LASR Options History — February 2020

In February 2020, LASR traded between $15.47 and $20.86. ATM implied volatility averaged 67.6%, placing in the 55.9% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded above realized volatility by 4.4% (HV 20d: 63.2%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 6.97.

Notable Days

2020-02-06: Highest Volume — 1,012 contracts
2020-02-20: Largest IV drop — 21.7% change
2020-02-28: Highest IV Rank — 93.9%
2020-02-28: Largest Expected Move — 27.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.61	$15.47	$20.86	$17.65	$15.88
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	67.6%	53.6%	95.4%	64.7%	95.4%
Expected Move	18.5%	15.4%	27.3%	18.5%	27.3%
HV 20d	63.2%	43.1%	78.2%	43.1%	78.2%
HV 60d	53.3%	43.8%	58.8%	55.1%	54.2%
IV Rank	55.9%	36.8%	93.9%	51.9%	93.9%
IV Percentile	77.3%	33.7%	99.2%	79.0%	99.2%
Term Structure	-7.1%	-26.2%	2.0%	-8.2%	-26.2%
VWIV	62.0%	49.7%	81.0%	62.3%	76.5%
Skew 25d	9.5%	-17.9%	26.9%	12.4%	-0.1%
Skew 10d	11.5%	-51.8%	40.2%	30.4%	-51.8%
Call IV 25d	57.8%	48.9%	83.7%	58.3%	83.7%
Put IV 25d	67.2%	42.3%	85.7%	70.8%	83.6%
Bid-Ask Spread %	80.49	62.47	102.71	85.75	102.71
Gamma HHI	0.38	0.31	0.57	0.40	0.31
Net GEX	10.0K	-2.6K	26.4K	4.0K	-568
Net DEX	-281.2K	-747.0K	82.0K	-89.6K	44.9K
Net VEX	-1.9K	-2.5K	-991	-991	-2.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	6.97	0.00	30.00	1.75	0.00
Total Volume	205.474	4	1,012	322	7
Total OI	2,760.053	705	3,723	705	2,789

Daily Data (19 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
2020-02-03	$17.65	$17.50	64.7%	18.5%	43.1%	51.9%	62.3%	12.4%	-8.2%	4.0K	-89.6K	-991	0.00	85.75	N/A	N/A	0	322	319	386
2020-02-04	$19.15	$17.50	61.7%	17.7%	52.9%	47.8%	56.9%	9.3%	-6.6%	6.6K	-198.7K	-1.1K	1.75	83.15	N/A	N/A	32	56	319	708
2020-02-05	$20.14	$17.50	63.9%	18.3%	56.0%	50.9%	63.7%	11.9%	-12.0%	7.8K	-267.4K	-1.1K	22.92	88.07	N/A	N/A	26	596	314	764
2020-02-06	$20.39	$17.50	67.8%	16.1%	52.3%	56.2%	56.2%	5.0%	-1.0%	8.0K	-301.8K	-1.2K	3.06	68.56	N/A	N/A	249	763	330	1,360
2020-02-07	$19.39	$17.50	69.3%	15.7%	54.6%	58.2%	52.0%	6.0%	2.0%	10.5K	-297.8K	-1.8K	2.16	62.47	N/A	N/A	166	359	493	2,128
2020-02-10	$19.30	$17.50	71.7%	16.6%	54.0%	61.4%	56.7%	5.3%	-2.9%	12.7K	-376.2K	-2.1K	6.41	73.65	N/A	N/A	41	263	595	2,485
2020-02-11	$20.03	$17.50	72.8%	16.4%	55.1%	63.0%	58.3%	6.8%	-3.5%	17.4K	-514.8K	-2.2K	0.16	65.43	N/A	N/A	99	16	636	2,746
2020-02-12	$20.86	$17.50	59.1%	16.9%	57.0%	44.2%	60.7%	9.8%	-7.9%	22.0K	-747.0K	-2.5K	0.25	67.90	N/A	N/A	28	7	710	2,755
2020-02-13	$20.70	$17.50	57.3%	16.4%	57.1%	41.8%	57.1%	9.1%	-3.4%	22.9K	-740.9K	-2.4K	17.50	71.42	N/A	N/A	2	35	728	2,757
2020-02-14	$19.56	$17.50	57.1%	16.4%	59.1%	41.5%	56.4%	7.8%	-2.6%	18.6K	-502.1K	-2.4K	30.00	79.83	N/A	N/A	1	30	728	2,791
2020-02-18	$18.53	$17.50	63.7%	18.3%	61.6%	50.5%	57.6%	10.8%	-7.7%	11.3K	-249.6K	-2.2K	4.26	80.70	N/A	N/A	23	98	730	2,816
2020-02-19	$19.93	$17.50	68.5%	19.7%	67.8%	57.2%	71.0%	25.2%	-8.9%	16.4K	-558.3K	-2.4K	1.66	76.16	N/A	N/A	80	133	733	2,842
2020-02-20	$19.71	$17.50	53.6%	15.4%	67.6%	36.8%	54.1%	9.6%	-1.1%	26.4K	-481.7K	-2.2K	0.38	86.58	N/A	N/A	120	45	761	2,962
2020-02-21	$17.70	$17.50	59.2%	17.0%	76.5%	44.4%	49.7%	26.9%	-12.1%	6.7K	-112.7K	-1.7K	1.49	92.63	N/A	N/A	75	112	728	2,931
2020-02-24	$16.85	$17.50	67.8%	19.4%	77.3%	56.1%	73.0%	16.0%	-0.1%	3.9K	-74.3K	-1.9K	28.00	77.97	N/A	N/A	1	28	660	2,082
2020-02-25	$16.46	$17.50	69.3%	19.9%	76.6%	58.2%	57.0%	-17.9%	-6.2%	1.7K	-25.1K	-1.9K	0.75	94.96	N/A	N/A	20	15	661	2,105
2020-02-26	$15.84	$17.50	76.4%	21.9%	77.3%	68.0%	77.3%	20.3%	-10.3%	-2.6K	68.1K	-1.8K	3.00	81.30	N/A	N/A	1	3	676	2,118
2020-02-27	$15.47	$17.50	84.8%	24.3%	77.2%	79.4%	81.0%	5.4%	-17.0%	-2.6K	82.0K	-1.9K	1.74	90.14	N/A	N/A	19	33	677	2,118
2020-02-28	$15.88	$17.50	95.4%	27.3%	78.2%	93.9%	76.5%	-0.1%	-26.2%	-568	44.9K	-2.1K	0.00	102.71	N/A	N/A	7	0	659	2,130