LASR Options History — December 2021

In December 2021, LASR traded between $23.17 and $25.95. ATM implied volatility averaged 57.2%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 25.4% (HV 20d: 31.8%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.84.

Notable Days

  • 2021-12-08: Highest Volume — 332 contracts
  • 2021-12-02: Largest IV spike — 37.2% change
  • 2021-12-07: Highest IV Rank — 62.2%
  • 2021-12-28: Largest Expected Move — 19.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.58$23.17$25.95$24.83$24.05
Max Pain$25.68$25.00$30.00$30.00$25.00
ATM IV57.2%40.4%80.3%40.4%55.9%
Expected Move15.1%11.6%19.0%11.6%16.0%
HV 20d31.8%28.8%39.1%39.1%33.4%
HV 60d41.7%38.9%44.3%44.3%38.9%
IV Rank34.0%13.4%62.2%13.4%32.3%
IV Percentile48.0%6.3%95.6%6.3%49.2%
Term Structure1.0%-28.0%25.7%12.8%-6.3%
VWIV52.1%41.8%66.6%41.8%49.4%
Skew 25d9.0%-3.5%34.3%6.3%11.6%
Skew 10d21.5%3.1%46.3%18.0%27.6%
Call IV 25d50.3%40.1%59.7%51.0%56.2%
Put IV 25d59.3%48.3%91.2%57.3%67.8%
Bid-Ask Spread %99.5477.43121.0597.44105.32
Gamma HHI0.540.250.880.700.30
Net GEX-31.9K-91.3K2.9K-38.6K2.0K
Net DEX420.6K-145.2K1.4M473.7K-62.7K
Net VEX-2.4K-3.2K-1.7K-2.8K-1.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.321.240.850.51
Total Volume287.864185332272322
Total OI1,275.1824801,7971,657649

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$24.83$30.0040.4%11.6%39.1%13.4%41.8%6.3%12.8%-38.6K473.7K-2.8K0.8597.44N/AN/A147125957700
2021-12-02$24.91$30.0055.4%15.9%34.5%31.8%61.4%-1.2%9.4%-45.0K665.7K-3.0K1.06102.79N/AN/A144153954763
2021-12-03$24.24$30.0065.0%18.6%33.6%43.5%66.6%34.3%-13.7%-30.2K605.7K-3.2K1.07117.82N/AN/A143153963803
2021-12-06$24.54$25.0071.4%14.0%29.4%51.3%43.7%9.1%-0.9%-47.3K819.0K-2.8K1.24103.55N/AN/A143177964806
2021-12-07$24.97$25.0080.3%14.9%29.1%62.2%54.3%9.0%5.5%-36.6K633.6K-3.1K1.2096.10N/AN/A148177966830
2021-12-08$25.95$25.0065.3%17.1%28.8%43.8%62.9%3.6%-2.7%-51.1K469.1K-2.9K1.1477.43N/AN/A155177967830
2021-12-09$25.40$25.0059.8%13.3%29.5%37.2%47.3%14.5%6.5%-67.4K612.9K-2.9K1.1488.54N/AN/A155177967830
2021-12-10$25.62$25.0053.6%15.2%29.5%29.5%52.4%1.2%1.1%-69.9K498.7K-2.8K1.1580.43N/AN/A154177967830
2021-12-13$24.80$25.0068.8%15.9%31.1%48.1%54.0%6.2%-3.0%-79.0K847.3K-2.4K1.0081.17N/AN/A153153966830
2021-12-14$24.61$25.0068.7%15.5%30.5%48.0%55.3%8.9%-2.2%-76.4K869.7K-2.4K1.0285.52N/AN/A150153965810
2021-12-15$24.49$25.0047.5%13.6%30.1%22.0%48.6%6.7%4.7%-91.3K934.4K-2.2K1.07112.52N/AN/A143153965810
2021-12-16$24.06$25.0047.8%13.7%30.2%22.4%45.8%10.4%25.7%-65.0K966.2K-2.2K1.07119.64N/AN/A143153964810
2021-12-17$23.61$25.0050.9%14.6%30.4%26.2%48.0%9.7%-11.2%-1.3K1.4M-1.8K1.03100.95N/AN/A143147964810
2021-12-20$23.17$25.0055.6%15.9%30.2%32.0%52.3%2.8%3.3%-3.3K78.1K-1.7K0.51121.05N/AN/A13468281199
2021-12-21$23.89$25.0050.3%14.4%32.8%25.5%50.6%18.9%5.4%-2.4K6.7K-1.8K0.5597.02N/AN/A12267300199
2021-12-22$24.50$25.0047.6%13.7%33.2%22.3%47.2%9.5%5.3%-2.8K-9.2K-1.8K0.5591.93N/AN/A12468305202
2021-12-23$25.00$25.0047.4%13.6%34.2%22.0%50.0%4.6%9.5%-1.7K-37.5K-1.8K0.5897.99N/AN/A11768308203
2021-12-27$24.98$25.0050.3%14.4%32.2%25.6%51.0%12.1%6.0%-1.6K-63.4K-1.9K0.32105.14N/AN/A21368308203
2021-12-28$24.64$25.0066.3%19.0%32.3%45.1%54.4%-1.3%-28.0%2.9K-145.2K-2.2K0.51104.29N/AN/A213109405203
2021-12-29$24.05$25.0048.7%14.0%32.8%23.5%48.4%-3.5%0.8%775-132.3K-2.3K0.5196.38N/AN/A213109405244
2021-12-30$24.36$25.0061.5%17.6%33.2%39.2%61.0%25.4%-5.0%2.8K-136.0K-2.3K0.51106.89N/AN/A213109405244
2021-12-31$24.05$25.0055.9%16.0%33.4%32.3%49.4%11.6%-6.3%2.0K-62.7K-1.9K0.51105.32N/AN/A213109405244