LASR Options History — October 2019 In October 2019, LASR traded between $13.32 and $14.93. ATM implied volatility averaged 63.9%, placing in the 40.3% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 22.5% (HV 20d: 41.4%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 9.22.
Notable Days 2019-10-29 : Highest Volume — 2,146 contracts2019-10-31 : Largest IV spike — 31.4% change2019-10-31 : Highest IV Rank — 83.0%2019-10-31 : Largest Expected Move — 25.7%Monthly Statistics Metric Avg Min Max Open Close Price $14.16 $13.32 $14.93 $14.93 $13.34 Max Pain $15.33 $12.50 $17.50 $15.00 $15.00 ATM IV 63.9% 51.1% 89.5% 57.2% 89.5% Expected Move 18.6% 16.4% 25.7% 16.4% 25.7% HV 20d 41.4% 31.8% 53.7% 47.8% 53.7% HV 60d 47.0% 45.2% 49.1% 49.1% 46.8% IV Rank 40.3% 19.2% 83.0% 29.2% 83.0% IV Percentile 58.5% 9.9% 99.1% 40.0% 99.1% Term Structure -5.9% -21.9% 4.9% 4.9% -21.9% VWIV 66.0% 54.6% 88.3% 57.2% 88.3% Skew 25d 10.1% -6.4% 27.3% 3.2% 11.1% Skew 10d 19.6% -5.3% 50.2% 4.6% 43.0% Call IV 25d 57.4% 41.7% 85.0% 42.2% 85.0% Put IV 25d 67.5% 45.4% 96.1% 45.4% 96.1% Bid-Ask Spread % 86.57 76.51 98.78 94.43 80.56 Gamma HHI 0.46 0.23 0.84 0.27 0.84 Net GEX -1.4K -55.1K 9.1K 1.8K -54.7K Net DEX 153.2K -92.6K 2.0M -34.7K 2.0M Net VEX -1.1K -3.0K -774 -1.1K -2.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 9.22 0.00 142.07 0.06 0.00 Total Volume 107.87 0 2,146 17 3 Total OI 714.565 441 2,696 454 2,696
Daily Data (23 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 2019-10-01 $14.93 $15.00 57.2% 16.4% 47.8% 29.2% 57.2% 3.2% 4.9% 1.8K -34.7K -1.1K 0.06 94.43 N/A N/A 16 1 297 157 2019-10-02 $14.82 $15.00 59.0% 16.9% 47.6% 32.3% 66.4% 27.3% 4.8% 2.0K -31.8K -1.1K 2.00 91.15 N/A N/A 1 2 313 158 2019-10-03 $14.65 $17.50 58.4% 17.9% 39.3% 31.2% 0.0% 7.4% -3.6% 1.9K -22.2K -1.1K 0.01 81.69 N/A N/A 101 1 314 160 2019-10-04 $14.68 $17.50 51.1% 17.4% 39.1% 19.2% 0.0% 8.8% -2.8% 7.6K -77.6K -1.2K 0.00 76.98 N/A N/A 8 0 412 161 2019-10-07 $14.78 $17.50 56.3% 17.9% 36.7% 27.7% 0.0% 7.2% -3.4% 8.2K -92.6K -1.1K 0.00 84.85 N/A N/A 0 0 418 161 2019-10-08 $14.53 $17.50 60.6% 18.3% 32.4% 34.9% 0.0% 9.3% -2.9% 7.6K -67.7K -1.1K 0.00 78.55 N/A N/A 0 0 418 161 2019-10-09 $14.43 $17.50 61.9% 17.8% 31.8% 37.1% 0.0% 7.4% -1.4% 7.8K -61.8K -1.1K 0.00 82.18 N/A N/A 0 0 418 161 2019-10-10 $14.57 $17.50 62.8% 18.0% 31.8% 38.6% 0.0% 7.0% -3.7% 8.8K -71.6K -1.1K 0.00 76.51 N/A N/A 0 2 418 161 2019-10-11 $14.61 $17.50 62.5% 17.9% 31.8% 38.0% 55.5% 10.8% -5.7% 9.1K -73.2K -1.1K 0.00 89.19 N/A N/A 2 0 418 161 2019-10-14 $13.68 $17.50 65.8% 18.9% 38.2% 43.5% 0.0% 8.7% -3.5% 4.8K 19.8K -866 0.38 87.73 N/A N/A 8 3 419 161 2019-10-15 $13.77 $17.50 57.3% 16.4% 38.2% 29.4% 0.0% 12.2% -1.7% 3.2K 30.3K -830 0.00 88.61 N/A N/A 0 11 412 158 2019-10-16 $13.69 $17.50 64.0% 18.3% 38.1% 40.5% 0.0% 8.8% -6.9% 4.4K 18.6K -835 0.00 97.10 N/A N/A 5 0 412 156 2019-10-17 $14.21 $17.50 57.3% 16.4% 41.3% 29.4% 63.5% 19.7% -1.0% 1.0K 16.6K -855 0.00 98.78 N/A N/A 5 0 408 154 2019-10-18 $13.51 $12.50 68.2% 19.6% 43.9% 47.6% 66.1% 8.8% -9.2% 881 31.0K -774 3.00 98.35 N/A N/A 7 21 413 154 2019-10-21 $13.61 $12.50 65.1% 18.7% 41.4% 42.4% 62.9% 8.1% -7.5% 576 29.0K -797 0.00 90.51 N/A N/A 7 0 273 168 2019-10-22 $14.06 $12.50 63.7% 18.3% 43.2% 40.1% 0.0% 7.5% -6.6% 924 7.1K -879 0.00 83.00 N/A N/A 0 0 280 168 2019-10-23 $13.98 $12.50 63.1% 18.1% 42.1% 39.1% 0.0% 17.5% -5.4% 847 13.3K -856 0.00 82.23 N/A N/A 0 0 280 168 2019-10-24 $13.87 $12.50 62.3% 17.8% 42.0% 37.6% 0.0% 12.7% -6.7% 763 18.1K -830 0.00 85.64 N/A N/A 2 0 280 168 2019-10-25 $14.27 $12.50 58.3% 16.7% 43.0% 31.1% 54.6% 23.2% -0.8% 974 2.5K -878 0.00 90.93 N/A N/A 81 0 280 168 2019-10-28 $14.67 $12.50 72.5% 20.8% 43.6% 54.7% 60.7% 11.9% -14.7% 3.0K -32.4K -945 0.05 91.76 N/A N/A 42 2 361 168 2019-10-29 $13.32 $12.50 83.7% 24.0% 52.1% 73.3% 85.1% -0.3% -20.7% 1.7K 27.3K -803 142.07 77.56 N/A N/A 15 2,131 400 168 2019-10-30 $13.67 $15.00 68.1% 19.5% 53.3% 47.4% 0.0% -6.4% -15.7% -55.1K 1.9M -3.0K 0.00 82.74 N/A N/A 4 0 411 2,284 2019-10-31 $13.34 $15.00 89.5% 25.7% 53.7% 83.0% 88.3% 11.1% -21.9% -54.7K 2.0M -2.7K 0.00 80.56 N/A N/A 3 0 411 2,285
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