LASR Options History — November 2021

In November 2021, LASR traded between $25.01 and $32.99. ATM implied volatility averaged 53.9%, placing in the 29.9% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 4.5% (HV 20d: 49.4%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.57.

Notable Days

  • 2021-11-04: Highest Volume — 752 contracts
  • 2021-11-22: Largest IV drop — 25.7% change
  • 2021-11-09: Highest IV Rank — 45.3%
  • 2021-11-01: Largest Expected Move — 18.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.85$25.01$32.99$29.94$25.01
Max Pain$29.05$25.00$30.00$25.00$30.00
ATM IV53.9%37.1%66.5%64.3%51.4%
Expected Move15.0%10.6%18.4%18.4%14.7%
HV 20d49.4%33.7%53.7%33.7%46.2%
HV 60d44.1%41.7%45.7%41.7%44.4%
IV Rank29.9%9.4%45.3%42.7%26.9%
IV Percentile38.2%1.6%75.0%64.7%31.3%
Term Structure0.5%-16.7%26.2%-12.3%-4.6%
VWIV52.0%43.8%69.7%69.7%47.5%
Skew 25d7.0%-7.7%19.3%12.5%19.3%
Skew 10d21.6%-3.6%88.1%23.4%46.2%
Call IV 25d48.7%37.4%62.2%55.4%37.4%
Put IV 25d55.7%42.6%67.9%67.9%56.6%
Bid-Ask Spread %83.3863.74104.0689.36104.06
Gamma HHI0.400.320.710.440.71
Net GEX10.2K-29.3K46.2K16.0K-29.3K
Net DEX-259.0K-1.2M353.3K-578.6K353.3K
Net VEX-2.9K-4.0K-2.5K-2.6K-2.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.131.530.531.25
Total Volume356.762183752183310
Total OI1,584.4291,0751,9071,0751,545

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$29.94$25.0064.3%18.4%33.7%42.7%69.7%12.5%-12.3%16.0K-578.6K-2.6K0.5389.36N/AN/A12063561514
2021-11-02$31.69$25.0060.1%17.2%37.4%37.5%58.9%14.2%-10.4%23.7K-858.4K-2.5K0.3483.62N/AN/A19566577514
2021-11-03$32.99$25.0053.0%15.2%37.1%28.8%50.6%9.7%-3.6%35.1K-1.1M-2.8K0.1898.76N/AN/A37967660517
2021-11-04$31.72$25.0065.8%16.0%40.9%44.5%51.1%7.3%-7.8%46.2K-1.2M-4.0K0.2363.74N/AN/A611141945518
2021-11-05$29.81$30.0051.6%14.3%47.8%27.1%45.4%9.2%-0.2%38.3K-706.0K-3.8K0.1384.06N/AN/A570751,094593
2021-11-08$28.75$30.0057.3%14.6%50.2%34.1%47.1%7.9%-0.6%32.9K-518.6K-3.5K0.1672.86N/AN/A473751,172604
2021-11-09$27.35$30.0066.5%15.7%53.7%45.3%48.7%5.5%0.9%17.1K-179.1K-3.0K0.2569.82N/AN/A4581131,198604
2021-11-10$27.11$30.0057.7%16.5%53.5%34.6%50.0%7.4%-3.7%14.4K-170.6K-3.0K0.2375.88N/AN/A4761081,197620
2021-11-11$27.36$30.0060.1%17.2%53.1%37.5%62.9%12.8%7.8%8.4K-130.8K-3.1K0.7478.67N/AN/A1451081,174674
2021-11-12$27.02$30.0050.7%14.5%53.3%26.0%50.6%6.8%13.5%2.9K-64.9K-2.9K0.6082.67N/AN/A1781061,172677
2021-11-15$27.34$30.0057.6%16.5%53.3%34.5%51.9%4.1%-2.1%6.0K-65.6K-2.6K0.7872.11N/AN/A1361061,158678
2021-11-16$27.57$30.0048.4%13.9%53.2%23.2%51.0%6.4%2.4%12.4K-117.0K-2.5K0.7968.29N/AN/A1341061,153678
2021-11-17$27.15$30.0050.7%14.5%52.7%26.0%51.7%2.8%6.5%3.1K-40.2K-2.6K0.5467.96N/AN/A1961061,152678
2021-11-18$26.77$30.0056.4%16.2%52.7%32.9%53.2%8.9%-16.7%12.0K-164.2K-2.9K0.5485.15N/AN/A1971061,225678
2021-11-19$27.02$30.0049.9%14.3%52.7%25.1%50.0%0.8%2.5%10.7K-156.8K-2.8K0.3678.44N/AN/A204731,229678
2021-11-22$27.15$30.0037.1%10.6%52.6%9.4%43.8%-1.8%20.8%10.8K-221.6K-2.7K0.4091.55N/AN/A13855947241
2021-11-23$26.30$30.0046.2%13.2%53.6%20.5%48.5%7.2%-3.9%3.1K-95.7K-2.5K1.53100.54N/AN/A135206948281
2021-11-24$26.10$30.0053.8%15.4%53.2%29.9%53.9%7.8%-6.0%-10.8K106.1K-3.0K0.8899.97N/AN/A128113940451
2021-11-26$25.25$30.0050.9%14.6%52.9%26.3%51.7%-7.7%1.5%-21.9K273.0K-2.9K0.7888.44N/AN/A145113943540
2021-11-29$25.47$30.0042.4%12.2%53.1%15.9%55.0%6.6%26.2%-16.7K242.2K-3.0K0.7895.00N/AN/A145113955590
2021-11-30$25.01$30.0051.4%14.7%46.2%26.9%47.5%19.3%-4.6%-29.3K353.3K-2.7K1.25104.06N/AN/A138172955590