LASR Options History — August 2020

In August 2020, LASR traded between $22.27 and $25.18. ATM implied volatility averaged 57.2%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 13.5% (HV 20d: 43.7%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.25.

Notable Days

  • 2020-08-04: Highest Volume — 4,012 contracts
  • 2020-08-06: Largest IV drop — 21.6% change
  • 2020-08-04: Highest IV Rank — 26.4%
  • 2020-08-04: Largest Expected Move — 21.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.85$22.27$25.18$24.07$23.60
Max Pain$17.98$17.50$20.00$20.00$20.00
ATM IV57.2%50.8%74.8%69.2%56.9%
Expected Move16.4%14.6%21.4%19.8%16.3%
HV 20d43.7%37.1%52.7%52.5%40.7%
HV 60d56.2%54.8%58.4%58.4%54.9%
IV Rank16.7%13.2%26.4%23.4%16.6%
IV Percentile35.9%15.5%75.4%67.5%36.9%
Term Structure2.0%-9.5%11.8%-5.3%6.5%
VWIV59.8%50.1%79.4%69.0%50.6%
Skew 25d9.4%-1.7%31.2%19.8%10.7%
Skew 10d9.6%-9.0%38.5%18.3%18.8%
Call IV 25d52.2%41.9%66.1%66.1%50.8%
Put IV 25d61.6%48.1%87.7%85.9%61.5%
Bid-Ask Spread %89.6780.75112.7584.2994.65
Gamma HHI0.370.280.550.520.34
Net GEX79.0K20.8K152.7K52.6K35.9K
Net DEX-1.9M-3.2M-554.6K-1.2M-1.2M
Net VEX-23.4K-28.6K-2.7K-2.7K-23.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.001.690.000.00
Total Volume224.47604,0121523
Total OI4,813.191,2595,5031,2594,643

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-08-03$24.07$20.0069.2%19.8%52.5%23.4%69.0%19.8%-5.3%52.6K-1.2M-2.7K0.0084.29N/AN/A15201,060199
2020-08-04$23.61$20.0074.8%21.4%51.6%26.4%79.4%31.2%0.8%54.2K-1.3M-3.0K1.00112.75N/AN/A2,0102,0021,160199
2020-08-05$23.78$20.0069.7%20.0%50.5%23.6%74.2%22.9%-7.9%73.9K-2.2M-27.8K0.5489.51N/AN/A79433,1602,201
2020-08-06$25.18$17.5054.6%15.8%51.4%15.3%55.2%6.9%2.5%97.6K-3.2M-28.6K0.0186.50N/AN/A10313,2112,244
2020-08-07$25.15$17.5052.2%15.7%50.5%14.0%0.0%6.6%4.3%105.6K-3.1M-28.5K0.0085.16N/AN/A0463,2582,245
2020-08-10$24.18$17.5058.6%16.7%52.7%17.5%0.0%4.9%-0.2%98.9K-2.6M-27.4K0.0083.15N/AN/A8003,2582,205
2020-08-11$24.73$17.5062.0%16.1%52.0%19.4%0.0%5.5%-3.1%104.8K-2.9M-27.6K0.1782.39N/AN/A3053,2582,205
2020-08-12$24.90$17.5056.4%16.2%50.8%16.3%0.0%6.0%2.9%119.6K-3.0M-27.6K0.0082.11N/AN/A003,2622,210
2020-08-13$24.90$17.5054.8%15.7%41.5%15.4%0.0%4.0%4.9%121.2K-3.0M-27.4K0.0080.75N/AN/A003,2622,210
2020-08-14$24.49$17.5054.0%15.5%39.2%15.0%51.2%5.5%5.1%125.1K-2.7M-27.0K0.0083.04N/AN/A103,2622,210
2020-08-17$24.70$17.5055.3%15.8%37.1%15.7%0.0%4.6%6.0%152.7K-2.7M-26.2K0.0085.49N/AN/A003,2632,210
2020-08-18$24.03$17.5051.0%14.6%37.7%13.3%54.7%14.6%7.2%139.6K-2.2M-25.3K0.0090.92N/AN/A503,2632,210
2020-08-19$23.90$17.5050.8%14.6%37.8%13.2%0.0%10.0%5.7%125.5K-2.0M-24.7K0.0092.69N/AN/A1003,2642,210
2020-08-20$23.43$17.5053.6%15.4%38.6%14.7%0.0%6.3%-9.5%104.1K-1.7M-24.6K0.0088.56N/AN/A003,2642,210
2020-08-21$22.97$17.5057.1%16.4%37.2%16.7%0.0%-1.7%-5.8%24.2K-1.6M-24.5K0.0098.62N/AN/A003,2642,210
2020-08-24$22.31$17.5053.3%15.3%38.4%14.6%53.8%-1.5%11.8%22.2K-621.8K-22.0K1.6995.05N/AN/A13222,3772,169
2020-08-25$22.30$17.5054.4%15.6%38.0%15.2%0.0%5.3%5.2%23.0K-589.7K-22.5K0.0095.05N/AN/A102,3862,173
2020-08-26$22.69$17.5052.8%15.2%37.9%14.3%0.0%18.2%2.8%24.4K-783.8K-23.2K0.0089.32N/AN/A102,3872,173
2020-08-27$22.27$17.5051.7%14.8%38.3%13.7%0.0%4.5%6.1%20.8K-554.6K-22.3K0.0089.66N/AN/A002,3882,173
2020-08-28$23.59$17.5057.5%16.5%43.3%16.9%50.1%12.6%1.3%32.1K-1.1M-24.3K0.0793.33N/AN/A10072,3882,173
2020-08-31$23.60$20.0056.9%16.3%40.7%16.6%50.6%10.7%6.5%35.9K-1.2M-23.8K0.0094.65N/AN/A302,4652,178