LASR Options History — November 2020

In November 2020, LASR traded between $21.94 and $31.59. ATM implied volatility averaged 60.3%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded below realized volatility by 32.1% (HV 20d: 92.5%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 2.96.

Notable Days

  • 2020-11-06: Highest Volume — 9,318 contracts
  • 2020-11-11: Largest IV drop — 17.5% change
  • 2020-11-05: Highest IV Rank — 26.1%
  • 2020-11-02: Largest Expected Move — 21.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.37$21.94$31.59$21.94$29.80
Max Pain$22.00$20.00$22.50$22.50$22.50
ATM IV60.3%54.0%74.1%73.4%57.3%
Expected Move16.8%15.5%21.0%21.0%16.4%
HV 20d92.5%44.6%105.1%47.6%100.7%
HV 60d64.4%42.9%70.4%43.6%69.3%
IV Rank14.2%8.7%26.1%25.6%10.7%
IV Percentile42.9%22.2%75.8%75.0%35.3%
Term Structure-1.2%-11.4%5.1%-10.8%-2.3%
VWIV57.7%51.7%71.8%68.9%66.8%
Skew 25d7.2%2.3%16.9%13.5%6.1%
Skew 10d12.3%-12.3%32.7%32.7%9.7%
Call IV 25d55.7%44.7%68.9%65.6%58.2%
Put IV 25d62.9%56.5%79.1%79.1%64.3%
Bid-Ask Spread %81.0957.2193.7857.2190.49
Gamma HHI0.400.340.500.380.40
Net GEX182.6K25.8K290.5K25.8K231.5K
Net DEX-9.5M-16.2M-861.6K-861.6K-11.0M
Net VEX-60.2K-69.3K-32.4K-33.3K-66.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.960.0049.100.002.19
Total Volume858.609,3180233
Total OI12,725.39,74715,1879,74713,679

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-11-02$21.94$22.5073.4%21.0%47.6%25.6%0.0%13.5%-10.8%25.8K-861.6K-33.3K0.0057.21N/AN/A005,1244,623
2020-11-03$22.30$22.5069.8%20.0%47.7%23.7%68.9%4.7%-5.2%34.6K-1.0M-32.8K0.0059.09N/AN/A4205,1244,623
2020-11-04$22.55$22.5070.3%20.2%44.6%24.0%71.8%3.2%-11.4%47.4K-1.6M-32.4K0.0068.53N/AN/A015,2064,623
2020-11-05$25.31$20.0074.1%17.6%61.0%26.1%61.8%7.6%-4.0%114.5K-4.1M-35.6K0.0177.78N/AN/A2,153165,2064,623
2020-11-06$31.59$20.0063.0%16.6%98.5%19.9%56.1%10.2%0.9%225.5K-14.1M-58.2K49.1064.18N/AN/A1869,1327,2894,638
2020-11-09$29.41$20.0064.8%15.9%102.1%20.9%56.5%7.1%2.3%162.0K-10.5M-67.9K0.2383.89N/AN/A206477,3827,805
2020-11-10$28.70$22.5066.5%16.3%102.9%16.1%57.3%3.0%-0.2%173.9K-9.4M-66.9K0.0783.63N/AN/A283217,5465,322
2020-11-11$29.68$22.5054.9%15.7%102.5%9.3%54.7%8.4%1.3%203.5K-11.1M-68.8K0.0785.95N/AN/A241167,8295,317
2020-11-12$28.18$22.5055.1%15.8%105.1%9.4%54.4%6.3%5.1%179.3K-9.0M-67.5K0.1187.29N/AN/A126147,7565,330
2020-11-13$28.10$22.5056.5%16.2%104.7%10.2%55.4%16.9%1.0%182.1K-8.6M-67.0K0.0791.89N/AN/A11587,8185,321
2020-11-16$27.64$22.5055.5%15.9%104.5%9.6%56.0%5.5%4.0%181.8K-8.0M-65.9K0.0893.78N/AN/A7267,8735,322
2020-11-17$28.24$22.5058.7%16.8%103.2%11.5%58.5%2.3%0.8%182.4K-9.1M-66.2K0.0182.18N/AN/A977107,8505,325
2020-11-18$29.38$20.0054.0%15.5%102.8%8.7%53.8%5.2%4.4%290.5K-12.0M-67.2K0.0289.28N/AN/A1,349318,6485,322
2020-11-19$31.06$22.5054.5%15.6%103.8%9.0%54.1%7.5%-2.2%256.0K-14.8M-67.0K0.0186.12N/AN/A75788,4675,339
2020-11-20$31.59$22.5054.1%15.5%103.8%8.8%51.7%7.9%-0.7%232.8K-16.2M-69.3K0.0185.45N/AN/A44648,7835,346
2020-11-23$31.18$22.5055.6%15.9%103.9%9.7%52.4%7.4%-1.4%231.0K-13.1M-68.2K0.3680.51N/AN/A2821028,0285,242
2020-11-24$31.29$22.5057.3%16.4%103.6%10.7%55.6%7.4%-1.4%242.9K-13.6M-67.1K0.0285.97N/AN/A8728,1985,344
2020-11-25$29.71$22.5055.9%16.0%103.2%9.9%56.2%8.7%-3.5%224.0K-10.8M-68.1K0.8582.08N/AN/A78668,2225,342
2020-11-27$29.80$22.5055.2%15.8%103.1%9.5%54.2%5.7%-1.1%229.7K-10.8M-67.8K0.0086.46N/AN/A5508,2725,399
2020-11-30$29.80$22.5057.3%16.4%100.7%10.7%66.8%6.1%-2.3%231.5K-11.0M-66.9K2.1990.49N/AN/A731608,2805,399