LASR Options History — July 2020

In July 2020, LASR traded between $21.43 and $23.40. ATM implied volatility averaged 87.7%, placing in the 36.5% IV rank vs the trailing year. The 30-day expected move averaged 22.9%. IV traded above realized volatility by 27.6% (HV 20d: 60.1%). Max pain ranged from $20.00 to $35.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.29.

Notable Days

  • 2020-07-06: Highest Volume — 294 contracts
  • 2020-07-20: Largest IV spike — 214.0% change
  • 2020-07-09: Highest IV Rank — 100.0%
  • 2020-07-20: Largest Expected Move — 35.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.60$21.43$23.40$21.93$23.12
Max Pain$23.98$20.00$35.00$20.00$22.50
ATM IV87.7%39.2%208.6%72.9%57.5%
Expected Move22.9%11.2%35.3%20.9%16.5%
HV 20d60.1%51.0%71.3%71.3%52.1%
HV 60d71.6%62.4%80.8%80.8%62.4%
IV Rank36.5%6.8%100.0%40.5%16.9%
IV Percentile66.5%0.4%100.0%74.6%39.3%
Term Structure-2.8%-35.4%37.1%-0.1%-3.3%
VWIV69.0%52.1%114.4%67.5%61.5%
Skew 25d17.3%-31.8%84.0%6.8%-10.0%
Skew 10d25.2%-31.7%118.5%-4.9%1.1%
Call IV 25d65.7%43.2%110.9%68.4%56.0%
Put IV 25d82.9%40.5%150.8%75.2%46.0%
Bid-Ask Spread %107.7182.94131.82110.8499.58
Gamma HHI0.500.340.960.410.50
Net GEX75.1K10.1K928.0K24.3K51.7K
Net DEX-798.7K-1.3M-473.5K-473.5K-976.3K
Net VEX-2.6K-3.0K-2.0K-2.5K-2.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.290.003.330.000.00
Total Volume65.40902942086
Total OI1,178.1367971,3709991,274

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-07-01$21.93$20.0072.9%20.9%71.3%40.5%0.0%6.8%-0.1%24.3K-473.5K-2.5K0.00110.84N/AN/A200745254
2020-07-02$22.44$20.0065.9%18.9%69.1%34.3%67.5%23.2%28.2%29.2K-547.0K-2.5K0.29113.24N/AN/A72745254
2020-07-06$23.24$35.0060.3%31.0%70.2%29.4%71.6%78.5%-13.0%37.8K-714.7K-2.5K0.56107.19N/AN/A188106745254
2020-07-07$22.49$25.0057.2%32.5%70.3%26.7%69.4%36.3%-21.3%43.6K-652.3K-2.5K0.00110.47N/AN/A700845254
2020-07-08$21.92$25.0080.0%32.4%70.0%46.6%0.0%84.0%-20.8%35.3K-636.3K-2.6K0.00110.00N/AN/A01895254
2020-07-09$23.06$25.00208.6%20.0%67.6%100.0%0.0%-10.2%16.5%21.7K-911.7K-2.9K0.00102.23N/AN/A50895254
2020-07-10$22.57$25.00196.1%33.4%55.2%93.2%0.0%56.0%-24.2%24.4K-905.1K-3.0K0.00110.43N/AN/A00995254
2020-07-13$22.93$25.00131.3%22.4%51.0%57.5%54.9%38.7%-16.4%10.1K-1.1M-2.1K0.3397.53N/AN/A15250995254
2020-07-14$22.32$25.00113.5%21.6%51.1%47.7%0.0%-25.4%-2.1%52.2K-845.2K-2.7K3.33105.67N/AN/A3101,146224
2020-07-15$23.10$25.0063.9%18.3%52.1%20.5%65.4%2.5%-1.0%19.2K-1.3M-2.3K0.6788.48N/AN/A126851,143214
2020-07-16$21.43$25.0070.0%20.1%56.6%23.8%0.0%4.7%-35.4%52.4K-473.9K-2.0K0.00131.82N/AN/A041,149214
2020-07-17$22.52$25.0039.2%11.2%59.4%6.8%52.1%-8.8%37.1%928.0K-884.0K-2.1K0.00130.11N/AN/A501,149210
2020-07-20$23.40$25.00123.0%35.3%60.2%53.0%114.4%55.6%-35.0%12.6K-618.4K-2.3K0.00113.75N/AN/A2500600197
2020-07-21$22.90$22.50120.0%34.4%60.6%51.3%66.8%30.9%-14.5%25.6K-796.7K-2.9K0.00117.50N/AN/A1230850197
2020-07-22$22.94$22.5046.5%13.3%60.6%10.9%0.0%9.7%17.9%54.9K-960.9K-2.9K0.00121.51N/AN/A10968197
2020-07-23$22.87$22.5068.9%19.8%60.4%23.2%57.9%1.7%23.3%36.8K-809.0K-3.0K0.00117.52N/AN/A520968197
2020-07-24$22.12$22.5066.8%19.1%61.6%22.0%0.0%-13.2%2.4%36.1K-733.6K-2.9K0.00112.63N/AN/A001,018197
2020-07-27$22.47$22.5064.0%18.3%59.5%20.5%0.0%-31.8%17.6%41.0K-768.8K-2.7K0.00101.41N/AN/A101,018197
2020-07-28$22.13$22.5070.2%20.1%57.7%23.9%70.4%17.2%4.1%36.1K-690.0K-2.6K0.0082.94N/AN/A601,019197
2020-07-29$22.56$22.5074.6%21.4%52.4%26.3%77.5%33.5%-9.8%39.0K-855.7K-2.7K0.0891.81N/AN/A5041,019197
2020-07-30$22.75$22.5078.3%22.4%52.4%28.4%67.4%0.4%-11.9%40.9K-949.2K-2.8K0.0092.94N/AN/A3201,069199
2020-07-31$23.12$22.5057.5%16.5%52.1%16.9%61.5%-10.0%-3.3%51.7K-976.3K-2.7K0.0099.58N/AN/A8601,075199