LASR Options History — May 2019

In May 2019, LASR traded between $18.72 and $26.60. ATM implied volatility averaged 61.8%. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 12.8% (HV 20d: 48.9%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.65.

Notable Days

  • 2019-05-14: Highest Volume — 278 contracts
  • 2019-05-13: Largest IV spike — 123.6% change
  • 2019-05-01: Largest Expected Move — 20.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.50$18.72$26.60$26.25$18.72
Max Pain$20.34$20.00$22.50$22.50$20.00
ATM IV61.8%39.6%88.6%70.8%64.8%
Expected Move16.4%14.0%20.3%20.3%18.6%
HV 20d48.9%24.9%64.8%24.9%64.0%
HV 60d46.5%41.5%50.6%42.1%49.4%
Term Structure0.9%-16.1%14.9%-16.1%12.5%
VWIV54.5%43.1%63.3%63.3%62.5%
Skew 25d4.1%-7.9%21.0%21.0%-2.5%
Skew 10d5.1%-25.1%31.3%22.5%-16.9%
Call IV 25d55.5%47.3%68.6%52.8%59.1%
Put IV 25d59.6%51.7%73.8%73.8%56.6%
Bid-Ask Spread %69.7145.1193.3084.9874.50
Gamma HHI0.310.240.390.280.36
Net GEX-14.1K-57.1K27.5K24.6K-55.1K
Net DEX-402.0K-2.1M1.0M-2.1M1.0M
Net VEX-6.0K-7.8K-4.6K-6.6K-4.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.003.050.160.13
Total Volume66.77322789445
Total OI3,162.8182,8933,3913,2832,904

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$26.25$22.5070.8%20.3%24.9%0.0%63.3%21.0%-16.1%24.6K-2.1M-6.6K0.1684.98N/AN/A81131,3511,932
2019-05-02$25.59$22.5069.0%19.8%27.1%0.0%63.3%10.5%-16.0%17.9K-1.6M-7.8K0.1987.59N/AN/A86161,3361,940
2019-05-03$26.60$22.5065.6%18.8%29.4%0.0%60.0%-0.8%-10.3%22.7K-1.9M-7.5K0.2487.60N/AN/A104251,3431,951
2019-05-06$25.87$20.0083.4%16.5%30.0%0.0%57.9%6.9%-2.3%14.5K-1.5M-7.8K0.0073.08N/AN/A401,3231,989
2019-05-07$25.52$20.0086.3%18.0%30.1%0.0%60.3%6.0%-4.9%11.4K-1.3M-7.5K0.5665.42N/AN/A951,3251,989
2019-05-08$24.36$20.0086.1%17.3%34.2%0.0%54.7%6.0%-2.3%10.7K-1.2M-6.9K3.0561.31N/AN/A441341,3251,993
2019-05-09$24.96$20.0056.7%17.5%35.2%0.0%55.5%7.6%-0.7%11.7K-1.4M-6.6K1.8765.89N/AN/A611141,3252,063
2019-05-10$25.01$20.0039.6%14.2%32.6%0.0%48.5%4.4%4.0%27.5K-1.5M-5.8K0.0066.33N/AN/A3501,3142,040
2019-05-13$22.39$20.0088.6%15.7%51.8%0.0%53.0%5.3%4.8%-5.5K-294.5K-6.7K0.5358.46N/AN/A80421,3142,040
2019-05-14$23.34$20.0058.5%15.5%53.6%0.0%50.9%7.3%0.8%7.6K-680.0K-6.2K0.5458.19N/AN/A181971,3532,026
2019-05-15$23.48$20.0052.9%15.2%52.8%0.0%47.4%2.8%-0.3%8.1K-804.9K-5.7K0.2962.54N/AN/A721,3542,031
2019-05-16$22.51$20.0051.9%14.9%54.6%0.0%43.1%3.8%0.8%-2.1K-463.6K-5.7K0.5065.85N/AN/A421,3612,029
2019-05-17$21.14$20.0051.5%14.8%58.3%0.0%52.0%1.2%2.6%-30.5K313.5K-5.7K1.9745.11N/AN/A30591,3622,029
2019-05-20$20.35$20.0056.5%16.2%58.8%0.0%56.7%4.5%-2.8%-36.6K340.5K-5.7K0.0061.85N/AN/A209801,915
2019-05-21$20.90$20.0054.3%15.6%59.8%0.0%51.9%5.5%4.6%-35.6K188.2K-5.7K0.2862.02N/AN/A1859781,915
2019-05-22$21.01$20.0052.1%14.9%59.8%0.0%50.9%8.1%2.6%-34.1K115.9K-5.4K0.2860.82N/AN/A1859781,915
2019-05-23$19.36$20.0052.8%15.1%64.8%0.0%50.2%-7.9%12.0%-47.3K689.5K-5.4K1.2593.30N/AN/A20259781,915
2019-05-24$19.64$20.0048.7%14.0%63.9%0.0%49.3%0.8%10.4%-55.2K710.2K-5.0K2.5076.42N/AN/A10259801,935
2019-05-28$19.49$20.0057.3%16.4%63.8%0.0%57.0%0.9%1.5%-51.0K774.3K-5.0K0.0078.08N/AN/A509861,935
2019-05-29$19.08$20.0054.2%15.5%63.4%0.0%53.7%-7.5%14.9%-56.0K866.6K-4.8K0.0072.07N/AN/A1509861,935
2019-05-30$19.33$20.0057.9%16.6%63.8%0.0%57.7%6.2%3.3%-57.1K866.6K-4.6K0.0372.14N/AN/A4019741,935
2019-05-31$18.72$20.0064.8%18.6%64.0%0.0%62.5%-2.5%12.5%-55.1K1.0M-4.6K0.1374.50N/AN/A4059691,935