LASR Options History — January 2021

In January 2021, LASR traded between $31.75 and $37.49. ATM implied volatility averaged 65.7%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded above realized volatility by 17.0% (HV 20d: 48.7%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.14.

Notable Days

  • 2021-01-12: Highest Volume — 606 contracts
  • 2021-01-13: Largest IV spike — 42.5% change
  • 2021-01-27: Highest IV Rank — 30.0%
  • 2021-01-27: Largest Expected Move — 25.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.61$31.75$37.49$32.26$31.75
Max Pain$34.21$30.00$35.00$30.00$35.00
ATM IV65.7%43.5%90.0%67.8%85.6%
Expected Move19.2%17.4%25.8%19.3%24.5%
HV 20d48.7%42.6%53.4%48.1%48.1%
HV 60d72.5%71.6%73.4%71.6%72.1%
IV Rank15.6%2.5%30.0%16.9%27.4%
IV Percentile53.5%1.2%84.5%63.5%82.9%
Term Structure-3.1%-17.1%6.0%-4.2%-17.1%
VWIV66.4%60.2%95.3%62.9%75.8%
Skew 25d6.1%0.3%19.6%9.0%0.3%
Skew 10d15.5%-3.9%36.0%14.2%36.0%
Call IV 25d65.3%58.1%92.4%59.4%85.2%
Put IV 25d71.4%62.9%99.0%68.4%85.5%
Bid-Ask Spread %64.1948.3188.3952.7288.39
Gamma HHI0.340.290.400.370.32
Net GEX348.9K272.5K492.3K301.4K312.7K
Net DEX-18.3M-23.8M-13.6M-13.9M-13.8M
Net VEX-51.3K-55.3K-47.4K-54.6K-52.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.000.700.060.01
Total Volume205.7892160690106
Total OI13,966.63213,13414,48313,63614,482

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-01-04$32.26$30.0067.8%19.3%48.1%16.9%0.0%9.0%-4.2%301.4K-13.9M-54.6K0.0652.72N/AN/A8558,5965,040
2021-01-05$32.70$30.0062.7%18.3%44.4%13.9%62.9%5.5%-1.8%305.5K-14.6M-54.7K0.0148.31N/AN/A10718,5635,040
2021-01-06$32.11$30.0065.4%18.6%42.6%15.5%60.5%6.6%-1.1%300.2K-13.6M-54.6K0.2651.31N/AN/A77208,6365,040
2021-01-07$33.59$35.0056.5%17.7%46.1%10.2%61.8%4.7%-1.4%352.6K-16.3M-51.9K0.0055.08N/AN/A2108,6325,042
2021-01-08$35.22$35.0056.2%17.5%48.4%10.0%60.2%5.7%-1.3%389.5K-19.3M-50.8K0.2359.13N/AN/A167388,6505,044
2021-01-11$37.40$35.0065.8%18.1%52.6%15.7%61.5%3.9%-1.3%390.9K-23.2M-47.5K0.0949.75N/AN/A259248,7095,052
2021-01-12$37.49$35.0043.5%17.8%51.2%2.5%60.6%4.9%-4.5%404.8K-23.8M-48.1K0.1260.40N/AN/A542648,9415,072
2021-01-13$36.07$35.0062.0%17.8%53.4%13.5%64.6%3.9%-0.6%410.3K-21.2M-51.3K0.7063.99N/AN/A57409,2005,126
2021-01-14$35.68$35.0067.8%19.4%47.9%16.9%65.6%8.0%-7.3%492.3K-20.7M-51.9K0.5962.51N/AN/A56339,2685,110
2021-01-15$34.30$35.0061.6%17.7%50.0%13.2%62.8%3.3%0.7%293.6K-17.1M-50.7K0.2465.45N/AN/A126309,2875,123
2021-01-19$35.27$35.0060.8%17.4%51.0%12.8%62.1%3.2%-1.2%300.8K-18.7M-47.4K0.0072.21N/AN/A57528,1245,010
2021-01-20$35.38$35.0063.3%18.1%50.9%14.2%63.0%6.5%-3.8%337.4K-19.4M-49.3K0.1964.17N/AN/A52108,6275,012
2021-01-21$35.75$35.0067.1%19.2%48.0%16.5%67.1%4.6%-6.6%328.3K-19.7M-49.9K0.0664.26N/AN/A317208,6315,016
2021-01-22$35.90$35.0065.6%18.8%47.6%15.6%64.5%6.6%-4.4%361.8K-20.8M-49.6K0.0070.32N/AN/A31518,9305,036
2021-01-25$35.49$35.0069.9%20.0%47.8%18.1%68.1%5.8%-4.8%369.6K-20.4M-49.2K0.0366.63N/AN/A341109,1015,036
2021-01-26$34.91$35.0068.8%19.7%48.3%17.5%68.0%6.6%-3.7%363.1K-19.1M-52.7K0.0662.60N/AN/A6749,3105,043
2021-01-27$33.27$35.0090.0%25.8%51.3%30.0%95.3%6.6%-1.4%272.5K-16.2M-55.3K0.0483.22N/AN/A225109,3125,042
2021-01-28$33.04$35.0067.5%19.4%47.7%16.7%71.0%19.6%6.0%341.9K-16.2M-51.7K0.0179.10N/AN/A10219,4375,046
2021-01-29$31.75$35.0085.6%24.5%48.1%27.4%75.8%0.3%-17.1%312.7K-13.8M-52.6K0.0188.39N/AN/A10519,4355,047