LASR Options History — August 2019

In August 2019, LASR traded between $12.74 and $15.65. ATM implied volatility averaged 65.4%, placing in the 43.5% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 13.7% (HV 20d: 51.7%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 4.98.

Notable Days

  • 2019-08-28: Highest Volume — 263 contracts
  • 2019-08-06: Largest IV drop — 27.3% change
  • 2019-08-05: Highest IV Rank — 100.0%
  • 2019-08-02: Largest Expected Move — 24.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.11$12.74$15.65$15.65$12.88
Max Pain$16.36$15.00$17.50$15.00$15.00
ATM IV65.4%51.2%99.7%84.2%59.5%
Expected Move17.5%14.7%24.6%24.1%17.1%
HV 20d51.7%45.9%57.6%51.5%46.0%
HV 60d47.3%44.5%52.3%52.0%45.1%
IV Rank43.5%19.2%100.0%81.0%33.1%
IV Percentile55.1%8.8%100.0%97.6%43.9%
Term Structure-1.7%-19.4%5.6%-19.4%-1.5%
VWIV56.9%34.2%79.7%62.3%51.4%
Skew 25d7.4%-4.5%19.0%19.0%-2.5%
Skew 10d8.4%-24.4%49.3%49.3%-15.2%
Call IV 25d57.6%48.7%78.8%73.2%54.3%
Put IV 25d65.0%51.7%92.8%92.2%51.7%
Bid-Ask Spread %66.9619.2485.6382.7770.96
Gamma HHI0.550.400.670.550.59
Net GEX-26.0K-41.3K-12.5K-26.6K-12.5K
Net DEX958.6K659.8K1.2M855.8K659.8K
Net VEX-2.8K-4.3K-859-4.3K-859
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.980.0032.006.334.60
Total Volume71.18242638828
Total OI2,043.2731,4712,2892,2661,471

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-08-01$15.65$15.0084.2%24.1%51.5%81.0%62.3%19.0%-19.4%-26.6K855.8K-4.3K6.3382.77N/AN/A12768011,465
2019-08-02$15.35$15.0085.7%24.6%51.2%83.7%79.7%14.0%-18.3%-26.7K898.4K-4.2K2.3380.67N/AN/A15358021,456
2019-08-05$14.55$17.5099.7%19.3%52.9%100.0%70.4%12.8%-4.6%-25.0K1.0M-3.9K5.8551.08N/AN/A341998141,431
2019-08-06$13.88$17.5072.5%17.4%53.4%54.8%61.8%11.8%-0.4%-29.6K1.2M-3.4K2.6757.45N/AN/A541448211,468
2019-08-07$14.60$17.5074.6%17.6%57.6%58.2%59.6%12.0%-0.2%-31.2K1.0M-3.5K0.5558.62N/AN/A22128271,419
2019-08-08$14.68$17.5064.3%16.7%56.6%41.0%58.9%7.3%1.1%-34.6K985.4K-3.4K3.0019.24N/AN/A138371,407
2019-08-09$14.59$17.5067.4%16.9%55.9%46.2%58.6%5.4%-1.7%-34.4K1.0M-3.4K3.0065.23N/AN/A5158381,407
2019-08-12$14.42$17.5071.7%17.1%54.9%53.4%59.3%8.3%0.1%-35.6K1.0M-3.3K0.0060.93N/AN/A048431,397
2019-08-13$14.82$17.5067.7%17.0%55.0%46.6%58.9%9.0%-1.1%-41.3K967.9K-3.3K1.8071.50N/AN/A15278431,397
2019-08-14$14.20$17.5058.4%16.8%56.8%31.3%58.1%8.5%0.5%-32.0K1.1M-3.0K1.8561.30N/AN/A13248481,380
2019-08-15$13.95$17.5059.3%17.0%56.0%32.8%58.9%10.0%1.5%-22.6K1.2M-2.8K32.0076.16N/AN/A3968601,360
2019-08-16$14.16$17.5052.5%15.1%55.7%21.5%0.0%9.1%5.6%-25.3K1.1M-2.8K0.0070.72N/AN/A0208591,326
2019-08-19$14.53$17.5052.2%15.0%52.4%20.9%52.0%8.0%3.6%-27.9K861.7K-2.8K4.6776.72N/AN/A3147181,177
2019-08-20$14.22$17.5053.1%15.2%47.9%22.4%52.8%8.5%1.8%-26.9K917.8K-2.7K0.0883.97N/AN/A5047191,184
2019-08-21$14.45$15.0051.2%14.7%47.4%19.2%51.6%10.9%4.7%-26.6K809.4K-2.9K1.3379.82N/AN/A687691,152
2019-08-22$14.38$15.0053.3%15.3%47.2%22.8%56.4%11.6%1.1%-25.9K826.7K-2.7K0.0056.32N/AN/A6407691,145
2019-08-23$13.69$15.0064.5%18.5%48.7%41.4%53.5%6.8%-5.1%-23.2K924.6K-2.4K3.6085.63N/AN/A5187471,145
2019-08-26$13.17$15.0062.4%17.9%49.0%37.8%57.2%-0.6%0.2%-19.8K982.6K-2.1K11.0071.14N/AN/A3337511,121
2019-08-27$12.74$15.0064.6%18.5%48.0%41.6%34.2%-4.4%-2.8%-16.0K1.0M-1.8K0.0073.79N/AN/A0987511,108
2019-08-28$12.76$15.0062.8%18.0%48.1%38.6%52.8%-4.5%-3.3%-15.3K953.5K-1.6K0.0050.77N/AN/A02637511,029
2019-08-29$12.86$15.0057.3%16.4%45.9%29.4%45.9%2.0%0.4%-13.1K734.9K-1.0K0.0068.44N/AN/A0140751788
2019-08-30$12.88$15.0059.5%17.1%46.0%33.1%51.4%-2.5%-1.5%-12.5K659.8K-8594.6070.96N/AN/A523751720