51.2%42.6%
Term Structure-3.5%-16.0%10.1%10.1%-10.3%
VWIV59.0%50.7%70.7%56.1%64.0%
Skew 25d10.9%3.6%22.9%8.9%15.3%
Skew 10d17.2%-6.4%44.4%14.2%19.9%
Call IV 25d52.0%40.4%59.3%53.3%53.9%
Put IV 25d62.9%54.2%74.8%62.2%69.1%
Bid-Ask Spread %68.5136.7487.6387.3983.60
Gamma HHI0.310.220.430.310.26
Net GEX59.1K360124.1K60.0K20.9K
Net DEX-2.2M-3.3M-1.1M-1.6M-1.9M
Net VEX-9.4K-12.4K-7.1K-12.4K-7.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.290.001.020.000.46
Total Volume144.0957616751
Total OI4,254.2863,0484,8824,7613,277

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$22.82$20.0057.1%19.0%45.4%0.0%0.0%8.9%10.1%60.0K-1.6M-12.4K0.0087.39N/AN/A702,2012,560
2019-04-02$23.27$20.0054.3%15.9%45.7%0.0%56.1%3.6%1.4%74.5K-1.9M-11.6K0.2258.47N/AN/A922,1962,560
2019-04-03$23.60$20.0055.9%15.7%45.4%0.0%55.3%4.7%0.9%77.0K-2.3M-10.6K0.1136.74N/AN/A3842,1912,559
2019-04-04$24.01$20.0055.2%15.3%42.6%0.0%54.7%8.5%1.8%79.5K-2.6M-10.6K0.3245.20N/AN/A44142,2012,559
2019-04-05$24.76$20.0050.5%14.7%42.9%0.0%55.2%7.7%2.5%87.1K-3.3M-9.8K0.0242.90N/AN/A606102,2072,569
2019-04-08$24.45$20.0051.8%15.5%43.0%0.0%53.9%5.2%0.7%83.8K-3.1M-10.0K0.0047.85N/AN/A1702,2062,566
2019-04-09$24.08$20.0055.1%16.0%43.7%0.0%55.9%4.1%-1.9%88.7K-2.8M-9.9K0.7147.17N/AN/A28202,2172,566
2019-04-10$23.98$20.0071.4%20.5%43.8%0.0%70.7%19.6%-16.0%81.6K-2.5M-10.7K0.8781.10N/AN/A30262,2062,586
2019-04-11$23.19$20.0058.8%16.9%44.2%0.0%58.7%5.5%-3.9%111.1K-2.0M-10.4K1.0265.41N/AN/A61622,2252,592
2019-04-12$23.53$22.5055.3%15.9%39.9%0.0%55.0%3.7%3.2%124.1K-2.3M-10.0K0.6964.91N/AN/A94652,2362,628
2019-04-15$23.99$22.5058.1%16.6%40.3%0.0%58.9%9.0%-0.8%108.3K-2.7M-10.0K0.0868.92N/AN/A223172,2542,628
2019-04-16$24.57$22.5058.8%16.9%40.7%0.0%64.2%15.1%-6.5%84.9K-3.1M-8.8K0.0284.76N/AN/A532112,1452,642
2019-04-17$24.30$22.5068.2%19.5%41.1%0.0%63.8%16.1%-7.8%81.9K-2.9M-8.7K0.0271.80N/AN/A51492,1082,642
2019-04-18$24.44$22.5059.8%17.1%40.6%0.0%59.9%18.8%-1.3%360-2.7M-8.9K0.1173.78N/AN/A8592,1132,644
2019-04-22$24.77$22.5062.0%17.8%40.0%0.0%61.7%19.6%-4.8%3.5K-1.1M-8.8K0.2677.57N/AN/A89231,1481,900
2019-04-23$25.02$22.5060.7%17.4%26.0%0.0%60.5%4.1%-4.8%6.7K-1.2M-8.6K0.2572.16N/AN/A96241,2001,921
2019-04-24$25.18$22.5060.5%17.3%26.0%0.0%57.1%22.8%-6.9%15.7K-1.6M-7.7K0.6383.01N/AN/A38241,2691,923
2019-04-25$25.34$22.5059.6%17.1%25.1%0.0%58.3%6.3%-5.7%17.3K-1.7M-7.4K0.1480.15N/AN/A3751,2821,923
2019-04-26$26.01$22.5065.6%18.8%26.0%0.0%64.3%7.7%-10.2%14.0K-1.6M-8.8K0.0978.18N/AN/A5451,2931,926
2019-04-29$25.94$22.5068.6%19.7%26.2%0.0%50.7%22.9%-13.2%19.9K-1.9M-7.2K0.0287.63N/AN/A4211,3441,927
2019-04-30$26.10$22.5067.5%19.4%25.4%0.0%64.0%15.3%-10.3%20.9K-1.9M-7.1K0.4683.60N/AN/A35161,3501,927