LASR Options History — August 2021

In August 2021, LASR traded between $24.61 and $34.81. ATM implied volatility averaged 51.1%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded below realized volatility by 4.6% (HV 20d: 55.7%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 6.01.

Notable Days

  • 2021-08-12: Highest Volume — 209 contracts
  • 2021-08-04: Largest IV spike — 34.5% change
  • 2021-08-05: Highest IV Rank — 46.2%
  • 2021-08-23: Largest Expected Move — 19.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.10$24.61$34.81$34.81$27.68
Max Pain$28.18$25.00$30.00$30.00$25.00
ATM IV51.1%38.0%70.6%42.7%43.5%
Expected Move14.5%11.6%19.3%12.2%12.5%
HV 20d55.7%42.5%60.2%45.4%42.5%
HV 60d47.1%41.6%49.1%41.6%48.6%
IV Rank20.4%3.1%46.2%9.2%10.3%
IV Percentile23.1%0.8%86.1%4.8%6.7%
Term Structure1.6%-23.7%22.0%-6.0%1.9%
VWIV51.4%39.5%63.9%63.8%44.6%
Skew 25d5.9%-2.3%18.4%9.6%6.1%
Skew 10d16.8%-9.6%31.7%20.3%10.2%
Call IV 25d49.4%37.0%64.3%47.7%44.9%
Put IV 25d55.4%48.4%71.1%57.3%51.0%
Bid-Ask Spread %77.1541.9089.1980.3083.60
Gamma HHI0.640.270.880.850.47
Net GEX58.1K-31.4K510.8K510.8K-11.8K
Net DEX-527.2K-7.6M1.1M-7.6M-271.5K
Net VEX-4.2K-15.0K-1.7K-15.0K-2.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.010.0056.001.962.50
Total Volume75.3642209777
Total OI4,241.2731,9415,8045,0052,127

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$34.81$30.0042.7%12.2%45.4%9.2%63.8%9.6%-6.0%510.8K-7.6M-15.0K1.9680.30N/AN/A26514,790215
2021-08-03$31.38$30.0047.8%13.7%57.9%16.0%59.8%2.7%14.8%259.9K-2.6M-9.9K1.9772.16N/AN/A611204,780215
2021-08-04$31.29$30.0064.3%18.4%54.6%37.9%63.9%7.1%-7.7%264.3K-2.4M-9.5K2.3374.83N/AN/A12284,767232
2021-08-05$31.58$30.0070.6%15.4%54.4%46.2%53.7%11.6%-2.2%271.0K-2.6M-9.7K0.0286.06N/AN/A4814,809250
2021-08-06$30.07$30.0053.6%13.3%56.8%23.7%0.0%5.1%-1.9%131.2K-514.6K-4.5K1.4589.19N/AN/A44644,806258
2021-08-09$29.69$30.0048.5%13.9%56.7%17.0%48.9%-2.2%3.7%71.9K-131.8K-3.0K0.3283.19N/AN/A38124,847260
2021-08-10$28.56$30.0038.0%14.0%57.7%3.1%48.0%6.3%2.5%8.9K136.8K-2.2K0.0384.02N/AN/A3214,891261
2021-08-11$28.20$30.0049.0%14.1%57.5%17.7%53.3%2.6%1.3%16.0K205.7K-2.1K23.2581.66N/AN/A4934,889266
2021-08-12$27.24$30.0040.6%11.6%58.1%6.4%49.7%-2.3%22.0%5.1K311.3K-1.7K28.8681.51N/AN/A72024,899266
2021-08-13$26.60$30.0052.8%15.1%58.2%22.6%51.8%4.1%1.6%-2.0K408.8K-1.7K10.4073.42N/AN/A151564,895324
2021-08-16$25.36$30.0049.8%14.3%59.6%18.7%52.1%3.6%3.1%-18.1K722.9K-1.9K56.0072.60N/AN/A31684,902524
2021-08-17$24.82$30.0051.6%14.8%56.6%21.1%49.4%2.1%3.5%-28.3K952.6K-2.3K0.5881.84N/AN/A1274,898673
2021-08-18$24.61$30.0052.7%15.1%54.6%22.5%47.4%18.4%-3.9%-31.4K1.1M-2.6K0.0479.77N/AN/A13854,899792
2021-08-19$26.02$30.0054.5%15.6%59.4%25.0%53.2%4.3%0.4%-28.4K838.2K-2.9K0.7562.56N/AN/A16124,940793
2021-08-20$26.75$25.0054.2%15.5%59.7%24.6%51.6%7.6%10.7%-23.0K353.3K-3.0K0.0879.93N/AN/A2625,046758
2021-08-23$27.08$25.0067.2%19.3%60.2%41.8%59.5%14.5%-23.7%-21.0K23.5K-2.9K0.3676.61N/AN/A1451,279662
2021-08-24$27.12$25.0050.5%14.5%59.9%19.7%48.7%7.1%7.1%-20.8K-6.8K-3.0K0.1741.90N/AN/A1831,319662
2021-08-25$26.95$25.0052.4%15.0%53.4%22.1%48.7%5.2%6.6%-22.9K41.1K-2.9K0.0664.60N/AN/A1811,323663
2021-08-26$26.78$25.0052.0%14.9%52.3%21.7%44.2%6.2%-3.4%-24.3K42.8K-2.8K0.0181.73N/AN/A17221,330663
2021-08-27$27.74$25.0041.3%11.8%54.8%7.4%39.5%5.9%4.5%-20.0K-152.8K-2.6K1.0082.48N/AN/A111,343664
2021-08-30$27.95$25.0046.6%13.4%54.8%14.4%46.7%4.8%-0.1%-8.0K-343.7K-3.0K0.0083.36N/AN/A1201,463665
2021-08-31$27.68$25.0043.5%12.5%42.5%10.3%44.6%6.1%1.9%-11.8K-271.5K-2.9K2.5083.60N/AN/A251,462665