LASR Options History — October 2021

In October 2021, LASR traded between $25.04 and $28.10. ATM implied volatility averaged 56.6%, placing in the 32.2% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded above realized volatility by 14.8% (HV 20d: 41.9%). Max pain ranged from $22.50 to $30.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 16.36.

Notable Days

  • 2021-10-12: Highest Volume — 547 contracts
  • 2021-10-11: Largest IV spike — 143.0% change
  • 2021-10-12: Highest IV Rank — 55.4%
  • 2021-10-14: Largest Expected Move — 19.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.73$25.04$28.10$27.07$28.03
Max Pain$25.12$22.50$30.00$30.00$25.00
ATM IV56.6%29.4%74.8%51.3%48.6%
Expected Move16.1%13.9%19.4%14.7%13.9%
HV 20d41.9%32.7%49.6%46.3%32.7%
HV 60d46.3%40.1%48.8%47.3%40.6%
IV Rank32.2%0.0%55.4%21.8%23.4%
IV Percentile44.7%0.0%92.5%25.0%21.0%
Term Structure-5.7%-21.8%14.1%14.1%-13.3%
VWIV59.1%49.6%71.9%67.9%62.8%
Skew 25d9.0%-9.0%18.3%-7.2%11.2%
Skew 10d25.6%4.5%40.3%4.5%33.9%
Call IV 25d50.7%41.4%66.7%66.7%49.7%
Put IV 25d59.8%45.0%70.1%59.5%61.0%
Bid-Ask Spread %67.5751.2297.1797.1781.35
Gamma HHI0.530.300.930.440.41
Net GEX-22.0K-106.5K9.7K-3359.5K
Net DEX109.6K-302.0K695.1K-7.6K-292.2K
Net VEX-2.3K-2.7K-1.2K-2.3K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio16.360.00181.330.570.62
Total Volume142.1911547143159
Total OI1,172.0957531,6299641,069

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$27.07$30.0051.3%14.7%46.3%21.8%67.9%-7.2%14.1%-335-7.6K-2.3K0.5797.17N/AN/A9152519445
2021-10-04$25.69$22.5057.7%15.3%49.6%30.1%54.6%4.2%-1.4%-18.5K271.9K-2.0K3.6853.86N/AN/A57210554445
2021-10-05$25.52$25.0067.2%15.9%49.0%42.6%0.0%7.0%-0.8%-13.8K286.2K-2.2K8.0054.09N/AN/A324639497
2021-10-06$25.04$25.0065.8%15.7%47.2%40.8%53.2%6.5%-0.8%-41.4K695.1K-2.4K25.5055.45N/AN/A251663667
2021-10-07$25.85$25.0040.3%16.3%48.6%7.5%69.5%7.2%-6.3%-98.7K445.1K-2.3K1.4351.22N/AN/A2840665691
2021-10-08$25.53$25.0029.4%16.2%47.9%0.0%0.0%-9.0%-4.7%-106.5K556.4K-2.2K0.0061.02N/AN/A250667742
2021-10-11$25.73$25.0071.5%16.7%47.7%51.5%0.0%6.9%-2.6%-57.1K536.6K-2.2K10.0064.62N/AN/A110695782
2021-10-12$25.44$25.0074.8%17.1%47.8%55.4%71.9%8.6%-7.2%-68.0K535.7K-2.2K181.3373.18N/AN/A3544704782
2021-10-13$25.98$25.0056.5%16.2%46.0%33.1%67.8%6.4%-2.3%-57.0K446.9K-2.1K90.0072.88N/AN/A2180719782
2021-10-14$26.51$25.0067.5%19.4%43.9%46.6%56.0%15.6%-18.2%-41.6K188.6K-2.0K10.0068.20N/AN/A220719729
2021-10-15$26.44$25.0053.3%15.3%43.2%29.2%53.0%3.6%-1.9%-4.9K69.2K-1.2K8.3378.31N/AN/A650720909
2021-10-18$26.80$25.0066.0%18.9%36.1%44.7%55.6%15.5%-21.8%-3.7K36.5K-1.8K0.7868.90N/AN/A1814294459
2021-10-19$27.09$25.0065.5%18.8%36.0%44.1%49.6%14.2%-19.4%-5.8K54.9K-2.0K0.0061.46N/AN/A1460295509
2021-10-20$27.80$25.0050.2%14.4%37.2%25.4%57.1%13.6%-3.5%3.4K-162.8K-2.6K0.2161.37N/AN/A22647439523
2021-10-21$28.10$25.0049.7%14.3%37.2%24.8%58.9%15.8%0.0%4.9K-197.0K-2.6K0.4766.87N/AN/A9947467527
2021-10-22$27.80$25.0048.9%14.0%37.2%23.8%57.5%14.4%2.2%5.1K-205.0K-2.6K0.4465.93N/AN/A10847493527
2021-10-25$28.04$25.0054.2%15.5%36.7%30.3%58.6%14.3%-5.5%8.4K-264.8K-2.7K0.3665.94N/AN/A13047536527
2021-10-26$27.72$25.0052.7%15.1%35.5%28.5%52.7%13.4%-5.4%8.1K-241.1K-2.6K0.5372.20N/AN/A11561549527
2021-10-27$27.12$25.0065.0%18.6%36.3%43.5%64.8%9.3%-15.5%5.7K-149.0K-2.5K0.6065.12N/AN/A10261550519
2021-10-28$27.93$25.0052.8%15.1%36.9%28.5%51.7%18.3%-6.4%9.7K-302.0K-2.6K0.6379.83N/AN/A9761555514
2021-10-29$28.03$25.0048.6%13.9%32.7%23.4%62.8%11.2%-13.3%9.5K-292.2K-2.5K0.6281.35N/AN/A9861555514