LASR Options History — December 2020

In December 2020, LASR traded between $31.75 and $35.50. ATM implied volatility averaged 60.6%, placing in the 12.7% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded below realized volatility by 3.0% (HV 20d: 63.7%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.19.

Notable Days

  • 2020-12-02: Highest Volume — 3,434 contracts
  • 2020-12-04: Largest IV drop — 16.3% change
  • 2020-12-03: Highest IV Rank — 19.3%
  • 2020-12-02: Largest Expected Move — 19.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.00$31.75$35.50$31.75$32.85
Max Pain$29.55$25.00$30.00$25.00$30.00
ATM IV60.6%55.9%72.0%58.9%56.6%
Expected Move17.0%16.0%19.1%16.9%16.2%
HV 20d63.7%49.4%104.7%101.8%49.4%
HV 60d70.8%69.5%72.0%69.6%72.0%
IV Rank12.7%9.9%19.3%11.6%10.3%
IV Percentile44.3%23.4%72.6%44.0%24.6%
Term Structure2.7%-4.1%6.1%-2.6%4.1%
VWIV58.8%54.7%67.2%54.7%57.7%
Skew 25d5.5%0.6%9.6%1.7%6.8%
Skew 10d14.0%-6.5%34.0%-6.5%29.3%
Call IV 25d57.4%53.2%67.1%54.3%53.2%
Put IV 25d62.9%56.0%76.7%56.0%60.0%
Bid-Ask Spread %67.5354.1392.9392.9377.38
Gamma HHI0.380.340.440.410.37
Net GEX364.2K241.6K540.3K257.5K314.3K
Net DEX-18.7M-23.4M-14.2M-14.2M-15.2M
Net VEX-64.0K-72.8K-54.9K-66.5K-54.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.190.001.270.000.09
Total Volume347.364113,43411849
Total OI14,704.22713,54015,73213,88113,619

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-12-01$31.75$25.0058.9%16.9%101.8%11.6%54.7%1.7%-2.6%257.5K-14.2M-66.5K0.0092.93N/AN/A11808,3225,559
2020-12-02$33.66$25.0066.7%19.1%102.8%16.2%67.2%9.6%-4.1%241.6K-17.2M-67.6K0.0392.70N/AN/A3,339958,3985,559
2020-12-03$32.46$30.0072.0%18.2%104.7%19.3%58.7%8.9%0.5%323.5K-16.9M-71.0K0.0561.07N/AN/A604339,5905,656
2020-12-04$34.19$30.0060.2%16.3%99.2%12.4%57.3%5.9%4.6%344.5K-19.8M-72.8K0.0663.95N/AN/A502329,6685,677
2020-12-07$35.36$30.0069.0%16.6%63.1%17.6%57.5%5.0%3.9%364.4K-22.6M-69.3K0.0365.81N/AN/A421129,7865,689
2020-12-08$35.22$30.0066.1%17.1%56.4%15.9%57.9%4.3%2.7%389.0K-22.5M-69.7K0.1173.75N/AN/A3593910,0115,698
2020-12-09$34.30$30.0059.0%16.9%56.5%11.7%59.0%2.1%3.8%397.9K-20.4M-69.0K0.2868.63N/AN/A1032910,0055,705
2020-12-10$34.17$30.0059.4%17.0%55.9%11.9%59.4%4.6%3.0%396.8K-20.3M-68.6K0.0072.84N/AN/A124010,0155,717
2020-12-11$33.22$30.0061.3%17.6%53.2%13.1%61.1%5.8%0.9%388.2K-18.3M-68.2K0.1359.91N/AN/A103139,9485,717
2020-12-14$32.89$30.0059.5%17.0%53.4%12.0%60.3%7.7%1.3%391.4K-17.3M-66.5K0.0154.13N/AN/A16929,9125,723
2020-12-15$35.22$30.0060.9%17.5%56.7%12.8%61.2%8.1%1.3%481.9K-22.3M-64.7K0.1663.89N/AN/A213349,9145,722
2020-12-16$35.18$30.0059.5%17.0%56.8%12.0%60.2%6.6%1.4%528.0K-22.5M-62.6K0.2861.82N/AN/A113329,9095,725
2020-12-17$35.50$30.0057.9%16.6%55.8%11.0%58.4%0.6%2.6%540.3K-22.9M-62.6K0.0467.23N/AN/A256119,8875,727
2020-12-18$35.26$30.0061.5%17.6%53.2%13.2%56.7%7.3%3.3%518.5K-23.4M-62.2K1.2161.88N/AN/A1491809,8325,732
2020-12-21$33.68$30.0059.0%16.9%56.2%11.7%58.0%5.5%6.1%282.6K-16.4M-61.8K0.1255.86N/AN/A85108,5285,103
2020-12-22$34.33$30.0059.2%17.0%56.1%11.8%63.5%5.3%3.9%300.7K-17.4M-60.6K1.2766.20N/AN/A891138,5345,108
2020-12-23$34.17$30.0056.6%16.2%56.2%10.3%56.9%3.7%5.4%308.1K-17.3M-58.7K0.1474.64N/AN/A5688,5175,035
2020-12-24$34.29$30.0055.9%16.0%52.1%9.9%55.9%3.6%5.4%308.9K-17.4M-59.5K0.0065.93N/AN/A1108,5075,041
2020-12-28$34.21$30.0057.5%16.5%52.2%10.8%58.2%6.4%5.0%322.5K-17.4M-56.8K0.1967.04N/AN/A1638,5075,041
2020-12-29$32.46$30.0060.7%17.4%56.3%12.7%57.9%8.7%3.0%289.8K-14.3M-57.9K0.0358.84N/AN/A9638,4995,041
2020-12-30$33.57$30.0056.8%16.3%53.1%10.4%56.7%3.6%4.3%321.4K-16.3M-56.3K0.0059.21N/AN/A1808,5695,041
2020-12-31$32.85$30.0056.6%16.2%49.4%10.3%57.7%6.8%4.1%314.3K-15.2M-54.9K0.0977.38N/AN/A4548,5785,041