LASR Options History — July 2019

In July 2019, LASR traded between $14.96 and $19.67. ATM implied volatility averaged 64.4%, placing in the 44.9% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 20.7% (HV 20d: 43.7%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 11.22.

Notable Days

  • 2019-07-17: Highest Volume — 1,637 contracts
  • 2019-07-05: Largest IV spike — 25.9% change
  • 2019-07-22: Highest IV Rank — 67.8%
  • 2019-07-22: Largest Expected Move — 22.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.95$14.96$19.67$19.67$16.53
Max Pain$16.53$15.00$17.50$17.50$15.00
ATM IV64.4%45.1%76.9%49.3%75.5%
Expected Move18.6%12.9%22.1%14.1%21.7%
HV 20d43.7%37.4%51.9%37.4%48.7%
HV 60d48.8%46.8%51.6%46.9%51.1%
IV Rank44.9%10.0%67.8%17.5%65.2%
IV Percentile61.1%1.4%94.4%3.4%92.2%
Term Structure-4.6%-14.3%9.8%8.1%-14.3%
VWIV68.4%60.0%76.9%60.0%72.5%
Skew 25d8.2%5.6%11.5%6.4%10.1%
Skew 10d15.0%-6.9%40.4%8.8%-6.9%
Call IV 25d61.3%42.1%71.8%47.0%71.8%
Put IV 25d69.5%49.9%81.9%53.4%81.9%
Bid-Ask Spread %63.2617.7189.4279.3381.60
Gamma HHI0.410.280.610.410.46
Net GEX-11.8K-31.0K9.3K9.3K-23.1K
Net DEX404.5K-271.5K1.1M-271.5K656.7K
Net VEX-3.7K-5.9K-1.7K-1.9K-4.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio11.220.50101.3114.602.58
Total Volume217.136101,6371043
Total OI1,662.5917482,5577482,269

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$19.67$17.5049.3%14.1%37.4%17.5%0.0%6.4%8.1%9.3K-271.5K-1.9K0.0079.33N/AN/A010587161
2019-07-02$19.01$17.5048.1%13.8%38.0%15.3%0.0%11.5%6.8%7.3K-192.1K-1.7K0.0082.71N/AN/A027587171
2019-07-03$18.97$17.5045.1%12.9%37.7%10.0%0.0%7.8%9.8%6.7K-171.7K-1.8K14.6089.42N/AN/A573587198
2019-07-05$18.49$0.0056.8%17.4%38.4%31.2%0.0%7.6%-4.3%4.0K-74.0K-1.9K13.6069.31N/AN/A15204592271
2019-07-08$17.86$0.0055.6%17.3%40.1%29.0%0.0%6.6%-3.4%-99898.3K-2.8K27.0065.14N/AN/A254602472
2019-07-09$17.15$0.0055.5%17.5%42.0%28.8%0.0%6.8%-3.4%-3.2K188.4K-2.9K1.1563.51N/AN/A4754604525
2019-07-10$16.86$0.0060.9%17.5%40.0%38.7%60.0%6.7%-3.6%-3.9K233.4K-3.1K1.8071.43N/AN/A3563646575
2019-07-11$16.24$17.5064.4%18.5%39.3%44.9%64.5%6.0%-3.1%-4.8K298.4K-2.9K2.1171.24N/AN/A3574661583
2019-07-12$16.56$17.5058.6%16.8%40.4%34.6%63.8%8.7%-2.8%-5.2K293.7K-3.0K1.2873.63N/AN/A5874660593
2019-07-15$15.99$17.5063.7%18.3%41.7%43.7%61.6%6.1%-3.1%-5.6K332.3K-2.8K0.5071.94N/AN/A126651593
2019-07-16$15.47$17.5063.2%18.1%42.6%42.9%60.3%5.6%-4.3%-5.7K354.6K-2.6K0.6478.38N/AN/A149664588
2019-07-17$15.47$17.5070.9%20.3%40.9%56.8%70.0%5.9%-2.0%-4.7K330.1K-2.7K101.3179.01N/AN/A161,621665582
2019-07-18$14.96$17.5073.6%21.1%41.5%61.7%72.3%9.5%-8.1%-29.8K1.0M-5.0K22.6780.88N/AN/A184086681,599
2019-07-19$15.28$17.5073.0%20.9%40.9%60.6%70.4%8.2%-6.3%-30.5K1.1M-5.4K4.3533.06N/AN/A371616691,764
2019-07-22$16.15$17.5076.9%22.1%47.4%67.8%76.9%11.0%-9.6%-31.0K992.6K-5.8K5.0619.85N/AN/A16816501,849
2019-07-23$17.03$15.0070.8%20.3%51.9%56.7%65.7%10.3%-9.0%-30.7K782.1K-5.9K1.4825.04N/AN/A1301936641,884
2019-07-24$17.41$15.0067.2%19.3%51.1%50.1%72.5%7.5%-5.6%-24.4K591.0K-5.7K8.3473.87N/AN/A655427691,788
2019-07-25$17.04$15.0069.5%19.9%51.6%54.2%71.0%10.7%-8.5%-21.6K601.1K-5.2K3.3771.27N/AN/A652197971,573
2019-07-26$17.23$15.0069.8%20.0%50.6%54.8%70.8%9.2%-9.7%-19.5K533.5K-5.0K1.4817.71N/AN/A54808001,500
2019-07-29$16.64$15.0072.9%20.9%49.6%60.5%68.5%10.6%-11.7%-22.1K641.4K-4.7K2.4222.93N/AN/A12298011,463
2019-07-30$16.99$15.0074.6%21.4%49.1%63.6%73.8%8.3%-12.8%-20.2K562.1K-4.6K8.6770.40N/AN/A121048011,451
2019-07-31$16.53$15.0075.5%21.7%48.7%65.2%72.5%10.1%-14.3%-23.1K656.7K-4.6K2.5881.60N/AN/A12318011,468