LASR Options History — December 2019

In December 2019, LASR traded between $18.99 and $20.58. ATM implied volatility averaged 50.2%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded below realized volatility by 7.3% (HV 20d: 57.5%). Max pain ranged from $7.50 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.58.

Notable Days

2019-12-19: Highest Volume — 41 contracts
2019-12-24: Largest IV spike — 14.9% change
2019-12-04: Highest IV Rank — 43.3%
2019-12-04: Largest Expected Move — 16.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.84	$18.99	$20.58	$19.39	$20.41
Max Pain	$16.79	$7.50	$20.00	$17.50	$20.00
ATM IV	50.2%	44.2%	58.4%	57.5%	44.9%
Expected Move	14.2%	12.7%	16.7%	16.5%	12.9%
HV 20d	57.5%	36.9%	80.6%	80.6%	36.9%
HV 60d	61.9%	61.1%	63.3%	61.7%	61.1%
IV Rank	32.1%	23.8%	43.3%	42.0%	24.8%
IV Percentile	16.3%	3.2%	46.8%	43.7%	4.0%
Term Structure	6.6%	-5.5%	48.2%	-3.2%	6.8%
VWIV	49.3%	33.0%	67.8%	67.8%	44.5%
Skew 25d	7.7%	3.4%	19.5%	6.9%	5.2%
Skew 10d	17.9%	-1.4%	51.9%	7.0%	-1.4%
Call IV 25d	46.6%	33.6%	55.4%	55.4%	44.7%
Put IV 25d	54.3%	49.8%	62.3%	62.3%	50.0%
Bid-Ask Spread %	85.71	72.38	94.90	79.87	90.22
Gamma HHI	0.35	0.22	0.66	0.29	0.39
Net GEX	8.8K	3.0K	13.0K	10.3K	6.3K
Net DEX	-323.9K	-457.5K	-162.3K	-350.1K	-250.9K
Net VEX	-1.1K	-1.3K	-960	-1.3K	-1.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.58	0.00	2.50	2.00	1.00
Total Volume	13.667	1	41	3	2
Total OI	575.429	327	689	657	404

Daily Data (21 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
2019-12-02	$19.39	$17.50	57.5%	16.5%	80.6%	42.0%	67.8%	6.9%	-3.2%	10.3K	-350.1K	-1.3K	2.00	79.87	N/A	N/A	1	2	492	165
2019-12-03	$19.20	$17.50	53.0%	15.2%	80.6%	35.9%	33.0%	17.1%	2.8%	9.4K	-312.8K	-1.3K	0.00	94.46	N/A	N/A	24	0	487	165
2019-12-04	$19.98	$17.50	58.4%	16.7%	77.0%	43.3%	0.0%	9.7%	-5.5%	11.0K	-384.8K	-1.3K	0.00	89.28	N/A	N/A	0	2	489	165
2019-12-05	$19.66	$7.50	54.5%	14.7%	75.9%	38.0%	0.0%	9.5%	5.1%	10.6K	-359.0K	-1.3K	0.00	94.83	N/A	N/A	0	1	489	167
2019-12-06	$19.94	$7.50	48.0%	14.2%	75.9%	29.1%	0.0%	7.2%	3.8%	11.3K	-389.2K	-1.2K	0.00	86.79	N/A	N/A	8	0	489	167
2019-12-09	$19.34	$7.50	54.7%	14.3%	76.0%	38.2%	50.2%	4.9%	3.9%	10.0K	-345.3K	-1.1K	1.75	76.08	N/A	N/A	4	7	496	167
2019-12-10	$18.99	$7.50	57.5%	14.5%	76.5%	42.0%	51.8%	5.9%	2.1%	9.4K	-305.2K	-1.1K	0.17	73.16	N/A	N/A	12	2	499	162
2019-12-11	$19.61	$17.50	50.9%	14.6%	76.9%	33.1%	0.0%	6.3%	3.8%	10.8K	-361.2K	-1.1K	0.00	72.38	N/A	N/A	6	0	491	164
2019-12-12	$20.49	$17.50	51.3%	14.7%	78.0%	33.5%	0.0%	6.1%	2.4%	12.9K	-444.7K	-1.1K	0.00	86.84	N/A	N/A	13	0	486	164
2019-12-13	$19.86	$17.50	47.7%	13.7%	79.2%	28.6%	47.5%	7.2%	6.3%	11.4K	-391.8K	-1.0K	0.00	77.23	N/A	N/A	7	0	493	164
2019-12-16	$20.58	$17.50	47.1%	13.5%	41.4%	27.9%	45.3%	5.4%	7.3%	12.5K	-457.5K	-974	0.77	86.56	N/A	N/A	13	10	488	164
2019-12-17	$20.35	$20.00	44.2%	12.7%	39.4%	23.8%	43.4%	9.2%	9.3%	11.2K	-435.0K	-1.0K	2.50	89.15	N/A	N/A	2	5	498	174
2019-12-18	$20.10	$20.00	46.2%	13.2%	39.6%	26.6%	0.0%	6.5%	7.9%	12.1K	-399.1K	-1.0K	0.00	91.27	N/A	N/A	3	0	498	179
2019-12-19	$19.95	$20.00	47.3%	13.6%	39.6%	28.1%	48.8%	3.4%	6.8%	13.0K	-388.6K	-960	0.37	94.90	N/A	N/A	30	11	497	179
2019-12-20	$19.64	$20.00	45.3%	13.0%	40.0%	25.3%	45.2%	6.4%	6.1%	3.0K	-312.6K	-961	0.27	88.23	N/A	N/A	15	4	500	189
2019-12-23	$19.56	$20.00	47.8%	13.7%	38.6%	28.8%	47.7%	6.4%	2.6%	3.0K	-162.3K	-1.0K	0.00	89.48	N/A	N/A	11	0	211	116
2019-12-24	$19.54	$20.00	54.9%	15.7%	37.9%	38.5%	55.4%	8.8%	48.2%	3.3K	-168.5K	-1.0K	0.93	84.93	N/A	N/A	15	14	217	116
2019-12-26	$19.97	$20.00	47.9%	13.7%	38.7%	28.9%	48.0%	7.0%	9.4%	3.8K	-179.5K	-962	0.52	82.62	N/A	N/A	21	11	212	130
2019-12-27	$19.76	$20.00	47.8%	13.7%	38.9%	28.7%	54.6%	3.4%	6.4%	5.0K	-193.3K	-992	0.00	79.74	N/A	N/A	0	1	234	141
2019-12-30	$20.22	$20.00	47.5%	13.6%	39.3%	28.4%	56.3%	19.5%	6.1%	5.5K	-210.4K	-962	0.20	91.88	N/A	N/A	25	5	234	142
2019-12-31	$20.41	$20.00	44.9%	12.9%	36.9%	24.8%	44.5%	5.2%	6.8%	6.3K	-250.9K	-1.1K	1.00	90.22	N/A	N/A	1	1	259	145