LASR Options History — April 2021

In April 2021, LASR traded between $29.01 and $33.08. ATM implied volatility averaged 66.4%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 16.5% (HV 20d: 50.0%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.80.

Notable Days

  • 2021-04-13: Highest Volume — 732 contracts
  • 2021-04-14: Largest IV drop — 38.3% change
  • 2021-04-13: Highest IV Rank — 32.2%
  • 2021-04-29: Largest Expected Move — 19.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.26$29.01$33.08$33.08$29.26
Max Pain$30.24$30.00$35.00$35.00$30.00
ATM IV66.4%53.3%93.8%54.1%65.8%
Expected Move18.3%15.5%19.9%15.5%18.9%
HV 20d50.0%40.5%58.5%58.5%43.4%
HV 60d73.3%72.2%74.6%74.6%72.2%
IV Rank16.1%8.3%32.2%8.8%15.7%
IV Percentile56.1%8.3%94.4%11.5%59.1%
Term Structure-3.7%-11.5%10.5%6.7%-2.5%
VWIV64.3%52.8%88.4%52.8%67.4%
Skew 25d3.4%-12.8%10.1%2.5%0.7%
Skew 10d12.3%-4.4%34.9%12.9%14.7%
Call IV 25d60.7%53.0%72.6%54.9%68.3%
Put IV 25d64.1%47.6%78.9%57.4%69.0%
Bid-Ask Spread %90.8571.80101.95101.9598.72
Gamma HHI0.520.460.580.470.58
Net GEX-145.5K-210.3K-81.2K-89.5K-210.3K
Net DEX2.2M-85.6K5.2M-85.6K5.2M
Net VEX-33.6K-41.1K-24.9K-41.1K-24.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.004.330.002.50
Total Volume83.19073250217
Total OI8,719.198,2419,1148,8918,684

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$33.08$35.0054.1%15.5%58.5%8.8%52.8%2.5%6.7%-89.5K-85.6K-41.1K0.00101.95N/AN/A5003,9804,911
2021-04-05$32.76$30.0067.1%17.9%58.0%16.5%0.0%7.1%0.7%-86.4K-13.3K-40.0K0.0071.80N/AN/A004,0224,911
2021-04-06$32.47$30.0070.0%18.5%56.9%18.2%0.0%7.8%-7.8%-81.2K612.6K-39.3K1.0078.79N/AN/A224,0224,905
2021-04-07$30.90$30.0061.2%18.4%51.8%13.0%62.0%10.1%-4.1%-138.6K2.6M-37.2K4.3391.75N/AN/A9394,0244,907
2021-04-08$32.16$30.0053.3%19.0%54.4%8.3%54.0%-0.8%-9.8%-104.3K1.4M-37.4K0.2995.56N/AN/A724,0304,942
2021-04-09$32.86$30.0068.0%16.7%54.3%17.0%59.3%-1.9%10.5%-119.2K291.4K-37.8K0.0094.28N/AN/A6904,0314,944
2021-04-12$32.01$30.0085.2%18.5%54.4%27.2%88.4%-0.2%-2.2%-118.9K1.5M-36.1K3.0096.23N/AN/A13394,0594,959
2021-04-13$31.74$30.0093.8%18.4%54.2%32.2%66.7%3.6%-3.4%-125.7K1.6M-36.0K0.3986.16N/AN/A5272054,0684,996
2021-04-14$31.32$30.0057.9%16.6%54.2%11.0%60.1%-7.0%0.0%-151.0K1.7M-35.3K0.5098.41N/AN/A26134,0904,996
2021-04-15$30.94$30.0059.7%17.1%54.2%12.1%58.5%-12.8%-1.7%-179.3K2.7M-34.3K1.3697.08N/AN/A11154,1034,996
2021-04-16$31.07$30.0061.9%17.7%53.9%13.4%61.8%5.5%-2.7%-166.1K3.0M-32.3K0.0096.53N/AN/A704,1135,001
2021-04-19$29.75$30.0063.1%18.1%55.0%14.1%61.3%5.7%-5.0%-181.3K3.7M-31.3K1.0085.86N/AN/A663,4554,786
2021-04-20$29.01$30.0068.6%19.7%54.7%17.3%68.3%6.3%-8.6%-159.1K4.9M-29.2K0.0089.36N/AN/A1603,4644,792
2021-04-21$29.90$30.0067.9%19.5%42.9%17.0%68.2%5.9%-7.1%-160.4K4.1M-30.1K1.2587.75N/AN/A16203,4514,792
2021-04-22$30.15$30.0067.3%19.3%40.5%16.6%0.0%5.6%-6.9%-176.1K3.9M-30.1K0.0086.08N/AN/A203,4574,812
2021-04-23$30.99$30.0064.6%18.5%41.1%15.0%61.5%4.5%-2.2%-183.2K2.7M-31.8K0.1489.73N/AN/A3653,4574,812
2021-04-26$32.09$30.0063.2%18.1%42.3%14.2%59.3%9.8%-2.9%-168.7K1.1M-30.2K0.0091.43N/AN/A24403,4834,812
2021-04-27$31.89$30.0064.8%18.6%41.0%15.1%65.4%7.1%-8.0%-151.8K1.1M-30.7K0.0291.11N/AN/A8223,7244,812
2021-04-28$31.81$30.0068.6%19.7%40.9%17.3%71.4%8.3%-11.5%-136.9K1.3M-30.8K0.0090.87N/AN/A2603,7984,814
2021-04-29$30.26$30.0069.4%19.9%42.5%17.8%70.5%3.4%-8.7%-167.6K3.2M-28.6K0.1888.43N/AN/A2853,8744,814
2021-04-30$29.26$30.0065.8%18.9%43.4%15.7%67.4%0.7%-2.5%-210.3K5.2M-24.9K2.5098.72N/AN/A621553,8754,809