LASR Options History — June 2021

In June 2021, LASR traded between $28.01 and $36.20. ATM implied volatility averaged 44.7%, placing in the 4.0% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 6.8% (HV 20d: 37.9%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.09.

Notable Days

  • 2021-06-21: Highest Volume — 3,955 contracts
  • 2021-06-21: Largest IV drop — 25.6% change
  • 2021-06-16: Highest IV Rank — 9.0%
  • 2021-06-07: Largest Expected Move — 15.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.68$28.01$36.20$29.71$36.20
Max Pain$26.59$25.00$30.00$25.00$30.00
ATM IV44.7%35.7%54.4%48.9%40.8%
Expected Move12.9%10.2%15.7%14.0%11.7%
HV 20d37.9%30.7%55.1%55.1%40.5%
HV 60d48.6%46.2%51.8%51.8%47.8%
IV Rank4.0%0.0%9.0%5.7%3.0%
IV Percentile2.9%0.0%19.0%2.8%2.4%
Term Structure4.9%-4.8%12.4%1.5%7.7%
VWIV45.4%37.2%63.0%49.4%40.4%
Skew 25d5.7%-25.8%22.4%-25.8%-1.1%
Skew 10d10.6%-42.8%42.2%-42.8%-5.3%
Call IV 25d42.7%34.4%65.7%65.7%39.7%
Put IV 25d48.5%38.0%64.4%39.9%38.5%
Bid-Ask Spread %85.3718.39118.7499.8356.90
Gamma HHI0.500.210.860.710.78
Net GEX123.1K15.0K380.4K91.2K379.6K
Net DEX-2.3M-9.7M-114.0K-718.0K-9.7M
Net VEX-9.1K-24.3K-2.7K-5.6K-24.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.090.000.900.190.03
Total Volume301.18203,95538103
Total OI4,118.8641,1745,1843,9035,184

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$29.71$25.0048.9%14.0%55.1%5.7%49.4%-25.8%1.5%91.2K-718.0K-5.6K0.1999.83N/AN/A3263,608295
2021-06-02$28.80$25.0050.5%14.5%39.9%6.7%63.0%8.7%-0.4%56.2K-440.1K-4.4K0.0093.65N/AN/A023,636301
2021-06-03$28.14$25.0049.9%13.8%41.1%6.3%0.0%14.3%4.1%35.6K-289.6K-4.0K0.00102.72N/AN/A003,636300
2021-06-04$28.42$25.0046.0%12.2%38.9%4.0%0.0%22.4%6.3%28.9K-267.3K-3.6K0.00103.04N/AN/A403,636300
2021-06-07$28.62$25.0046.9%15.7%33.6%4.5%0.0%17.8%-4.8%28.6K-260.4K-3.4K0.0099.97N/AN/A103,637300
2021-06-08$29.32$25.0046.6%14.0%33.6%4.4%48.2%10.0%3.0%37.0K-301.2K-3.2K0.0094.48N/AN/A16403,638300
2021-06-09$28.42$25.0047.9%13.7%34.7%5.1%46.4%3.5%0.1%22.3K-194.0K-3.0K0.0099.99N/AN/A203,747300
2021-06-10$28.01$25.0044.6%12.8%31.6%3.2%0.0%15.7%8.2%15.0K-114.0K-2.7K0.00118.74N/AN/A5003,748300
2021-06-11$28.06$25.0048.4%13.9%30.7%5.5%0.0%9.5%3.5%18.4K-177.6K-3.0K0.00102.71N/AN/A003,756300
2021-06-14$28.88$25.0041.7%12.0%31.6%1.5%41.8%2.6%8.7%27.2K-247.6K-2.9K0.0099.26N/AN/A1203,756300
2021-06-15$29.64$25.0046.7%13.4%31.2%4.4%47.4%4.9%4.2%31.7K-371.5K-3.2K0.0390.34N/AN/A2913,754300
2021-06-16$31.12$25.0054.4%15.6%34.5%9.0%57.6%18.9%-4.5%45.8K-724.8K-4.0K0.90109.99N/AN/A67603,760301
2021-06-17$31.09$25.0046.4%13.3%34.2%4.3%47.2%3.3%5.9%36.3K-806.5K-3.9K0.0296.46N/AN/A4813,800298
2021-06-18$29.78$25.0048.0%13.8%37.8%5.2%47.3%6.3%4.6%56.9K-344.7K-3.1K0.12107.70N/AN/A1723,785298
2021-06-21$30.76$25.0035.7%10.2%39.2%0.0%45.9%-6.1%8.2%30.1K-464.7K-3.9K0.0090.60N/AN/A3,95411,028146
2021-06-22$30.86$30.0042.4%12.2%38.9%3.9%42.5%4.1%8.4%227.7K-3.5M-17.0K0.0088.22N/AN/A18004,487147
2021-06-23$32.19$30.0040.2%11.5%40.8%2.6%37.9%4.1%12.4%255.4K-4.5M-18.5K0.1184.07N/AN/A340374,382147
2021-06-24$32.88$30.0041.5%11.9%41.1%3.4%41.7%-1.1%5.2%262.8K-4.8M-19.3K0.0418.39N/AN/A520194,266154
2021-06-25$33.17$30.0037.0%10.6%40.3%0.8%37.2%6.1%9.1%307.0K-5.5M-21.1K0.1018.53N/AN/A2024,581163
2021-06-28$34.83$30.0039.1%11.2%42.5%2.0%39.0%1.8%8.6%334.6K-7.3M-22.2K0.0180.10N/AN/A55064,576164
2021-06-29$35.95$30.0040.1%11.5%43.2%2.6%39.4%6.1%8.5%380.4K-9.3M-23.7K0.2122.34N/AN/A327694,932168
2021-06-30$36.20$30.0040.8%11.7%40.5%3.0%40.4%-1.1%7.7%379.6K-9.7M-24.3K0.0356.90N/AN/A10034,989195