LASR Options History — February 2021

In February 2021, LASR traded between $31.37 and $44.92. ATM implied volatility averaged 77.8%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 8.9% (HV 20d: 68.9%). 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 3 of 19 days. Put/call ratio averaged 0.28.

Notable Days

  • 2021-02-22: Highest Volume — 3,336 contracts
  • 2021-02-08: Largest IV spike — 51.2% change
  • 2021-02-08: Highest IV Rank — 42.5%
  • 2021-02-01: Largest Expected Move — 24.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.63$31.37$44.92$32.43$38.20
Max Pain$30.79$30.00$35.00$35.00$30.00
ATM IV77.8%65.3%111.2%86.7%81.1%
Expected Move20.7%18.3%24.9%24.9%23.2%
HV 20d68.9%48.3%97.2%48.3%97.2%
HV 60d61.3%52.7%72.4%72.1%69.4%
IV Rank22.8%15.4%42.5%28.1%24.7%
IV Percentile71.5%52.8%93.7%83.3%78.2%
Term Structure-6.0%-15.1%5.1%-15.1%-10.9%
VWIV72.4%57.7%85.4%79.3%81.8%
Skew 25d2.6%-9.5%20.9%10.3%-0.8%
Skew 10d6.2%-30.9%43.0%23.9%-0.1%
Call IV 25d73.2%54.2%85.9%77.1%81.3%
Put IV 25d75.8%64.2%87.4%87.4%80.5%
Bid-Ask Spread %71.0854.7783.2681.0554.77
Gamma HHI0.310.220.520.340.27
Net GEX439.0K294.2K770.4K348.0K443.1K
Net DEX-26.0M-44.2M-13.7M-15.0M-25.8M
Net VEX-43.9K-51.1K-32.7K-50.0K-45.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.002.180.452.18
Total Volume926.684323,33632735
Total OI15,787.42114,49617,87914,49717,879

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-02-01$32.43$35.0086.7%24.9%48.3%28.1%79.3%10.3%-15.1%348.0K-15.0M-50.0K0.4581.05N/AN/A22109,4495,048
2021-02-02$33.58$35.0071.7%20.6%49.4%19.2%73.6%11.9%-8.7%395.1K-17.4M-47.0K0.0979.71N/AN/A6969,4485,048
2021-02-03$31.37$35.0071.7%20.6%55.1%19.2%84.2%-1.6%2.2%392.5K-13.7M-44.9K0.1083.26N/AN/A209209,5105,053
2021-02-04$32.48$30.0096.2%19.8%56.2%33.7%65.0%2.1%-9.2%385.4K-15.2M-47.2K0.0077.50N/AN/A21209,4615,073
2021-02-05$33.95$30.0073.5%18.3%56.1%20.3%71.4%4.3%-1.9%418.0K-18.1M-44.7K0.0166.81N/AN/A12019,4305,073
2021-02-08$32.43$30.00111.2%20.9%55.6%42.5%67.1%5.9%-13.1%397.8K-15.1M-43.4K0.3664.67N/AN/A3161149,4615,074
2021-02-09$35.58$30.0093.2%18.7%61.4%31.9%65.1%5.8%-4.5%441.9K-21.6M-44.0K0.0071.07N/AN/A1,01439,7045,108
2021-02-10$37.23$30.0067.0%19.2%63.7%16.4%57.7%20.9%5.1%520.4K-26.0M-46.5K0.0181.03N/AN/A9711310,4535,124
2021-02-11$37.76$30.0065.3%18.7%62.3%15.4%67.2%5.9%-5.2%529.2K-27.8M-46.4K0.0270.18N/AN/A392910,7965,134
2021-02-12$40.43$30.0065.4%18.8%66.3%15.5%66.5%-9.0%-2.1%480.2K-33.1M-43.9K0.0273.61N/AN/A6921510,7855,128
2021-02-16$42.68$30.0067.3%19.3%66.0%16.6%68.0%1.4%-5.7%435.8K-37.8M-36.1K0.1569.29N/AN/A1,01215210,7775,133
2021-02-17$40.74$30.0077.5%22.2%68.7%22.6%77.6%4.0%-11.5%491.3K-34.1M-41.5K0.4466.17N/AN/A1,60571210,9735,251
2021-02-18$40.68$30.0065.9%18.9%68.8%15.8%68.6%-4.9%-3.6%770.4K-36.3M-41.4K0.2971.51N/AN/A1,24935711,5035,683
2021-02-19$44.92$30.0065.5%18.8%76.2%15.6%65.4%-3.9%-3.0%368.9K-44.2M-32.7K0.1074.57N/AN/A1,01710611,3645,533
2021-02-22$43.47$30.0074.1%21.2%77.8%20.6%74.5%0.5%-5.6%294.2K-32.2M-37.3K0.1871.95N/AN/A2,8255119,2645,356
2021-02-23$38.60$30.0082.6%23.7%90.0%25.6%85.4%-9.5%-10.7%370.0K-26.1M-42.6K0.0472.95N/AN/A1,7496610,8525,830
2021-02-24$41.12$30.0076.8%22.0%92.0%22.2%73.3%1.1%-13.3%450.0K-31.1M-47.4K0.0556.75N/AN/A8333911,6135,870
2021-02-25$37.39$30.0084.7%24.3%97.2%26.9%84.5%4.5%2.7%408.2K-22.5M-51.1K0.8363.67N/AN/A23619511,8165,904
2021-02-26$38.20$30.0081.1%23.2%97.2%24.7%81.8%-0.8%-10.9%443.1K-25.8M-45.6K2.1854.77N/AN/A23150411,9305,949