LASR Options History — September 2021

In September 2021, LASR traded between $26.90 and $29.61. ATM implied volatility averaged 47.0%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 6.4% (HV 20d: 40.6%). Max pain ranged from $22.50 to $30.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 4.50.

Notable Days

  • 2021-09-29: Highest Volume — 315 contracts
  • 2021-09-08: Largest IV spike — 36.9% change
  • 2021-09-14: Highest IV Rank — 35.5%
  • 2021-09-14: Largest Expected Move — 17.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.89$26.90$29.61$27.89$28.37
Max Pain$26.07$22.50$30.00$25.00$30.00
ATM IV47.0%34.6%61.8%39.1%48.1%
Expected Move13.7%11.2%17.7%11.2%13.8%
HV 20d40.6%34.8%43.3%42.8%43.3%
HV 60d47.7%46.6%48.9%48.4%46.6%
IV Rank16.1%0.0%35.5%4.5%17.6%
IV Percentile16.5%0.0%57.5%1.2%18.3%
Term Structure6.3%-14.1%28.1%6.0%7.5%
VWIV46.6%29.2%55.6%42.8%53.8%
Skew 25d1.6%-20.8%15.2%8.8%-20.8%
Skew 10d11.0%-19.9%30.9%15.2%-15.0%
Call IV 25d45.0%36.4%55.3%39.7%52.1%
Put IV 25d46.6%27.2%55.3%48.6%31.3%
Bid-Ask Spread %92.9268.97109.2383.32100.28
Gamma HHI0.450.340.680.450.44
Net GEX822-14.8K39.3K-8.0K-1.6K
Net DEX-203.7K-535.9K40.3K-325.7K-138.0K
Net VEX-2.3K-2.8K-1.8K-2.7K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.500.0055.000.000.00
Total Volume52.57103150129
Total OI1,582.6677002,2412,137910

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$27.89$25.0039.1%11.2%42.8%4.5%0.0%8.8%6.0%-8.0K-325.7K-2.7K0.0083.32N/AN/A001,472665
2021-09-02$28.18$22.5039.4%12.6%42.8%4.9%42.8%6.0%6.4%-3.4K-387.8K-2.6K0.0068.97N/AN/A801,472665
2021-09-03$28.15$22.5034.6%12.5%39.6%0.0%0.0%15.2%6.9%1.5K-430.7K-2.4K0.0692.96N/AN/A1811,472665
2021-09-07$28.60$22.5042.6%12.8%40.0%10.4%44.9%14.0%6.6%7.6K-510.3K-2.3K0.5078.48N/AN/A1051,478664
2021-09-08$27.38$22.5058.3%16.7%40.7%30.9%0.0%14.0%-8.0%-14.4K-251.9K-2.4K0.0098.93N/AN/A031,482663
2021-09-09$27.74$22.5050.3%14.4%40.8%20.5%0.0%6.2%2.9%-7.0K-343.4K-2.3K0.0090.27N/AN/A001,484659
2021-09-10$27.00$22.5052.4%15.0%40.0%23.2%0.0%9.7%3.0%-3.9K-91.5K-2.8K0.0093.73N/AN/A001,484659
2021-09-13$27.36$22.5048.1%13.8%39.3%17.6%0.0%-5.4%9.5%-6.5K-290.9K-1.8K0.0093.34N/AN/A001,484659
2021-09-14$27.34$22.5061.8%17.7%34.8%35.5%43.4%-0.0%-14.1%-14.8K-268.6K-2.0K55.0098.46N/AN/A21101,485658
2021-09-15$28.45$22.5044.5%12.7%35.7%12.9%29.2%-17.3%1.6%16.6K-442.8K-1.8K0.97109.11N/AN/A61591,485658
2021-09-16$29.61$25.0045.3%13.0%37.1%14.0%45.3%6.0%7.1%39.3K-535.9K-2.2K0.3180.15N/AN/A75231,467768
2021-09-17$28.84$25.0045.5%13.0%34.8%14.2%45.5%3.4%6.0%5.6K-194.4K-2.1K0.1281.74N/AN/A4351,416825
2021-09-20$26.90$30.0051.1%14.7%42.7%21.6%55.6%4.0%15.8%75040.3K-2.2K15.0085.23N/AN/A10150403297
2021-09-21$27.24$30.0054.0%15.5%42.7%25.4%49.2%2.9%15.9%1.5K29.9K-2.1K0.0090.14N/AN/A50412297
2021-09-22$27.31$30.0039.0%11.2%42.7%5.8%44.8%3.7%28.1%-1.8K21.5K-2.5K0.0092.62N/AN/A270422388
2021-09-23$27.60$30.0044.8%12.8%42.8%13.3%44.4%2.0%9.6%-1.4K21.4K-2.3K0.0088.95N/AN/A180427388
2021-09-24$27.88$30.0042.4%12.1%42.8%10.2%0.0%7.4%12.6%6.0K-60.7K-2.3K0.0098.66N/AN/A10444388
2021-09-27$28.43$30.0051.2%14.7%41.5%21.6%47.5%9.3%6.6%2.7K-125.3K-2.1K0.00108.17N/AN/A130449388
2021-09-28$27.64$30.0048.2%13.8%42.7%17.8%55.3%-18.8%-0.9%-1.0K11.6K-2.2K0.00109.23N/AN/A130449388
2021-09-29$27.74$30.0046.5%13.3%42.6%15.6%50.7%-16.1%3.4%-449-4.6K-2.3K0.02108.63N/AN/A3096459438
2021-09-30$28.37$30.0048.1%13.8%43.3%17.6%53.8%-20.8%7.5%-1.6K-138.0K-2.2K0.00100.28N/AN/A1290472438