LASR Options History — March 2020

In March 2020, LASR traded between $9.22 and $16.14. ATM implied volatility averaged 107.6%, placing in the 80.3% IV rank vs the trailing year. The 30-day expected move averaged 30.3%. IV traded above realized volatility by 10.2% (HV 20d: 97.4%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 33.62.

Notable Days

  • 2020-03-18: Highest Volume — 418 contracts
  • 2020-03-23: Largest IV spike — 52.9% change
  • 2020-03-06: Highest IV Rank — 100.0%
  • 2020-03-23: Largest Expected Move — 40.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.45$9.22$16.14$16.02$10.34
Max Pain$18.07$17.50$20.00$17.50$17.50
ATM IV107.6%68.0%140.9%68.0%122.9%
Expected Move30.3%19.5%40.4%19.5%35.2%
HV 20d97.4%73.0%133.3%75.9%133.0%
HV 60d71.0%54.2%91.3%54.2%91.3%
IV Rank80.3%56.5%100.0%56.5%84.3%
IV Percentile97.0%83.3%100.0%83.3%98.4%
Term Structure-18.8%-70.5%16.2%14.4%-44.3%
VWIV105.6%59.8%182.7%79.9%182.7%
Skew 25d15.8%-64.6%44.2%-3.2%37.5%
Skew 10d24.3%-40.7%94.2%-18.3%3.6%
Call IV 25d93.9%58.7%148.6%69.4%65.5%
Put IV 25d109.7%66.2%185.8%66.2%103.0%
Bid-Ask Spread %107.1084.93125.19101.44119.44
Gamma HHI0.340.150.740.330.16
Net GEX-4.2K-17.6K492-2.1K-767
Net DEX214.6K38.6K602.9K48.1K109.8K
Net VEX-1.1K-1.9K-480-1.9K-645
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio33.620.00169.000.0060.00
Total Volume80.773041800
Total OI1,883.5914952,7992,789605

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-03-02$16.02$17.5068.0%19.5%75.9%56.5%0.0%-3.2%14.4%-2.1K48.1K-1.9K0.00101.44N/AN/A006592,130
2020-03-03$15.16$17.5097.2%27.9%77.9%96.3%0.0%25.7%-9.0%-3.6K81.4K-1.9K0.00101.22N/AN/A006592,130
2020-03-04$16.14$17.5087.3%25.0%75.3%82.8%79.9%27.6%-26.2%-1.3K38.6K-1.7K0.0084.93N/AN/A036592,130
2020-03-05$15.39$20.0098.9%24.4%73.1%98.7%0.0%13.3%-11.7%-4.2K111.1K-1.7K0.0098.61N/AN/A806692,130
2020-03-06$14.81$20.00122.7%28.7%73.0%100.0%0.0%10.5%-26.3%-5.1K188.5K-1.8K0.1794.72N/AN/A616652,130
2020-03-09$13.44$20.00130.9%33.0%77.6%100.0%109.2%27.6%-32.8%-8.5K323.8K-1.5K21.0090.47N/AN/A1216652,130
2020-03-10$13.16$20.00110.4%33.9%77.4%80.3%0.0%30.7%-35.3%-15.1K369.8K-1.3K9.9087.68N/AN/A10996672,110
2020-03-11$12.15$20.00113.5%32.5%77.3%83.3%59.8%44.2%-34.3%-12.5K391.2K-1.2K70.2094.82N/AN/A53516572,053
2020-03-12$10.92$17.50107.8%30.9%78.4%77.8%0.0%-64.6%-70.5%196602.9K-7574.90122.84N/AN/A10496621,836
2020-03-13$11.92$17.50109.1%31.3%89.0%79.1%0.0%2.4%-1.5%-11.4K392.2K-1.2K0.00117.29N/AN/A0566721,835
2020-03-16$11.81$17.50123.0%35.3%88.5%92.4%0.0%37.6%-8.2%-7.7K318.5K-1.1K0.00120.42N/AN/A0326721,819
2020-03-17$13.01$17.50101.1%29.0%97.7%71.4%0.0%37.5%-6.9%-17.6K261.1K-1.1K169.00107.64N/AN/A23386721,796
2020-03-18$11.60$17.50123.9%35.5%97.3%93.3%0.0%35.8%-37.4%492452.6K-8110.0098.08N/AN/A04186721,476
2020-03-19$11.47$17.50122.0%35.0%97.3%91.5%0.0%22.3%-27.5%392312.1K-7950.00110.37N/AN/A01386721,059
2020-03-20$10.05$17.5092.1%26.4%100.4%62.8%92.3%2.2%-44.7%-1.1K237.1K-5740.00125.19N/AN/A099672893
2020-03-23$9.22$17.50140.9%40.4%102.2%100.0%0.0%27.4%16.2%-22578.1K-5070.00102.09N/AN/A10247248
2020-03-24$10.68$17.50110.2%31.6%120.1%73.1%109.6%29.9%-34.5%-48994.4K-4801.00109.76N/AN/A1010247248
2020-03-25$12.22$17.5093.0%26.7%132.0%58.0%0.0%1.0%14.4%651.0K-7970.00118.50N/AN/A048247251
2020-03-26$12.27$17.5095.5%27.4%132.1%60.2%0.0%14.2%-1.6%-14567.1K-9480.00116.59N/AN/A00247298
2020-03-27$11.40$17.5095.2%27.3%133.0%59.9%182.7%12.2%0.7%-49285.1K-83260.00114.43N/AN/A160247298
2020-03-30$10.79$17.50101.2%29.0%133.3%65.2%0.0%-23.8%-7.1%-754107.1K-6690.00119.69N/AN/A00247358
2020-03-31$10.34$17.50122.9%35.2%133.0%84.3%0.0%37.5%-44.3%-767109.8K-6450.00119.44N/AN/A00247358