LASR Options History — June 2019

In June 2019, LASR traded between $17.98 and $19.41. ATM implied volatility averaged 58.3%, placing in the 33.9% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 10.5% (HV 20d: 47.8%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.27.

Notable Days

  • 2019-06-14: Highest Volume — 226 contracts
  • 2019-06-17: Largest IV spike — 25.5% change
  • 2019-06-17: Highest IV Rank — 55.5%
  • 2019-06-17: Largest Expected Move — 20.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.74$17.98$19.41$18.44$19.14
Max Pain$18.25$17.50$20.00$20.00$17.50
ATM IV58.3%48.4%70.2%69.3%48.4%
Expected Move16.5%13.9%20.1%19.9%13.9%
HV 20d47.8%32.8%63.9%60.7%36.8%
HV 60d47.6%45.7%49.4%48.9%46.7%
IV Rank33.9%16.0%55.5%54.0%16.0%
IV Percentile37.9%1.4%80.1%77.8%1.4%
Term Structure-0.1%-19.3%9.8%-5.4%9.8%
VWIV55.1%48.5%58.9%49.3%54.1%
Skew 25d6.8%-4.5%24.6%8.1%5.1%
Skew 10d14.8%-9.1%34.4%2.1%-7.1%
Call IV 25d51.9%43.0%74.3%51.2%48.5%
Put IV 25d58.8%48.5%71.8%59.3%53.7%
Bid-Ask Spread %80.7570.1798.9288.9872.00
Gamma HHI0.430.340.840.350.39
Net GEX-47.0K-110.6K8.0K-58.4K8.0K
Net DEX797.3K-240.2K1.4M1.2M-240.2K
Net VEX-2.8K-4.3K-1.6K-4.3K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.270.000.630.080.06
Total Volume66.102261357
Total OI2,401.757083,0362,905757

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$18.44$20.0069.3%19.9%60.7%54.0%49.3%8.1%-5.4%-58.4K1.2M-4.3K0.0888.98N/AN/A1219691,936
2019-06-04$19.04$20.0054.1%15.5%63.1%26.4%48.5%16.6%4.2%-64.1K966.8K-4.1K0.2085.96N/AN/A1539751,937
2019-06-05$19.28$20.0063.8%18.3%63.9%44.0%55.6%24.6%-8.2%-58.2K874.5K-4.2K0.2087.42N/AN/A2049691,939
2019-06-06$19.01$20.0066.5%16.3%62.7%48.7%54.6%3.1%2.6%-60.7K900.3K-4.2K0.2077.15N/AN/A2049751,937
2019-06-07$19.09$20.0054.3%16.9%61.5%26.7%58.4%10.8%-1.5%-69.8K937.5K-3.8K0.2171.39N/AN/A2459751,938
2019-06-10$18.77$20.0061.1%15.5%61.3%39.1%55.0%5.6%0.1%-70.0K1.1M-3.3K0.6370.17N/AN/A109699821,938
2019-06-11$18.00$17.5062.8%16.5%50.9%42.2%54.0%14.2%-1.8%-63.0K1.4M-3.0K0.4676.57N/AN/A76351,0031,925
2019-06-12$18.60$17.5061.6%17.6%49.8%39.9%58.1%10.1%-4.6%-69.6K1.1M-3.4K0.4879.87N/AN/A77371,0021,930
2019-06-13$18.59$17.5064.6%18.5%49.6%45.4%58.9%-4.5%-13.6%-69.4K1.1M-3.3K0.4997.02N/AN/A77381,0021,935
2019-06-14$18.48$17.5055.9%16.0%48.3%29.6%54.7%2.1%1.9%-73.7K1.3M-2.8K0.2686.36N/AN/A180461,0021,936
2019-06-17$18.44$17.5070.2%20.1%44.1%55.5%0.0%3.2%-19.3%-66.7K1.2M-2.7K0.0098.92N/AN/A001,1051,931
2019-06-18$18.91$17.5055.0%15.8%43.8%28.0%0.0%5.4%1.5%-72.9K1.2M-2.4K0.5773.33N/AN/A30171,1051,931
2019-06-19$18.91$17.5053.2%15.3%42.4%24.7%0.0%4.4%4.4%-72.3K1.2M-2.2K0.5081.22N/AN/A34171,1051,914
2019-06-20$19.41$17.5051.7%14.8%43.7%22.0%0.0%4.4%4.6%-110.6K1.0M-2.2K0.3785.75N/AN/A46171,1071,914
2019-06-21$19.22$17.5052.0%14.9%32.8%22.4%0.0%-2.1%4.3%6.7K1.4M-1.8K0.2878.43N/AN/A61171,0991,914
2019-06-24$18.82$17.5053.3%15.3%33.1%24.9%0.0%10.7%4.7%6.4K-201.0K-1.8K0.0080.89N/AN/A140550158
2019-06-25$18.09$17.5056.3%16.1%35.6%30.3%58.3%8.1%2.7%5.1K-145.1K-1.6K0.0773.55N/AN/A413568158
2019-06-26$17.98$17.5055.2%15.8%35.0%28.3%55.5%6.1%6.1%5.7K-171.1K-1.6K0.0975.56N/AN/A545596161
2019-06-27$18.49$17.5055.8%16.0%36.3%29.4%56.5%0.8%6.1%6.7K-198.5K-1.8K0.0674.38N/AN/A543596161
2019-06-28$19.14$17.5048.4%13.9%36.8%16.0%54.1%5.1%9.8%8.0K-240.2K-1.8K0.0672.00N/AN/A543596161