LASR Options History — May 2020

In May 2020, LASR traded between $14.66 and $22.91. ATM implied volatility averaged 71.4%, placing in the 39.2% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded below realized volatility by 17.9% (HV 20d: 89.3%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.35.

Notable Days

  • 2020-05-12: Highest Volume — 199 contracts
  • 2020-05-11: Largest IV spike — 37.5% change
  • 2020-05-12: Highest IV Rank — 72.7%
  • 2020-05-01: Largest Expected Move — 25.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.71$14.66$22.91$14.66$21.37
Max Pain$17.38$15.00$17.50$15.00$17.50
ATM IV71.4%50.7%109.7%90.2%76.5%
Expected Move18.1%14.5%25.9%25.9%21.9%
HV 20d89.3%79.2%100.1%100.1%79.2%
HV 60d109.2%106.3%112.7%106.3%107.3%
IV Rank39.2%21.0%72.7%55.6%43.6%
IV Percentile62.7%14.7%95.2%88.1%79.4%
Term Structure-5.9%-34.8%49.4%-14.5%-2.5%
VWIV66.8%48.9%91.7%91.7%64.2%
Skew 25d6.3%-17.5%36.8%28.6%-10.2%
Skew 10d4.2%-24.2%60.5%60.5%-24.2%
Call IV 25d64.0%40.4%90.3%90.3%75.3%
Put IV 25d70.3%51.4%118.8%118.8%65.1%
Bid-Ask Spread %101.7282.70119.7085.34105.93
Gamma HHI0.270.200.380.200.25
Net GEX9.6K3.3K13.0K3.3K10.9K
Net DEX-497.2K-727.6K-58.7K-58.7K-496.2K
Net VEX-1.5K-1.9K-1.1K-1.2K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.002.002.000.00
Total Volume31.80199051
Total OI810.3765946798782

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-05-01$14.66$15.0090.2%25.9%100.1%55.6%0.0%28.6%-14.5%3.3K-58.7K-1.2K0.0085.34N/AN/A00395403
2020-05-04$15.09$17.5099.8%19.4%98.8%64.0%0.0%8.3%-3.3%3.4K-68.4K-1.1K2.0082.70N/AN/A12395383
2020-05-05$16.73$17.5077.7%18.7%99.7%44.6%91.7%-0.5%-22.1%4.8K-170.4K-1.2K0.00101.27N/AN/A280395383
2020-05-06$17.84$17.5076.8%18.3%86.1%43.8%77.9%36.8%-3.8%6.2K-288.1K-1.3K0.0683.50N/AN/A352415383
2020-05-07$20.05$17.5092.0%17.3%91.6%57.2%56.0%10.0%49.4%9.1K-502.1K-1.5K0.7195.79N/AN/A1712447385
2020-05-08$21.10$17.5059.6%15.5%91.2%28.8%55.5%5.3%-14.1%10.2K-603.9K-1.4K0.05104.80N/AN/A1467440386
2020-05-11$22.64$17.5082.0%18.0%90.3%48.4%67.2%18.1%-13.9%7.4K-663.7K-1.2K0.88103.21N/AN/A1715402389
2020-05-12$22.47$17.50109.7%16.1%91.0%72.7%64.7%5.1%1.9%7.4K-635.8K-1.3K0.00101.82N/AN/A1990402390
2020-05-13$22.22$17.5076.2%21.8%91.2%43.3%88.0%29.4%-6.4%10.4K-727.3K-1.9K0.0095.85N/AN/A20556390
2020-05-14$22.12$17.5067.9%19.5%89.4%36.1%72.6%2.6%-0.7%11.4K-727.6K-1.9K1.0099.49N/AN/A11554390
2020-05-15$21.37$17.5056.5%16.2%89.1%26.1%64.3%5.3%-22.6%10.9K-644.0K-1.8K0.27101.58N/AN/A154555389
2020-05-18$21.91$17.5050.7%14.5%85.8%21.0%48.9%0.4%-13.5%11.4K-539.1K-1.6K0.00115.75N/AN/A100469296
2020-05-19$22.91$17.5061.2%17.6%84.2%30.2%67.7%14.4%-13.2%12.2K-607.0K-1.7K0.33101.49N/AN/A31474296
2020-05-20$22.82$17.5055.9%16.0%84.3%25.5%58.5%1.1%-3.2%13.0K-632.6K-1.4K0.0097.76N/AN/A10474297
2020-05-21$22.65$17.5053.4%15.3%84.5%23.3%59.8%-17.5%-3.6%11.7K-595.1K-1.6K0.00108.20N/AN/A10474297
2020-05-22$22.55$17.5058.4%16.7%85.1%27.7%0.0%-1.3%-10.7%12.7K-570.6K-1.6K0.00109.94N/AN/A250474297
2020-05-26$21.23$17.5066.5%19.1%89.8%34.8%66.3%10.4%-34.8%11.4K-499.4K-1.7K0.68119.70N/AN/A2215486297
2020-05-27$20.88$17.5058.1%16.7%89.6%27.5%65.8%-7.4%4.6%10.5K-423.4K-1.5K0.00107.28N/AN/A30484300
2020-05-28$21.66$17.5059.5%17.1%85.9%28.7%0.0%-13.2%9.9%12.7K-491.1K-1.5K0.00112.94N/AN/A00482300
2020-05-29$21.37$17.5076.5%21.9%79.2%43.6%64.2%-10.2%-2.5%10.9K-496.2K-1.6K0.00105.93N/AN/A051482300