LASR Options History — March 2021

In March 2021, LASR traded between $30.91 and $41.03. ATM implied volatility averaged 68.5%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded below realized volatility by 20.5% (HV 20d: 89.0%). Max pain ranged from $30.00 to $40.00. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 5.61.

Notable Days

  • 2021-03-23: Highest Volume — 4,547 contracts
  • 2021-03-23: Largest IV spike — 41.9% change
  • 2021-03-29: Highest IV Rank — 23.8%
  • 2021-03-04: Largest Expected Move — 22.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.32$30.91$41.03$41.03$32.70
Max Pain$36.52$30.00$40.00$30.00$35.00
ATM IV68.5%53.3%79.5%71.4%64.9%
Expected Move19.5%15.3%22.8%20.5%18.6%
HV 20d89.0%61.2%105.1%98.1%62.9%
HV 60d72.6%69.7%75.2%69.7%74.6%
IV Rank17.3%8.4%23.8%19.0%15.2%
IV Percentile59.8%8.7%85.3%67.1%53.2%
Term Structure-1.5%-28.1%18.5%4.2%5.7%
VWIV65.0%47.2%78.0%75.5%59.1%
Skew 25d7.3%-2.1%23.4%0.0%2.6%
Skew 10d9.5%-22.0%31.4%-0.9%-10.6%
Call IV 25d61.5%42.4%77.8%77.8%59.7%
Put IV 25d68.9%56.3%77.8%77.8%62.3%
Bid-Ask Spread %77.8449.43102.7564.9088.84
Gamma HHI0.440.260.650.300.48
Net GEX226.8K-111.2K486.5K486.5K-96.5K
Net DEX-13.0M-31.5M2.3M-31.5M735.8K
Net VEX-32.2K-42.5K-21.6K-42.4K-40.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.610.00121.890.260.00
Total Volume423.08744,547315149
Total OI14,002.4783,92517,94317,9438,756

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-03-01$41.03$30.0071.4%20.5%98.1%19.0%75.5%0.0%4.2%486.5K-31.5M-42.4K0.2664.90N/AN/A2506511,9965,947
2021-03-02$37.83$30.0067.7%19.4%103.5%16.8%68.8%4.9%4.2%438.7K-24.0M-37.6K0.0971.64N/AN/A1,31612111,9295,894
2021-03-03$36.98$30.0071.5%20.5%103.5%19.1%59.5%23.4%-3.6%380.1K-20.9M-33.3K0.0078.78N/AN/A198011,4455,869
2021-03-04$34.50$40.0078.1%22.8%103.6%23.0%71.9%-2.1%-17.3%429.6K-17.5M-36.4K0.2572.50N/AN/A3218011,3955,869
2021-03-05$33.69$40.0072.8%20.2%103.5%19.8%71.7%5.3%-1.2%463.8K-15.8M-34.5K0.3861.24N/AN/A32512511,4695,887
2021-03-08$32.58$40.0076.0%19.9%102.9%21.7%0.0%9.8%-2.8%476.5K-14.2M-31.6K0.0549.43N/AN/A100511,4935,776
2021-03-09$35.15$40.0073.3%19.4%105.1%20.2%67.4%7.5%-0.4%424.6K-19.5M-30.8K0.1058.33N/AN/A72711,5275,779
2021-03-10$34.87$40.0066.0%18.9%99.8%15.9%70.3%7.7%0.1%437.0K-18.7M-30.5K0.5357.42N/AN/A191011,5025,777
2021-03-11$35.69$40.0066.0%18.9%98.7%15.8%64.3%6.1%0.0%389.1K-20.4M-27.9K0.8463.82N/AN/A998311,5055,770
2021-03-12$34.84$40.0068.5%19.6%98.8%17.3%65.4%4.1%-1.5%430.2K-18.4M-28.4K0.0371.52N/AN/A35111,5185,845
2021-03-15$34.33$40.0071.2%20.4%95.1%18.9%78.0%11.8%-2.4%370.9K-18.3M-24.1K0.5970.58N/AN/A291711,5335,845
2021-03-16$34.55$40.0061.1%17.5%92.4%12.9%63.0%0.7%3.1%258.8K-19.5M-22.1K0.5082.13N/AN/A321611,5315,851
2021-03-17$34.54$40.0062.2%17.8%91.5%13.6%62.3%9.7%5.1%270.5K-19.5M-22.1K0.9991.35N/AN/A16916811,5535,779
2021-03-18$34.97$35.0061.7%17.7%91.7%13.3%69.6%9.8%6.5%168.7K-20.4M-21.9K0.1185.04N/AN/A1231311,6975,793
2021-03-19$35.45$35.0062.6%17.9%83.2%13.8%61.9%4.3%4.4%133.9K-21.8M-21.6K0.1585.84N/AN/A5598611,6825,789
2021-03-22$35.92$35.0053.3%15.3%83.2%8.4%50.4%6.5%18.5%137.6K-6.2M-24.1K1.3088.47N/AN/A1922503,697228
2021-03-23$32.26$35.0075.7%21.7%81.3%21.6%62.5%19.4%-28.1%124.5K-4.2M-23.7K121.89102.75N/AN/A374,5103,814477
2021-03-24$30.91$35.0063.0%18.1%77.5%14.0%73.6%0.1%6.5%-96.8K2.3M-41.4K0.1486.52N/AN/A1423,8274,957
2021-03-25$31.53$35.0066.4%19.0%72.1%16.1%65.7%1.1%-2.2%-111.2K2.3M-42.0K0.8196.35N/AN/A57463,8284,957
2021-03-26$32.22$35.0068.6%19.7%72.1%17.4%57.5%13.3%-4.0%-99.8K1.4M-42.5K0.0787.76N/AN/A1413,8324,923
2021-03-29$31.30$35.0079.5%22.8%65.9%23.8%47.2%17.3%-18.5%-103.1K2.0M-40.6K0.0086.91N/AN/A1103,8444,914
2021-03-30$31.59$35.0074.6%21.4%61.2%20.9%0.0%5.7%-11.5%-97.6K2.1M-39.9K0.0088.28N/AN/A403,8444,914
2021-03-31$32.70$35.0064.9%18.6%62.9%15.2%59.1%2.6%5.7%-96.5K735.8K-40.7K0.0088.84N/AN/A14903,8454,911