LASR Options History — January 2022

In January 2022, LASR traded between $19.09 and $25.80. ATM implied volatility averaged 62.9%, placing in the 41.0% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded above realized volatility by 17.1% (HV 20d: 45.8%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 2.25.

Notable Days

  • 2022-01-21: Highest Volume — 1,318 contracts
  • 2022-01-10: Largest IV drop — 37.2% change
  • 2022-01-27: Highest IV Rank — 66.2%
  • 2022-01-27: Largest Expected Move — 24.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.14$19.09$25.80$25.12$20.53
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV62.9%45.9%83.6%60.8%69.5%
Expected Move17.8%14.4%24.0%17.4%19.9%
HV 20d45.8%34.4%60.1%35.6%60.1%
HV 60d43.2%39.4%47.0%39.4%44.4%
IV Rank41.0%20.2%66.2%38.3%49.0%
IV Percentile64.0%14.3%96.8%57.5%83.7%
Term Structure-3.0%-18.7%11.5%-11.7%-4.7%
VWIV66.4%52.5%95.7%58.1%88.6%
Skew 25d14.8%-8.9%48.0%1.4%-8.9%
Skew 10d23.3%-5.7%78.6%26.6%2.5%
Call IV 25d63.1%43.9%82.9%50.4%81.2%
Put IV 25d77.9%51.8%121.1%51.8%72.3%
Bid-Ask Spread %101.9987.47125.3697.59110.40
Gamma HHI0.450.240.800.260.79
Net GEX-7.0K-35.0K4.5K2.2K-35.0K
Net DEX247.6K-279.0K1.1M-192.8K919.7K
Net VEX-2.4K-4.1K-912-2.2K-3.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.250.387.680.510.72
Total Volume546.152621,318322262
Total OI944.36451,5856491,585

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$25.12$25.0060.8%17.4%35.6%38.3%58.1%1.4%-11.7%2.2K-192.8K-2.2K0.5197.59N/AN/A213109405244
2022-01-04$25.80$25.0055.3%15.9%36.5%31.6%54.9%8.9%-3.5%3.1K-279.0K-2.2K0.46103.97N/AN/A235109405240
2022-01-05$25.41$25.0053.5%15.3%36.6%29.4%53.3%21.1%-4.1%3.0K-228.2K-2.1K0.46125.36N/AN/A236109430240
2022-01-06$24.93$25.0066.4%15.2%34.4%45.2%52.5%9.9%0.2%2.8K-185.9K-2.2K0.4691.77N/AN/A236109431240
2022-01-07$23.54$25.0073.1%14.4%39.1%53.4%59.0%15.6%0.2%2.6K-34.7K-1.8K0.46108.84N/AN/A236109431240
2022-01-10$23.04$25.0045.9%17.6%39.3%20.2%79.7%-5.7%9.0%-1.7K13.0K-1.8K0.5197.31N/AN/A209106431240
2022-01-11$24.17$25.0047.2%15.5%42.2%21.8%55.7%0.2%0.7%1.5K-170.4K-2.1K0.5192.83N/AN/A209106471240
2022-01-12$24.22$25.0056.5%16.2%42.1%33.1%56.1%5.9%-0.7%4.4K-179.7K-2.1K0.3899.71N/AN/A20979471240
2022-01-13$23.40$25.0056.7%16.3%43.8%33.4%53.7%27.7%-1.6%2.5K-106.0K-1.9K0.65103.70N/AN/A208136461240
2022-01-14$22.74$25.0059.0%16.9%44.4%36.2%57.7%10.9%-4.9%5139.5K-1.8K0.7395.01N/AN/A186136461243
2022-01-18$21.54$25.0060.2%17.2%47.8%37.6%67.5%8.1%-3.0%1.2K76.3K-1.6K0.8598.08N/AN/A161137461243
2022-01-19$20.31$25.0063.3%18.2%51.3%41.5%53.2%34.5%-5.7%2.6K199.1K-1.2K0.8590.26N/AN/A163138463244
2022-01-20$19.50$25.0064.9%18.6%50.7%43.4%65.6%32.0%-3.4%1.6K252.3K-9120.85108.04N/AN/A163138464245
2022-01-21$19.76$25.0066.5%19.1%49.8%45.3%66.5%35.3%4.5%4.5K107.0K-1.1K6.89109.36N/AN/A1671,151464194
2022-01-24$20.66$25.0058.4%16.7%52.5%35.4%94.8%20.5%11.5%-28.2K917.4K-4.1K7.68102.19N/AN/A1401,0754301,106
2022-01-25$20.15$25.0070.6%20.2%52.6%50.3%71.1%48.0%-4.6%-27.7K897.7K-4.1K7.07106.41N/AN/A1521,0754301,106
2022-01-26$19.65$25.0073.8%21.2%52.9%54.2%95.7%28.6%-18.7%-27.3K863.1K-4.0K7.07110.15N/AN/A1521,0754421,106
2022-01-27$19.32$25.0083.6%24.0%52.7%66.2%63.9%-0.5%-10.6%-25.2K1.0M-3.8K7.07101.30N/AN/A1521,0754441,106
2022-01-28$19.09$25.0073.7%21.1%52.0%54.2%80.2%2.4%-8.7%-27.6K1.1M-3.7K0.7287.47N/AN/A1521104441,105
2022-01-31$20.53$25.0069.5%19.9%60.1%49.0%88.6%-8.9%-4.7%-35.0K919.7K-3.9K0.72110.40N/AN/A1521104441,141