LASR Options History — May 2021

In May 2021, LASR traded between $25.62 and $29.55. ATM implied volatility averaged 59.1%, placing in the 11.7% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 2.3% (HV 20d: 56.7%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.51.

Notable Days

  • 2021-05-04: Highest Volume — 67 contracts
  • 2021-05-10: Largest IV spike — 35.7% change
  • 2021-05-11: Highest IV Rank — 23.6%
  • 2021-05-04: Largest Expected Move — 20.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.51$25.62$29.55$29.33$29.24
Max Pain$25.75$25.00$30.00$30.00$25.00
ATM IV59.1%47.8%79.1%70.4%47.8%
Expected Move16.2%13.7%20.4%20.2%13.7%
HV 20d56.7%43.5%59.9%43.5%54.8%
HV 60d64.9%51.9%74.4%71.9%51.9%
IV Rank11.7%5.1%23.6%18.4%5.1%
IV Percentile33.8%1.6%90.9%78.2%1.6%
Term Structure1.3%-13.0%14.4%-13.0%3.2%
VWIV57.7%43.5%75.9%71.8%43.5%
Skew 25d2.5%-18.9%13.5%13.3%-1.5%
Skew 10d-1.4%-26.5%19.2%19.2%0.7%
Call IV 25d58.0%38.2%78.1%71.1%38.2%
Put IV 25d60.4%35.3%90.8%84.3%36.7%
Bid-Ask Spread %93.5078.43105.0296.40105.02
Gamma HHI0.640.570.760.570.69
Net GEX-118.0K-418.9K90.0K-199.2K79.7K
Net DEX6.9M-684.9K12.1M5.0M-657.1K
Net VEX-10.3K-24.6K-4.6K-24.6K-5.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.004.580.030.00
Total Volume23.350673855
Total OI7,563.053,7918,8548,7223,851

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$29.33$30.0070.4%20.2%43.5%18.4%71.8%13.3%-13.0%-199.2K5.0M-24.6K0.0396.40N/AN/A3713,8754,847
2021-05-04$26.35$30.0071.1%20.4%56.5%18.8%75.9%13.5%-4.6%-168.0K8.6M-16.2K4.5883.92N/AN/A12553,8824,847
2021-05-05$26.47$30.0068.0%19.5%54.8%17.0%69.6%-4.9%-8.0%-182.6K8.7M-16.1K1.5678.43N/AN/A9143,8894,902
2021-05-06$25.62$25.0070.8%16.5%52.4%18.7%58.0%2.5%4.1%-150.8K9.5M-11.7K0.0687.37N/AN/A1713,8944,904
2021-05-07$27.14$25.0054.7%17.1%56.8%9.2%53.0%5.7%2.7%-216.3K9.5M-13.8K0.0091.78N/AN/A4403,9094,901
2021-05-10$26.69$25.0074.3%15.0%56.5%20.7%0.0%-1.1%7.6%-207.0K9.2M-12.4K0.1185.98N/AN/A913,9294,901
2021-05-11$27.44$25.0079.1%16.3%58.0%23.6%0.0%2.6%6.3%-256.0K8.5M-14.0K0.0091.08N/AN/A6503,9384,901
2021-05-12$26.34$25.0052.2%15.0%59.2%7.7%65.5%0.9%5.6%-185.2K8.2M-12.5K0.3697.19N/AN/A1143,9324,901
2021-05-13$25.90$25.0059.3%17.0%59.3%11.9%0.0%5.2%1.8%-193.2K9.2M-10.2K2.0092.07N/AN/A483,9384,897
2021-05-14$26.33$25.0061.3%17.6%59.8%13.0%0.0%5.9%-0.1%-184.5K9.2M-11.5K0.5097.80N/AN/A423,9404,895
2021-05-17$27.15$25.0063.1%18.1%59.8%14.1%0.0%6.9%-3.8%-226.3K9.9M-10.8K0.0098.23N/AN/A003,9384,896
2021-05-18$27.73$25.0051.6%14.8%59.9%7.3%63.7%-0.3%3.4%-238.0K11.3M-7.2K0.4087.70N/AN/A523,9384,896
2021-05-19$28.26$25.0053.5%15.4%59.2%8.5%43.8%-2.1%0.9%-418.9K10.7M-8.0K0.0095.37N/AN/A1103,9404,898
2021-05-20$27.90$25.0052.3%15.0%59.2%7.7%49.8%0.5%14.4%65.2K12.0M-6.1K0.0096.68N/AN/A2103,9414,898
2021-05-21$28.01$25.0051.9%14.9%58.1%7.5%0.0%8.4%0.9%61.7K12.1M-5.7K0.08104.13N/AN/A1213,9564,898
2021-05-24$27.78$25.0052.1%15.0%56.2%7.7%0.0%2.3%1.5%49.4K-347.1K-4.6K0.0095.13N/AN/A303,502290
2021-05-25$28.28$25.0049.9%14.3%56.9%6.3%52.3%11.7%-0.9%52.1K-410.3K-5.0K0.0082.86N/AN/A1603,505290
2021-05-26$28.72$25.0049.5%14.2%57.4%6.1%49.5%-18.9%2.6%68.3K-545.5K-5.4K0.00102.89N/AN/A2003,501290
2021-05-27$29.55$25.0048.0%13.8%56.0%5.2%54.1%-1.3%2.2%90.0K-684.9K-5.5K0.0099.92N/AN/A2303,521290
2021-05-28$29.24$25.0047.8%13.7%54.8%5.1%43.5%-1.5%3.2%79.7K-657.1K-5.5K0.00105.02N/AN/A5503,556295