LASR Options History — February 2022

In February 2022, LASR traded between $14.59 and $20.36. ATM implied volatility averaged 69.4%, placing in the 57.8% IV rank vs the trailing year. The 30-day expected move averaged 18.8%. IV traded above realized volatility by 5.3% (HV 20d: 64.1%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 1.10.

Notable Days

  • 2022-02-28: Highest Volume — 1,471 contracts
  • 2022-02-09: Largest IV drop — 40.5% change
  • 2022-02-08: Highest IV Rank — 92.3%
  • 2022-02-01: Largest Expected Move — 22.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.21$14.59$20.36$20.36$16.33
Max Pain$22.89$20.00$25.00$25.00$20.00
ATM IV69.4%52.8%88.8%78.2%64.5%
Expected Move18.8%15.1%22.4%22.4%18.5%
HV 20d64.1%48.3%88.2%56.9%88.2%
HV 60d48.6%42.6%61.5%43.9%61.5%
IV Rank57.8%36.4%92.3%59.6%54.5%
IV Percentile77.8%41.3%99.2%95.2%69.0%
Term Structure-5.0%-18.8%6.2%-14.8%-9.5%
VWIV67.2%52.4%85.8%84.4%71.1%
Skew 25d11.8%-6.2%44.4%44.4%-3.5%
Skew 10d18.5%-14.4%50.0%50.0%14.0%
Call IV 25d63.9%56.0%79.5%73.5%70.4%
Put IV 25d75.7%58.8%118.0%118.0%66.9%
Bid-Ask Spread %95.6588.07111.18109.6394.36
Gamma HHI0.730.440.820.760.66
Net GEX-27.3K-44.3K-5.8K-29.7K-21.5K
Net DEX1.2M871.9K1.8M871.9K1.7M
Net VEX-2.8K-4.1K-562-4.1K-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.100.373.950.713.95
Total Volume424.7892671,4712671,471
Total OI1,7271,5852,0091,5851,859

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$20.36$25.0078.2%22.4%56.9%59.6%84.4%44.4%-14.8%-29.7K871.9K-4.1K0.71109.63N/AN/A1561114441,141
2022-02-02$19.82$25.0076.6%22.0%55.4%57.7%71.0%3.8%-11.9%-30.9K908.0K-4.0K1.0198.43N/AN/A1531544481,142
2022-02-03$18.78$25.0080.2%18.3%57.3%62.1%67.0%9.9%-1.7%-30.6K1.1M-3.7K1.0188.07N/AN/A1531544511,163
2022-02-04$19.16$25.0078.1%18.2%58.6%59.6%58.3%18.7%0.4%-30.9K1.1M-3.8K1.0192.70N/AN/A1531544511,163
2022-02-07$19.44$25.0084.4%19.0%56.9%67.2%74.4%6.1%-2.4%-31.4K1.0M-3.7K1.0294.74N/AN/A1511544511,163
2022-02-08$19.71$25.0088.8%18.8%57.3%92.3%54.1%15.2%-1.5%-34.8K1.0M-3.7K1.0288.22N/AN/A1511544531,163
2022-02-09$20.20$25.0052.8%15.1%54.9%36.4%52.4%20.9%-12.0%-44.3K912.6K-3.5K1.02100.89N/AN/A1511544551,163
2022-02-10$19.68$22.5064.4%18.5%55.0%54.4%64.1%6.0%-4.2%-31.7K892.4K-3.8K0.5789.55N/AN/A2701545731,143
2022-02-11$19.18$22.5067.9%19.5%54.6%59.8%61.4%4.1%-6.8%-32.1K1.1M-3.5K0.5788.07N/AN/A2701545731,143
2022-02-14$19.20$22.5066.7%19.1%54.3%57.9%66.6%-6.2%-4.1%-34.0K987.1K-3.5K0.7595.39N/AN/A2792095731,143
2022-02-15$19.76$22.5060.1%17.2%53.0%47.6%65.9%22.1%-18.8%-40.0K992.1K-3.5K1.27104.08N/AN/A1652105831,198
2022-02-16$19.54$22.5068.3%19.6%49.0%60.5%65.8%17.6%-5.8%-36.7K1.0M-3.5K1.2789.11N/AN/A1652105891,199
2022-02-17$18.90$22.5066.7%19.1%48.3%57.9%73.1%6.9%0.8%-36.3K1.2M-3.3K0.6090.69N/AN/A2921745891,199
2022-02-18$15.50$22.5056.9%16.3%84.5%42.7%66.0%8.3%3.6%-10.3K1.8M-8390.3789.06N/AN/A3251217391,270
2022-02-22$15.03$22.5057.0%16.3%82.0%42.9%59.0%-3.5%6.2%-5.8K1.6M-5621.0792.31N/AN/A1751875761,141
2022-02-23$14.59$20.0059.3%17.0%82.1%46.4%59.9%4.9%0.6%-8.2K1.6M-6991.1196.74N/AN/A1691875901,230
2022-02-24$15.26$20.0072.2%20.7%84.8%66.4%77.3%17.5%-9.2%-14.5K1.6M-1.1K1.14104.05N/AN/A1711955921,230
2022-02-25$15.52$20.0075.9%21.8%85.4%72.3%85.8%30.9%-4.3%-16.0K1.6M-1.1K1.39111.18N/AN/A1742415911,239
2022-02-28$16.33$20.0064.5%18.5%88.2%54.5%71.1%-3.5%-9.5%-21.5K1.7M-1.4K3.9594.36N/AN/A2971,1745951,264