LASR Options History — September 2019

In September 2019, LASR traded between $13.36 and $16.51. ATM implied volatility averaged 54.1%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 7.3% (HV 20d: 46.8%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 1.37.

Notable Days

2019-09-10: Highest Volume — 238 contracts
2019-09-05: Largest IV drop — 17.0% change
2019-09-03: Highest IV Rank — 44.3%
2019-09-03: Largest Expected Move — 19.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.50	$13.36	$16.51	$13.36	$15.74
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	54.1%	47.5%	66.3%	66.3%	54.2%
Expected Move	15.6%	13.9%	19.0%	19.0%	15.5%
HV 20d	46.8%	42.8%	51.8%	45.4%	43.6%
HV 60d	48.6%	45.9%	49.8%	45.9%	48.4%
IV Rank	24.0%	13.1%	44.3%	44.3%	24.2%
IV Percentile	23.4%	1.5%	66.8%	66.8%	22.5%
Term Structure	4.2%	-4.2%	9.2%	-4.2%	8.1%
VWIV	51.9%	40.7%	56.2%	53.0%	46.6%
Skew 25d	5.1%	-5.8%	10.0%	7.8%	-1.1%
Skew 10d	3.9%	-25.0%	15.5%	2.3%	-4.4%
Call IV 25d	50.8%	47.3%	57.0%	57.0%	52.9%
Put IV 25d	56.0%	46.9%	64.8%	64.8%	51.8%
Bid-Ask Spread %	86.22	75.62	98.15	80.46	91.95
Gamma HHI	0.51	0.25	0.83	0.66	0.25
Net GEX	-8.0K	-25.2K	2.0K	-16.1K	2.0K
Net DEX	-1.3K	-227.5K	599.6K	599.6K	-70.9K
Net VEX	-1.2K	-1.5K	-998	-998	-1.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.37	0.00	6.25	1.86	0.00
Total Volume	38.9	0	238	100	8
Total OI	1,242.8	416	1,644	1,471	447

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2019-09-03	$13.36	$15.00	66.3%	19.0%	45.4%	44.3%	53.0%	7.8%	-4.2%	-16.1K	599.6K	-998	1.86	80.46	N/A	N/A	35	65	756	715
2019-09-04	$13.66	$15.00	62.9%	18.0%	43.4%	38.7%	53.8%	8.0%	-3.4%	-19.4K	563.5K	-1.2K	0.89	79.38	N/A	N/A	37	33	781	746
2019-09-05	$14.75	$15.00	52.2%	15.1%	48.2%	20.9%	40.7%	9.1%	5.6%	-23.4K	320.7K	-1.5K	0.78	75.62	N/A	N/A	27	21	828	725
2019-09-06	$14.87	$15.00	49.1%	14.7%	48.3%	15.8%	51.7%	7.4%	4.8%	-25.2K	271.5K	-1.5K	0.35	79.24	N/A	N/A	23	8	855	716
2019-09-09	$15.43	$15.00	55.1%	15.5%	49.9%	25.7%	53.2%	4.4%	2.4%	-23.0K	116.5K	-1.4K	0.62	82.09	N/A	N/A	37	23	860	711
2019-09-10	$16.15	$15.00	47.5%	15.8%	51.8%	13.1%	55.6%	6.5%	3.1%	-15.7K	-70.5K	-1.5K	1.53	80.52	N/A	N/A	94	144	889	707
2019-09-11	$16.32	$15.00	51.7%	14.8%	51.2%	20.1%	51.0%	6.5%	4.2%	-7.0K	-137.4K	-1.4K	1.00	87.34	N/A	N/A	36	36	935	645
2019-09-12	$16.49	$15.00	48.3%	13.9%	48.0%	14.5%	0.0%	5.9%	8.2%	-2.6K	-204.0K	-1.4K	6.25	81.62	N/A	N/A	4	25	958	648
2019-09-13	$16.51	$15.00	48.6%	13.9%	47.1%	14.9%	54.4%	7.0%	9.2%	-3.1K	-201.6K	-1.3K	2.50	86.82	N/A	N/A	4	10	959	650
2019-09-16	$16.36	$15.00	50.8%	14.6%	47.5%	18.6%	0.0%	5.8%	5.2%	-1.8K	-227.5K	-1.1K	3.50	84.72	N/A	N/A	6	21	959	652
2019-09-17	$15.99	$15.00	55.1%	15.8%	48.1%	25.8%	0.0%	4.5%	8.2%	-13.9K	-172.2K	-1.1K	3.00	87.43	N/A	N/A	10	30	963	641
2019-09-18	$16.01	$15.00	55.7%	16.0%	47.1%	26.7%	0.0%	6.3%	2.9%	-8.4K	-196.5K	-1.2K	0.00	87.04	N/A	N/A	0	0	973	671
2019-09-19	$15.98	$15.00	52.9%	15.2%	47.0%	22.1%	0.0%	0.9%	4.9%	-12.4K	-174.6K	-1.2K	0.17	94.17	N/A	N/A	6	1	973	671
2019-09-20	$16.10	$15.00	54.2%	15.5%	46.9%	24.2%	0.0%	6.5%	1.9%	1.8K	-223.2K	-1.2K	0.00	83.43	N/A	N/A	16	0	973	671
2019-09-23	$15.32	$15.00	56.1%	16.1%	47.0%	27.5%	56.2%	-5.8%	3.9%	1.5K	-43.3K	-1.1K	0.43	98.15	N/A	N/A	7	3	264	152
2019-09-24	$15.02	$15.00	54.6%	15.7%	45.0%	24.9%	54.6%	6.4%	5.5%	1.6K	-33.2K	-1.1K	0.00	90.93	N/A	N/A	1	0	284	155
2019-09-25	$15.37	$15.00	53.2%	15.2%	42.8%	22.5%	0.0%	6.8%	6.4%	1.7K	-51.8K	-1.1K	0.00	91.45	N/A	N/A	0	0	285	156
2019-09-26	$15.17	$15.00	55.6%	15.9%	43.5%	26.5%	0.0%	10.0%	3.0%	1.6K	-38.4K	-1.1K	0.00	89.48	N/A	N/A	0	0	285	156
2019-09-27	$15.43	$15.00	57.4%	16.4%	43.6%	29.5%	46.6%	-0.2%	3.2%	1.8K	-52.1K	-1.1K	0.40	92.58	N/A	N/A	5	2	285	156
2019-09-30	$15.74	$15.00	54.2%	15.5%	43.6%	24.2%	0.0%	-1.1%	8.1%	2.0K	-70.9K	-1.1K	0.00	91.95	N/A	N/A	8	0	290	157