LASR Options History — April 2022

In April 2022, LASR traded between $12.51 and $17.50. ATM implied volatility averaged 73.5%, placing in the 57.1% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 21.0% (HV 20d: 52.5%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 3.31.

Notable Days

  • 2022-04-14: Highest Volume — 2,830 contracts
  • 2022-04-06: Largest IV spike — 76.9% change
  • 2022-04-08: Highest IV Rank — 100.0%
  • 2022-04-25: Largest Expected Move — 26.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.94$12.51$17.50$17.50$12.97
Max Pain$17.50$15.00$20.00$20.00$15.00
ATM IV73.5%52.0%109.3%52.2%77.8%
Expected Move18.6%15.0%26.3%16.0%22.3%
HV 20d52.5%34.4%73.6%70.6%42.7%
HV 60d73.1%71.1%74.9%74.8%72.2%
IV Rank57.1%31.8%100.0%32.0%60.6%
IV Percentile78.3%39.7%100.0%40.5%92.9%
Term Structure-4.3%-33.9%16.9%4.5%-6.9%
VWIV63.9%48.6%90.8%53.0%86.0%
Skew 25d6.4%-10.4%27.7%0.6%22.4%
Skew 10d12.4%-21.0%45.4%0.4%31.8%
Call IV 25d64.9%44.9%84.7%44.9%66.7%
Put IV 25d71.3%45.5%96.5%45.5%89.1%
Bid-Ask Spread %100.3484.02113.4084.02104.43
Gamma HHI0.570.440.970.510.46
Net GEX-78.8K-649.3K7.2K-83.6K3.9K
Net DEX1.2M225.6K2.3M958.4K1.1M
Net VEX-3.6K-4.9K-2.0K-4.2K-2.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.311.314.644.262.10
Total Volume696.7502,830647499
Total OI3,313.353,0333,5493,4893,194

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$17.50$20.0052.2%16.0%70.6%32.0%53.0%0.6%4.5%-83.6K958.4K-4.2K4.2684.02N/AN/A1235244553,034
2022-04-04$17.39$20.0052.9%15.8%70.0%33.1%56.0%-2.7%-9.5%-81.8K918.1K-3.8K4.1391.70N/AN/A1275254553,034
2022-04-05$16.46$20.0052.0%15.8%73.6%31.8%49.9%8.2%-7.0%-101.7K1.4M-4.0K4.13100.98N/AN/A1275254603,032
2022-04-06$15.81$20.0091.9%15.0%72.3%88.1%48.6%-3.2%16.9%-94.0K2.0M-4.0K4.2799.10N/AN/A1235254603,032
2022-04-07$16.07$20.0071.9%15.5%72.3%59.9%61.7%5.0%-1.3%-116.2K1.8M-3.6K4.20108.75N/AN/A1235164613,032
2022-04-08$15.59$20.00101.1%16.7%72.7%100.0%64.1%-9.6%-2.5%-97.0K2.1M-3.7K4.2099.69N/AN/A1235164613,032
2022-04-11$15.56$20.00109.3%20.0%68.2%100.0%67.6%27.7%-0.4%-142.0K1.9M-3.0K4.46113.40N/AN/A1235484613,032
2022-04-12$15.69$20.00106.7%17.6%58.8%96.8%58.4%22.1%-2.4%-128.5K2.0M-3.0K4.40112.16N/AN/A1265554613,070
2022-04-13$15.50$20.0061.2%17.5%52.3%39.7%61.6%0.8%-2.1%-128.2K2.2M-2.7K4.6493.77N/AN/A1205574703,075
2022-04-14$15.08$20.0061.0%17.5%46.6%39.6%61.2%9.3%-1.2%-649.3K2.3M-2.0K1.3198.43N/AN/A1,2241,6064723,077
2022-04-18$15.13$15.0062.5%17.9%42.5%41.4%64.3%-10.4%-1.1%3.3K238.3K-4.9K4.50102.45N/AN/A2079321,5481,485
2022-04-19$15.05$15.0061.5%17.6%38.2%40.1%58.3%2.9%-3.9%3.8K225.6K-4.8K2.4396.63N/AN/A1453521,5581,485
2022-04-20$14.75$15.0063.8%18.3%36.0%43.1%54.7%9.3%-2.1%5.0K370.7K-4.7K2.2787.76N/AN/A1463321,6021,496
2022-04-21$14.09$15.0063.3%18.1%38.1%42.4%62.6%3.2%-5.6%6.6K650.4K-4.2K2.1498.63N/AN/A1553311,6041,496
2022-04-22$13.85$15.0063.3%18.1%37.7%42.4%61.1%3.5%-5.7%7.2K810.9K-3.8K2.1799.17N/AN/A1553361,6141,497
2022-04-25$13.74$15.0091.7%26.3%37.7%78.0%71.6%15.6%-33.9%4.9K674.1K-3.9K2.17102.95N/AN/A1553361,6141,497
2022-04-26$12.86$15.0070.9%20.3%42.2%51.9%83.5%6.1%1.2%6.3K1.1M-2.8K2.4398.03N/AN/A1553761,6141,497
2022-04-27$12.51$15.0076.0%21.8%34.4%58.3%0.0%14.3%-12.0%2.8K1.2M-2.5K0.00112.03N/AN/A001,6151,597
2022-04-28$13.21$15.0079.9%22.9%42.8%63.2%90.8%3.7%-9.8%3.5K1.0M-3.1K2.65102.74N/AN/A1614261,6151,573
2022-04-29$12.97$15.0077.8%22.3%42.7%60.6%86.0%22.4%-6.9%3.9K1.1M-2.7K2.10104.43N/AN/A1613381,6211,573