LASR Options History — April 2020 In April 2020, LASR traded between $9.36 and $17.14. ATM implied volatility averaged 84.6%, placing in the 50.7% IV rank vs the trailing year. The 30-day expected move averaged 23.8%. IV traded below realized volatility by 36.7% (HV 20d: 121.3%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.67.
Notable Days 2020-04-29 : Highest Volume — 68 contracts2020-04-17 : Largest IV drop — 43.0% change2020-04-07 : Highest IV Rank — 77.8%2020-04-03 : Largest Expected Move — 35.6%Monthly Statistics Metric Avg Min Max Open Close Price $13.27 $9.36 $17.14 $9.82 $15.79 Max Pain $12.94 $12.50 $17.50 $17.50 $15.00 ATM IV 84.6% 57.9% 115.5% 101.6% 86.3% Expected Move 23.8% 16.6% 35.6% 29.1% 24.7% HV 20d 121.3% 91.3% 147.1% 129.8% 95.3% HV 60d 101.0% 90.4% 106.0% 91.6% 105.9% IV Rank 50.7% 27.2% 77.8% 65.6% 52.2% IV Percentile 83.3% 44.8% 97.2% 95.2% 86.5% Term Structure -7.5% -36.4% 18.6% 18.6% 0.7% VWIV 69.1% 37.2% 105.2% 37.2% 58.0% Skew 25d 17.7% -51.9% 55.7% 55.7% 6.4% Skew 10d 16.7% -58.1% 65.7% 27.7% 8.2% Call IV 25d 71.8% 37.5% 97.6% 75.0% 81.5% Put IV 25d 89.5% 37.2% 130.8% 130.8% 87.9% Bid-Ask Spread % 121.57 99.74 140.36 113.69 116.82 Gamma HHI 0.20 0.16 0.23 0.17 0.20 Net GEX 355 -1.3K 4.7K -900 4.0K Net DEX 26.2K -208.1K 121.1K 121.1K -139.0K Net VEX -930 -1.3K -531 -564 -1.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.00 3.00 0.00 0.48 Total Volume 17.905 0 68 1 0 Total OI 672.19 586 798 605 798
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 2020-04-01 $9.82 $17.50 101.6% 29.1% 129.8% 65.6% 0.0% 55.7% 18.6% -900 121.1K -564 0.00 113.69 N/A N/A 1 0 247 358 2020-04-02 $9.57 $0.00 93.9% 31.4% 129.5% 58.8% 0.0% 28.6% 17.7% -628 99.0K -675 0.00 105.76 N/A N/A 4 0 248 358 2020-04-03 $9.36 $0.00 110.3% 35.6% 129.4% 73.2% 0.0% 13.9% -18.5% -857 118.8K -531 1.50 111.41 N/A N/A 20 30 252 358 2020-04-06 $10.28 $0.00 88.9% 23.6% 132.6% 54.5% 0.0% 3.3% -1.8% -1.2K 112.8K -638 3.00 117.42 N/A N/A 1 3 272 380 2020-04-07 $12.14 $0.00 115.5% 17.5% 147.1% 77.8% 37.2% -51.9% -10.3% -1.3K 107.4K -655 0.27 140.36 N/A N/A 15 4 273 383 2020-04-08 $12.93 $12.50 71.6% 20.5% 146.0% 39.3% 54.1% 35.2% -10.0% -276 35.4K -918 2.67 133.36 N/A N/A 3 8 279 387 2020-04-09 $13.72 $12.50 79.4% 22.8% 141.3% 46.2% 0.0% 9.6% -12.8% -126 27.7K -987 0.00 132.39 N/A N/A 0 10 282 394 2020-04-13 $13.25 $12.50 107.4% 30.8% 139.2% 70.7% 0.0% 16.1% -33.5% -206 41.3K -993 0.00 99.74 N/A N/A 2 0 282 404 2020-04-14 $13.68 $12.50 76.8% 22.0% 139.4% 43.8% 0.0% 19.1% 9.8% -52 43.0K -936 0.00 120.03 N/A N/A 0 0 282 404 2020-04-15 $13.56 $12.50 72.3% 20.7% 135.4% 39.9% 0.0% -11.6% 4.3% 127 36.6K -997 0.00 121.50 N/A N/A 0 1 282 404 2020-04-16 $13.13 $12.50 101.5% 29.1% 129.0% 65.5% 0.0% 48.0% -33.2% 52 45.4K -950 0.00 100.08 N/A N/A 0 0 282 405 2020-04-17 $14.28 $12.50 57.9% 16.6% 131.6% 27.2% 59.6% 26.5% -14.6% 109 26.9K -932 0.00 120.39 N/A N/A 3 0 282 405 2020-04-20 $13.66 $12.50 78.3% 22.5% 122.4% 45.2% 97.9% -2.4% -20.3% 220 31.0K -965 0.00 136.30 N/A N/A 0 60 280 306 2020-04-21 $13.34 $12.50 84.9% 24.3% 117.4% 50.9% 105.2% 37.3% 18.4% 158 26.8K -942 0.00 123.90 N/A N/A 0 30 280 366 2020-04-22 $14.05 $12.50 72.2% 20.7% 108.1% 39.9% 0.0% 31.0% -7.9% 478 17.1K -1.1K 0.00 126.58 N/A N/A 0 5 280 396 2020-04-23 $14.00 $12.50 63.9% 18.3% 98.2% 32.6% 0.0% 31.9% 1.9% 490 11.4K -978 0.00 126.72 N/A N/A 20 0 280 401 2020-04-24 $14.39 $12.50 72.7% 20.8% 98.5% 40.2% 0.0% 11.0% -36.4% 253 28.3K -979 0.00 129.88 N/A N/A 0 0 280 401 2020-04-27 $14.91 $12.50 82.2% 23.6% 94.0% 48.6% 0.0% 37.0% -11.1% 648 5.7K -1.0K 0.14 127.65 N/A N/A 22 3 280 401 2020-04-28 $15.72 $12.50 73.3% 21.0% 91.4% 40.7% 71.7% 9.6% -2.1% 1.7K -38.6K -1.2K 0.00 125.59 N/A N/A 63 0 300 401 2020-04-29 $17.14 $12.50 85.0% 24.4% 91.3% 51.0% 58.0% 17.6% -16.2% 4.7K -208.1K -1.3K 0.48 123.36 N/A N/A 46 22 362 401 2020-04-30 $15.79 $15.00 86.3% 24.7% 95.3% 52.2% 0.0% 6.4% 0.7% 4.0K -139.0K -1.3K 0.00 116.82 N/A N/A 0 0 395 403
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