LASR Options History — June 2020

In June 2020, LASR traded between $20.56 and $25.35. ATM implied volatility averaged 62.5%, placing in the 31.4% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded below realized volatility by 2.6% (HV 20d: 65.2%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.13.

Notable Days

  • 2020-06-04: Highest Volume — 419 contracts
  • 2020-06-26: Largest IV spike — 99.7% change
  • 2020-06-26: Highest IV Rank — 82.1%
  • 2020-06-26: Largest Expected Move — 34.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.74$20.56$25.35$21.95$22.07
Max Pain$17.74$17.50$20.00$17.50$20.00
ATM IV62.5%42.2%120.5%68.5%52.1%
Expected Move18.0%12.1%34.5%19.6%14.9%
HV 20d65.2%44.6%72.7%71.9%72.7%
HV 60d93.8%81.5%106.9%106.9%82.4%
IV Rank31.4%13.5%82.1%36.6%22.2%
IV Percentile44.8%2.0%97.2%68.3%20.6%
Term Structure-2.4%-80.0%29.3%-19.4%-12.3%
VWIV60.3%42.9%78.4%62.9%62.9%
Skew 25d9.5%-47.7%52.9%-0.6%32.6%
Skew 10d-5.9%-55.2%38.2%-10.4%-2.3%
Call IV 25d62.3%34.9%107.0%61.8%60.4%
Put IV 25d71.9%53.1%118.2%61.2%93.0%
Bid-Ask Spread %110.8585.66137.21114.91136.92
Gamma HHI0.350.250.480.250.40
Net GEX19.1K11.7K32.0K11.7K26.1K
Net DEX-628.9K-958.9K-284.1K-497.8K-540.9K
Net VEX-2.2K-2.7K-1.7K-1.8K-2.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.130.0010.000.005.00
Total Volume59.3180419112
Total OI971.1828311,230832988

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-06-01$21.95$17.5068.5%19.6%71.9%36.6%62.9%-0.6%-19.4%11.7K-497.8K-1.8K0.00114.91N/AN/A10482350
2020-06-02$21.82$17.5050.1%14.4%72.4%20.5%58.6%-9.9%15.2%11.8K-475.4K-1.7K3.00108.65N/AN/A13482350
2020-06-03$22.69$17.5057.1%16.4%65.7%26.6%50.8%-30.4%15.7%13.6K-595.0K-1.7K10.00111.27N/AN/A110482349
2020-06-04$23.89$0.0050.8%18.8%64.6%21.1%54.3%7.8%15.3%13.3K-675.0K-1.8K0.6985.66N/AN/A248171482369
2020-06-05$24.28$17.5074.2%17.4%52.1%41.6%57.5%26.9%7.6%16.2K-846.2K-2.1K0.4996.13N/AN/A8642585374
2020-06-08$24.82$17.5061.4%23.0%50.0%30.4%72.2%-10.7%-8.1%15.9K-905.4K-2.1K0.2889.76N/AN/A185585401
2020-06-09$25.35$17.5064.2%14.6%44.6%32.8%0.0%3.4%12.0%16.6K-958.9K-2.1K0.00110.20N/AN/A140590401
2020-06-10$23.44$17.5059.1%16.9%53.6%28.3%67.4%26.9%7.5%16.6K-769.8K-2.1K0.00127.92N/AN/A60596401
2020-06-11$21.04$17.5097.0%27.8%66.3%61.5%64.2%47.5%-15.2%12.1K-442.0K-2.1K0.50131.77N/AN/A84593401
2020-06-12$22.38$17.5059.7%17.1%70.1%28.9%60.2%13.0%-3.8%15.1K-558.6K-2.1K0.00103.65N/AN/A80597405
2020-06-15$22.98$17.5064.0%18.4%69.4%32.7%64.9%4.8%-4.5%18.8K-652.7K-1.9K0.0093.06N/AN/A1000609405
2020-06-16$22.52$17.5058.9%16.9%69.4%28.2%61.2%14.0%6.2%21.7K-655.8K-2.1K0.00106.05N/AN/A540674405
2020-06-17$23.43$17.5052.7%15.1%69.0%22.8%0.0%19.2%13.1%28.0K-839.4K-2.1K0.00114.68N/AN/A50723405
2020-06-18$22.96$17.5048.9%14.0%69.4%19.4%42.9%2.5%29.3%25.6K-749.1K-2.2K0.0098.98N/AN/A1080725405
2020-06-19$22.38$17.5042.2%12.1%70.0%13.5%0.0%11.7%-0.8%32.0K-638.4K-2.2K0.00125.06N/AN/A420825405
2020-06-22$22.67$17.5057.2%16.4%70.1%26.7%53.4%10.7%13.2%20.3K-471.7K-2.5K0.0092.47N/AN/A620610221
2020-06-23$22.82$17.5056.2%16.1%66.4%25.8%52.8%3.8%-1.3%26.0K-538.1K-2.7K0.5995.18N/AN/A14384681221
2020-06-24$22.52$17.5071.2%20.4%66.3%38.9%78.4%25.8%-15.9%21.8K-614.5K-2.7K0.00106.50N/AN/A03694221
2020-06-25$22.40$17.5060.3%17.3%65.2%29.4%61.3%6.0%-23.4%23.2K-548.5K-2.4K0.00136.98N/AN/A510694224
2020-06-26$21.41$17.50120.5%34.5%67.1%82.1%62.9%52.9%-80.0%16.1K-578.5K-2.6K2.00115.67N/AN/A510744224
2020-06-29$20.56$20.0049.6%14.2%67.8%20.0%0.0%-47.7%-3.7%17.0K-284.1K-2.2K0.00137.21N/AN/A00744244
2020-06-30$22.07$20.0052.1%14.9%72.7%22.2%0.0%32.6%-12.3%26.1K-540.9K-2.4K5.00136.92N/AN/A210744244