LASR Options History — January 2020

In January 2020, LASR traded between $17.66 and $21.65. ATM implied volatility averaged 53.8%, placing in the 37.0% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded above realized volatility by 18.0% (HV 20d: 35.8%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.87.

Notable Days

  • 2020-01-24: Highest Volume — 121 contracts
  • 2020-01-15: Largest IV spike — 43.5% change
  • 2020-01-31: Highest IV Rank — 50.6%
  • 2020-01-31: Largest Expected Move — 18.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.37$17.66$21.65$20.29$17.66
Max Pain$15.48$15.00$20.00$20.00$15.00
ATM IV53.8%39.3%63.7%46.7%63.7%
Expected Move16.1%13.4%18.3%13.4%18.3%
HV 20d35.8%31.3%43.4%36.8%43.4%
HV 60d59.7%56.5%62.1%61.2%57.6%
IV Rank37.0%17.2%50.6%27.3%50.6%
IV Percentile38.5%0.4%75.0%6.0%75.0%
Term Structure-3.1%-7.7%6.8%6.0%-7.7%
VWIV56.6%43.0%68.4%43.0%63.2%
Skew 25d8.9%-4.2%18.8%-4.2%12.8%
Skew 10d14.1%-15.9%39.5%-15.9%29.6%
Call IV 25d51.4%35.9%58.8%44.0%58.8%
Put IV 25d60.3%39.8%71.6%39.8%71.6%
Bid-Ask Spread %79.4367.0192.2792.2786.71
Gamma HHI0.460.340.540.400.41
Net GEX8.2K3.8K11.3K6.7K3.8K
Net DEX-321.8K-492.9K-79.1K-243.4K-79.1K
Net VEX-1.2K-1.4K-986-1.0K-1.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.870.0010.000.004.61
Total Volume33.0480121210
Total OI505.714403705403705

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-01-02$20.29$20.0046.7%13.4%36.8%27.3%43.0%-4.2%6.0%6.7K-243.4K-1.0K0.0092.27N/AN/A20259144
2020-01-03$19.84$20.0047.2%13.5%35.1%28.0%47.2%18.8%6.8%6.6K-211.9K-1.0K0.6780.13N/AN/A32260144
2020-01-06$20.02$15.0047.6%15.7%34.7%28.6%0.0%5.8%-1.6%6.8K-229.7K-9990.0077.01N/AN/A00261145
2020-01-07$20.28$15.0049.1%15.4%34.6%30.5%0.0%7.5%-2.1%7.1K-244.4K-99110.0075.21N/AN/A110261145
2020-01-08$21.43$15.0043.1%15.0%37.6%22.3%52.6%6.7%-1.1%7.2K-327.4K-9860.4677.77N/AN/A2411261155
2020-01-09$20.98$15.0052.7%16.1%37.8%35.5%0.0%7.7%-3.6%10.1K-396.9K-1.2K0.0075.84N/AN/A300336144
2020-01-10$20.43$15.0048.7%15.9%38.0%30.0%58.5%8.2%-2.7%11.3K-364.9K-1.3K2.0082.54N/AN/A1020358144
2020-01-13$20.89$15.0057.4%16.3%35.5%41.9%0.0%8.1%-4.6%10.9K-406.9K-1.4K0.0076.01N/AN/A00362164
2020-01-14$21.12$15.0039.3%15.9%33.5%17.2%0.0%7.0%-4.0%9.3K-442.7K-1.3K0.0082.95N/AN/A30362164
2020-01-15$21.01$15.0056.4%16.2%31.3%40.6%0.0%7.7%1.4%8.4K-423.6K-1.3K0.0082.09N/AN/A100362165
2020-01-16$21.65$15.0057.0%16.3%32.6%41.3%53.2%8.6%-7.4%9.8K-492.9K-1.3K0.4385.86N/AN/A219371165
2020-01-17$21.55$15.0052.0%14.9%32.2%34.6%51.6%7.3%-6.3%7.6K-482.2K-1.4K0.9776.27N/AN/A3029387165
2020-01-21$21.27$15.0058.6%16.8%32.5%43.5%61.8%15.3%-4.1%8.8K-399.6K-1.3K0.2489.41N/AN/A215344144
2020-01-22$20.82$15.0058.2%16.7%33.0%43.0%58.2%7.7%-6.7%9.3K-385.4K-1.4K0.5078.95N/AN/A21365149
2020-01-23$21.23$15.0058.6%16.8%33.4%43.6%0.0%8.6%-2.2%9.5K-414.0K-1.4K8.0077.38N/AN/A18363150
2020-01-24$20.53$15.0057.4%16.5%36.0%42.0%55.4%6.6%-4.3%9.4K-352.1K-1.4K0.0867.01N/AN/A1129363158
2020-01-27$19.70$15.0060.2%17.2%38.4%45.7%0.0%9.8%-6.3%8.2K-271.5K-1.3K0.0073.26N/AN/A09350158
2020-01-28$19.46$15.0058.5%16.8%38.4%43.4%64.8%12.2%-2.7%8.0K-248.2K-1.3K2.0274.44N/AN/A4081350156
2020-01-29$18.88$15.0058.0%16.6%38.7%42.8%68.4%6.9%-6.5%6.4K-176.3K-1.2K0.0079.16N/AN/A079327224
2020-01-30$18.77$15.0059.0%16.9%38.4%44.1%58.2%18.6%-6.4%6.1K-164.4K-1.2K4.6177.78N/AN/A1883327303
2020-01-31$17.66$15.0063.7%18.3%43.4%50.6%63.2%12.8%-7.7%3.8K-79.1K-1.0K0.0086.71N/AN/A010319386