LASR Options History — March 2022

In March 2022, LASR traded between $14.10 and $18.62. ATM implied volatility averaged 62.0%, placing in the 47.2% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded below realized volatility by 27.5% (HV 20d: 89.5%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 2.81.

Notable Days

  • 2022-03-21: Highest Volume — 1,655 contracts
  • 2022-03-08: Largest IV drop — 31.3% change
  • 2022-03-07: Highest IV Rank — 100.0%
  • 2022-03-07: Largest Expected Move — 28.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.43$14.10$18.62$15.21$17.47
Max Pain$19.66$17.50$20.00$20.00$20.00
ATM IV62.0%42.9%100.4%84.4%49.3%
Expected Move20.0%15.3%28.8%24.2%16.7%
HV 20d89.5%76.9%109.4%85.5%76.9%
HV 60d70.2%62.7%75.6%62.8%74.8%
IV Rank47.2%18.9%100.0%85.4%27.9%
IV Percentile59.1%10.7%100.0%98.4%28.2%
Term Structure2.4%-17.0%19.5%-17.0%6.9%
VWIV69.4%41.5%103.6%82.0%41.5%
Skew 25d4.4%-18.5%23.2%20.3%-11.5%
Skew 10d15.5%-22.1%42.3%13.0%-17.9%
Call IV 25d60.1%31.5%89.4%74.0%55.3%
Put IV 25d64.5%43.8%102.5%94.3%43.8%
Bid-Ask Spread %97.2174.56125.3996.6089.92
Gamma HHI0.590.460.900.500.52
Net GEX-51.8K-89.9K-26.0K-41.6K-78.7K
Net DEX1.6M227.8K2.6M2.2M908.8K
Net VEX-3.9K-5.0K-2.1K-3.6K-4.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.810.5611.441.144.26
Total Volume682.6524911,655619647
Total OI3,460.872,2623,9973,0203,489

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$15.21$20.0084.4%24.2%85.5%85.4%82.0%20.3%-17.0%-41.6K2.2M-3.6K1.1496.60N/AN/A2893307262,294
2022-03-02$15.09$20.0084.8%24.3%85.5%86.0%74.1%10.1%2.0%-41.4K2.2M-3.5K1.0793.86N/AN/A2823037162,436
2022-03-03$15.94$20.0075.3%21.6%88.8%71.3%77.5%13.7%-7.5%-43.2K2.2M-3.6K0.56102.08N/AN/A5493067102,440
2022-03-04$14.75$20.0080.5%23.1%90.7%79.3%82.6%3.0%5.5%-30.4K2.2M-3.4K3.38105.92N/AN/A2357949802,448
2022-03-07$14.47$20.00100.4%28.8%90.0%100.0%103.6%13.1%-4.9%-39.0K2.6M-4.3K1.10106.31N/AN/A2733009912,949
2022-03-08$14.68$20.0068.9%28.2%90.0%55.7%97.9%8.6%-4.6%-37.0K2.5M-4.3K1.09101.09N/AN/A2763001,0312,954
2022-03-09$15.60$20.0061.5%24.3%93.4%45.1%86.1%7.1%3.3%-45.2K2.3M-4.5K1.09104.27N/AN/A2763011,0292,954
2022-03-10$15.41$20.0062.5%20.1%92.4%46.7%68.9%15.4%2.7%-42.1K2.4M-4.3K1.07104.71N/AN/A2762941,0292,964
2022-03-11$15.06$20.0062.9%22.8%92.3%47.2%81.6%6.0%0.9%-39.5K2.5M-4.1K0.89109.95N/AN/A3433051,0292,968
2022-03-14$14.10$17.5067.2%18.9%94.1%53.2%61.9%4.8%-3.3%-39.9K2.4M-3.4K0.7674.56N/AN/A3422619322,671
2022-03-15$15.55$17.5062.9%21.3%102.3%47.1%60.7%9.2%5.8%-49.0K1.7M-3.6K0.8297.13N/AN/A3422829342,529
2022-03-16$16.73$17.5048.1%16.5%105.7%26.3%54.4%-4.3%4.4%-40.6K1.4M-3.4K1.1396.60N/AN/A2312609352,587
2022-03-17$17.81$0.0042.9%20.3%108.6%18.9%89.8%17.4%19.5%-26.9K895.8K-2.3K0.86125.39N/AN/A3182739412,592
2022-03-18$18.62$20.0052.7%15.3%109.4%32.8%52.1%23.2%1.1%-26.0K964.8K-2.1K1.31116.64N/AN/A3624759062,587
2022-03-21$17.53$20.0051.4%16.5%84.5%31.0%64.6%-3.5%-0.8%-34.4K227.8K-2.8K11.4489.41N/AN/A1331,5223721,890
2022-03-22$18.02$20.0051.2%17.4%83.7%30.7%58.8%-18.5%10.4%-67.9K832.1K-4.8K3.5186.39N/AN/A1324633732,880
2022-03-23$17.65$20.0050.9%16.7%83.2%30.3%59.3%-2.4%8.7%-74.0K977.0K-4.9K4.9391.35N/AN/A944633732,933
2022-03-24$17.72$20.0053.0%16.7%82.1%33.2%60.5%1.7%6.7%-75.5K1.0M-4.9K4.8990.06N/AN/A904403752,934
2022-03-25$17.55$20.0053.4%16.8%82.3%33.8%59.0%-2.9%5.8%-79.7K1.1M-5.0K6.5193.64N/AN/A835403752,934
2022-03-28$17.20$20.0054.4%16.1%81.0%35.1%53.5%3.8%2.0%-89.9K1.2M-4.7K4.4788.32N/AN/A1165184103,034
2022-03-29$18.11$20.0053.9%16.3%77.8%34.5%57.6%4.2%3.5%-69.7K733.9K-4.4K4.2185.12N/AN/A1235184443,034
2022-03-30$17.59$20.0053.6%16.3%78.8%34.1%67.3%-17.1%4.1%-79.1K951.7K-4.5K4.2186.53N/AN/A1235184543,034
2022-03-31$17.47$20.0049.3%16.7%76.9%27.9%41.5%-11.5%6.9%-78.7K908.8K-4.3K4.2689.92N/AN/A1235244553,034