LASR Options History — November 2019

In November 2019, LASR traded between $14.02 and $20.67. ATM implied volatility averaged 52.2%, placing in the 32.4% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded below realized volatility by 22.9% (HV 20d: 75.1%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.40.

Notable Days

  • 2019-11-15: Highest Volume — 359 contracts
  • 2019-11-11: Largest IV spike — 60.7% change
  • 2019-11-01: Highest IV Rank — 100.0%
  • 2019-11-01: Largest Expected Move — 28.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.09$14.02$20.67$14.02$20.10
Max Pain$16.13$15.00$17.50$15.00$17.50
ATM IV52.2%26.8%99.8%99.8%53.0%
Expected Move15.1%11.8%28.6%28.6%15.2%
HV 20d75.1%57.1%90.1%57.1%78.9%
HV 60d57.0%47.9%64.3%47.9%61.2%
IV Rank32.4%0.0%100.0%100.0%36.0%
IV Percentile19.4%0.0%100.0%100.0%21.4%
Term Structure0.6%-36.6%11.2%-36.6%-1.6%
VWIV53.5%28.6%99.9%99.9%57.8%
Skew 25d9.5%0.5%27.4%27.4%5.4%
Skew 10d17.5%0.3%36.1%22.7%31.2%
Call IV 25d48.1%33.4%75.5%75.5%51.5%
Put IV 25d57.6%45.1%102.8%102.8%56.9%
Bid-Ask Spread %67.5348.0185.6785.6772.67
Gamma HHI0.520.250.890.830.31
Net GEX-9.4K-106.8K30.1K-55.2K12.0K
Net DEX-65.7K-823.1K1.8M1.8M-435.2K
Net VEX-1.6K-3.0K-1.0K-3.0K-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.005.000.670.15
Total Volume430359523
Total OI1,821.856122,8372,699669

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-11-01$14.02$15.0099.8%28.6%57.1%100.0%99.9%27.4%-36.6%-55.2K1.8M-3.0K0.6785.67N/AN/A324142,285
2019-11-04$14.57$15.0095.0%18.0%58.8%92.0%63.1%10.7%-4.3%-68.4K1.5M-3.0K0.5364.12N/AN/A88474272,285
2019-11-05$15.84$15.0055.4%14.8%65.6%26.2%72.8%9.3%3.1%-106.8K706.7K-2.7K0.0262.34N/AN/A5714462,308
2019-11-06$16.72$15.0040.2%13.0%67.7%0.9%52.8%17.8%-2.4%-47.5K65.0K-2.0K0.1276.26N/AN/A2534552,307
2019-11-07$17.00$15.0044.6%15.0%67.8%8.2%0.0%7.7%3.0%-26.7K-88.7K-1.6K0.0048.01N/AN/A1504472,308
2019-11-08$16.52$15.0026.8%13.0%69.0%0.0%28.6%17.4%8.5%-30.2K-65.6K-1.4K0.0069.70N/AN/A104622,308
2019-11-11$16.69$15.0043.0%13.3%63.6%22.2%46.3%6.2%6.7%-31.7K-53.5K-1.4K0.0056.04N/AN/A1004592,308
2019-11-12$17.05$15.0040.4%13.7%63.7%18.7%48.0%17.8%2.4%23.2K-236.0K-1.1K5.0077.37N/AN/A4204692,308
2019-11-13$17.06$15.0043.1%12.4%63.5%22.3%42.9%5.5%11.2%22.6K-231.6K-1.1K0.0066.65N/AN/A5004662,308
2019-11-14$17.06$15.0044.9%12.9%62.8%24.9%0.0%4.2%7.6%30.1K-249.2K-1.1K0.0070.71N/AN/A605252,308
2019-11-15$20.67$15.0041.2%11.8%86.7%19.8%45.6%0.5%9.3%5.1K-823.1K-1.0K0.1973.61N/AN/A302575292,308
2019-11-18$19.93$17.5050.9%14.6%89.0%33.0%47.0%5.8%10.6%9.0K-392.6K-1.4K0.0476.58N/AN/A974444168
2019-11-19$19.80$17.5052.9%15.2%89.3%35.7%48.9%6.1%-1.4%11.2K-416.9K-1.6K0.0678.28N/AN/A181515165
2019-11-20$19.94$17.5054.2%15.5%89.0%37.5%54.3%10.3%-1.7%11.1K-425.5K-1.6K0.4067.95N/AN/A52509165
2019-11-21$19.99$17.5053.4%15.3%88.7%36.5%44.5%11.3%-1.2%11.3K-420.2K-1.6K0.3355.73N/AN/A31510166
2019-11-22$19.43$17.5051.9%14.9%90.1%34.4%52.5%6.8%-0.9%10.3K-372.3K-1.5K0.0063.56N/AN/A20508166
2019-11-25$19.84$17.5051.6%14.8%90.0%34.0%50.5%7.6%-0.4%11.2K-407.7K-1.4K0.1159.93N/AN/A91506166
2019-11-26$19.73$17.5051.4%14.7%80.3%33.7%0.0%6.6%-0.8%10.9K-395.7K-1.4K0.0060.18N/AN/A30504167
2019-11-27$19.76$17.5050.7%14.5%80.5%32.7%0.0%6.4%0.1%11.0K-403.9K-1.4K0.0065.19N/AN/A00502167
2019-11-29$20.10$17.5053.0%15.2%78.9%36.0%57.8%5.4%-1.6%12.0K-435.2K-1.3K0.1572.67N/AN/A203502167