LASR Options History — July 2021

In July 2021, LASR traded between $30.90 and $36.67. ATM implied volatility averaged 51.7%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 8.5% (HV 20d: 43.3%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.21.

Notable Days

  • 2021-07-28: Highest Volume — 130 contracts
  • 2021-07-20: Largest IV drop — 32.0% change
  • 2021-07-19: Highest IV Rank — 36.3%
  • 2021-07-19: Largest Expected Move — 19.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.38$30.90$36.67$36.14$34.59
Max Pain$30.48$30.00$35.00$30.00$30.00
ATM IV51.7%39.7%67.4%40.3%53.8%
Expected Move15.4%11.4%19.3%11.6%15.4%
HV 20d43.3%38.7%46.4%38.8%45.7%
HV 60d46.4%42.3%48.0%46.6%42.4%
IV Rank18.0%2.3%36.3%2.7%24.0%
IV Percentile23.4%1.6%73.4%2.4%23.0%
Term Structure-2.3%-22.1%22.2%8.7%-5.2%
VWIV51.7%37.4%59.6%39.6%53.8%
Skew 25d6.7%-4.8%24.2%-1.3%6.3%
Skew 10d12.3%-8.6%37.8%-4.8%13.0%
Call IV 25d49.4%38.2%55.0%39.5%52.4%
Put IV 25d56.1%38.3%66.3%38.3%58.7%
Bid-Ask Spread %78.0219.5396.1319.5380.97
Gamma HHI0.820.760.850.780.84
Net GEX321.2K218.1K410.2K384.8K410.2K
Net DEX-5.6M-10.4M-2.6M-9.6M-6.6M
Net VEX-17.2K-24.2K-11.0K-24.2K-15.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.210.001.130.000.00
Total Volume36.8101303218
Total OI5,058.7624,6785,3215,2144,999

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$36.14$30.0040.3%11.6%38.8%2.7%39.6%-1.3%8.7%384.8K-9.6M-24.2K0.0019.53N/AN/A3205,018196
2021-07-02$36.67$30.0039.9%11.4%38.7%2.4%39.2%1.7%9.7%380.8K-10.4M-23.7K0.1388.82N/AN/A1525,017196
2021-07-06$36.39$35.0044.4%14.6%39.4%5.0%51.6%4.0%-1.4%391.6K-10.0M-22.5K0.3963.84N/AN/A80315,021197
2021-07-07$34.30$35.0046.1%16.2%46.4%6.0%59.6%2.4%1.3%366.0K-7.0M-21.6K0.0771.61N/AN/A6045,040226
2021-07-08$33.57$30.0048.7%15.7%45.5%7.5%0.0%6.9%-1.7%346.4K-6.2M-20.8K0.0065.57N/AN/A0105,071230
2021-07-09$33.45$30.0039.7%14.8%44.9%2.3%51.7%4.1%-3.3%364.9K-6.0M-20.4K0.0064.03N/AN/A1005,071231
2021-07-12$33.65$30.0046.2%15.2%44.9%6.5%54.1%3.4%-1.5%379.8K-6.0M-19.2K0.4464.43N/AN/A945,081230
2021-07-13$32.99$30.0056.1%15.1%45.3%21.4%55.2%5.4%-0.7%348.2K-5.2M-18.0K0.0061.77N/AN/A2005,085228
2021-07-14$32.32$30.0056.0%16.1%45.7%23.3%0.0%3.2%-4.2%255.0K-4.2M-16.3K0.0061.13N/AN/A035,090228
2021-07-15$31.60$30.0065.3%18.7%43.5%33.9%57.8%-2.9%-22.1%231.5K-3.9M-15.2K1.0093.42N/AN/A115,090231
2021-07-16$30.90$30.0053.3%15.3%44.2%20.1%49.0%-4.8%-2.7%218.1K-2.7M-12.4K1.1388.93N/AN/A53605,091230
2021-07-19$31.07$30.0067.4%19.3%41.3%36.3%0.0%24.2%-14.3%220.1K-3.6M-14.4K0.0089.57N/AN/A004,473205
2021-07-20$32.37$30.0045.8%13.1%42.2%11.6%53.9%8.2%22.2%275.9K-3.8M-14.7K0.0081.28N/AN/A8804,473205
2021-07-21$33.26$30.0054.5%15.6%43.1%22.3%54.2%17.3%-4.6%300.5K-4.7M-16.0K0.1493.55N/AN/A5074,555205
2021-07-22$32.08$30.0058.0%16.6%42.8%29.5%0.0%5.8%-7.3%273.3K-3.9M-14.7K0.0094.76N/AN/A004,605212
2021-07-23$32.85$30.0051.3%14.7%43.0%20.7%51.7%15.0%-3.9%312.6K-4.4M-15.2K0.0096.13N/AN/A504,605212
2021-07-26$32.69$30.0055.9%16.0%42.9%26.7%56.3%14.5%-8.0%302.9K-4.3M-14.3K0.1895.16N/AN/A5194,604212
2021-07-27$31.75$30.0047.3%13.5%39.8%15.3%37.4%10.1%2.7%262.4K-2.6M-11.0K0.0094.47N/AN/A104,609212
2021-07-28$33.88$30.0058.2%16.7%45.2%29.9%58.2%11.8%-6.7%351.3K-5.8M-15.5K0.0090.66N/AN/A13004,659216
2021-07-29$34.49$30.0058.7%16.8%45.6%30.5%55.9%5.5%-6.0%369.0K-6.3M-15.7K0.0678.86N/AN/A1814,659216
2021-07-30$34.59$30.0053.8%15.4%45.7%24.0%53.8%6.3%-5.2%410.2K-6.6M-15.6K0.0080.97N/AN/A1804,783216