LASR Options History — May 2022

In May 2022, LASR traded between $10.68 and $14.62. ATM implied volatility averaged 75.9%, placing in the 56.4% IV rank vs the trailing year. The 30-day expected move averaged 21.0%. IV traded above realized volatility by 11.9% (HV 20d: 64.0%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 1.82.

Notable Days

  • 2022-05-04: Highest Volume — 545 contracts
  • 2022-05-16: Largest IV spike — 76.9% change
  • 2022-05-16: Highest IV Rank — 100.0%
  • 2022-05-16: Largest Expected Move — 32.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.07$10.68$14.62$13.61$12.24
Max Pain$17.14$15.00$17.50$15.00$17.50
ATM IV75.9%51.2%114.3%80.7%69.4%
Expected Move21.0%14.7%32.8%23.1%19.9%
HV 20d64.0%48.0%74.5%48.0%73.4%
HV 60d71.0%65.4%77.4%72.4%65.4%
IV Rank56.4%25.7%100.0%64.2%47.0%
IV Percentile83.3%36.5%100.0%95.6%81.3%
Term Structure-6.4%-32.5%25.9%-3.7%-8.3%
VWIV85.3%62.1%104.5%103.0%83.9%
Skew 25d8.7%-13.1%39.0%22.8%18.1%
Skew 10d12.3%-17.5%53.9%53.9%34.8%
Call IV 25d72.7%49.0%108.6%68.1%61.7%
Put IV 25d81.4%59.3%147.6%90.9%79.7%
Bid-Ask Spread %105.4096.58113.66111.16110.99
Gamma HHI0.450.310.550.470.55
Net GEX2.6K-5358.0K5.1K1.9K
Net DEX781.8K56.4K1.5M946.7K95.5K
Net VEX-1.4K-3.4K-442-3.0K-678
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.820.962.782.101.42
Total Volume431278545499278
Total OI2,492.3817883,3633,197865

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$13.61$15.0080.7%23.1%48.0%64.2%103.0%22.8%-3.7%5.1K946.7K-3.0K2.10111.16N/AN/A1613381,6211,576
2022-05-03$14.20$15.0078.3%22.5%51.8%61.3%94.2%-4.6%-13.0%5.6K710.8K-3.3K2.21110.51N/AN/A1623581,6211,576
2022-05-04$14.62$15.0060.5%17.3%50.7%38.9%104.5%4.0%-10.8%5.9K471.4K-3.4K1.71113.66N/AN/A2013441,6211,576
2022-05-05$13.85$17.5061.6%20.1%52.2%40.3%96.5%-9.1%0.3%8.0K747.8K-3.1K1.69103.03N/AN/A2013391,6711,582
2022-05-06$13.32$17.5095.3%20.4%52.6%82.6%69.9%11.0%-12.0%5.2K1.2M-2.5K2.0896.58N/AN/A1573271,6711,657
2022-05-09$12.48$17.5080.7%19.8%55.8%64.2%85.6%5.6%-9.0%4.6K1.5M-1.5K2.08102.92N/AN/A1573271,6721,657
2022-05-10$12.00$17.50103.4%22.0%56.6%92.7%100.4%3.3%-9.1%2.2K1.5M-1.4K2.06106.97N/AN/A1573231,6721,657
2022-05-11$11.21$17.5080.9%23.2%59.2%64.5%98.1%22.9%-0.3%6141.5M-9672.26103.82N/AN/A1503391,6721,640
2022-05-12$11.40$17.5063.8%18.3%60.4%43.0%84.3%16.3%-16.5%-535683.2K-2.1K2.78103.49N/AN/A1223391,6831,642
2022-05-13$11.96$17.5064.6%18.5%64.2%44.1%88.0%-0.0%3.1%1.1K1.4M-1.2K2.09102.15N/AN/A1623391,6811,642
2022-05-16$11.14$17.50114.3%32.8%67.3%100.0%101.6%39.0%9.7%4571.5M-8121.91107.28N/AN/A1623101,7211,642
2022-05-17$11.70$17.5077.0%22.1%71.0%56.0%86.3%-13.1%-20.4%2.4K1.2M-9782.26102.35N/AN/A1373101,7211,434
2022-05-18$11.41$17.5089.8%25.8%71.1%71.2%98.8%15.5%-31.3%2.2K792.8K-6331.96103.06N/AN/A1583101,737901
2022-05-19$11.71$17.5051.2%14.7%71.2%25.7%62.1%9.3%-2.7%1.9K820.0K-6091.96106.10N/AN/A1583101,773901
2022-05-20$11.01$17.5073.5%21.1%73.6%51.9%81.4%-5.8%-32.5%1.7K774.3K-5841.96103.72N/AN/A1583101,773901
2022-05-23$11.25$17.5076.5%21.9%74.5%55.5%68.3%-0.1%-9.3%1.4K115.8K-5930.9697.20N/AN/A146140628212
2022-05-24$10.78$17.5070.9%20.3%72.6%48.8%79.6%31.7%5.9%1.6K123.9K-5631.14105.46N/AN/A140159634212
2022-05-25$10.68$17.5071.0%20.4%72.3%48.9%68.1%5.5%8.4%1.4K159.5K-4421.13105.79N/AN/A141159635228
2022-05-26$11.18$17.5063.8%18.3%71.4%40.5%74.4%8.4%25.9%1.2K56.4K-5661.01106.21N/AN/A141143635153
2022-05-27$11.72$17.5066.6%19.1%73.9%43.8%62.3%1.4%-9.5%1.6K98.4K-5961.42110.99N/AN/A115163645199
2022-05-31$12.24$17.5069.4%19.9%73.4%47.0%83.9%18.1%-8.3%1.9K95.5K-6781.42110.99N/AN/A115163646219