LASR Options History — June 2022

In June 2022, LASR traded between $10.16 and $14.00. ATM implied volatility averaged 68.0%, placing in the 45.4% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded below realized volatility by 2.7% (HV 20d: 70.7%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 3.09.

Notable Days

  • 2022-06-15: Highest Volume — 1,214 contracts
  • 2022-06-27: Largest IV spike — 60.8% change
  • 2022-06-03: Highest IV Rank — 84.6%
  • 2022-06-27: Largest Expected Move — 27.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.80$10.16$14.00$12.62$10.16
Max Pain$13.69$12.50$17.50$17.50$12.50
ATM IV68.0%52.3%101.2%66.8%65.3%
Expected Move18.0%13.3%27.2%19.1%18.7%
HV 20d70.7%65.0%74.7%72.5%69.6%
HV 60d63.3%60.4%66.4%65.7%64.3%
IV Rank45.4%26.9%84.6%44.0%42.3%
IV Percentile69.0%31.3%98.4%77.0%68.3%
Term Structure5.4%-27.0%67.0%-10.6%-4.3%
VWIV70.1%48.4%122.7%73.3%65.9%
Skew 25d10.6%-34.3%240.1%-0.5%-3.4%
Skew 10d22.9%-71.1%241.3%4.4%1.9%
Call IV 25d80.6%55.2%111.4%69.0%74.8%
Put IV 25d91.1%53.3%335.1%68.5%71.3%
Bid-Ask Spread %108.7292.81127.47109.73109.84
Gamma HHI0.490.260.840.540.78
Net GEX-6.3K-19.9K3.0K2.0K-16.9K
Net DEX317.7K36.4K640.5K59.3K582.3K
Net VEX-1.0K-1.4K-618-707-929
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.090.786.761.023.87
Total Volume532.2382321,214232497
Total OI1,149.7628521,7298521,170

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$12.62$17.5066.8%19.1%72.5%44.0%73.3%-0.5%-10.6%2.0K59.3K-7071.02109.73N/AN/A115117646206
2022-06-02$13.24$15.0086.6%15.2%74.0%67.3%51.5%-0.7%-1.8%2.9K45.9K-8171.12112.32N/AN/A123138646222
2022-06-03$12.71$15.00101.2%14.0%73.0%84.6%55.4%4.5%5.5%2.1K81.0K-7971.12117.69N/AN/A123138646243
2022-06-06$13.16$15.0065.7%18.5%73.1%42.7%64.0%-10.7%13.6%82657.0K-7531.20123.19N/AN/A123148646243
2022-06-07$13.60$15.0066.7%13.3%69.8%43.9%49.9%-8.2%7.7%1.4K64.8K-8041.20112.96N/AN/A123148646253
2022-06-08$14.00$15.0066.7%19.1%68.3%43.9%60.4%3.1%-10.7%3.0K36.4K-8600.78127.47N/AN/A189148646253
2022-06-09$13.43$15.0053.6%15.4%65.0%28.5%48.4%-1.7%-14.1%80894.3K-7490.78117.27N/AN/A189148645253
2022-06-10$12.60$15.0057.6%16.5%69.8%33.1%53.4%10.4%-7.1%884119.2K-6881.06108.77N/AN/A155165645253
2022-06-13$11.58$15.0067.2%19.3%74.7%44.5%72.1%-34.0%22.8%327127.4K-6186.12109.05N/AN/A155948640243
2022-06-14$11.37$12.5062.7%18.0%70.4%39.2%122.7%240.1%67.0%-21504.1K-7396.7694.71N/AN/A1551,0486401,073
2022-06-15$11.08$12.5065.0%18.6%68.6%41.9%85.5%-11.0%20.6%-10.1K497.7K-1.3K6.31108.99N/AN/A1661,0486401,073
2022-06-16$10.42$12.5055.2%15.8%71.3%30.4%61.1%-0.4%62.8%-9.2K640.5K-1.3K3.2092.81N/AN/A1665326551,073
2022-06-17$10.41$12.5055.0%15.8%70.4%30.1%58.2%-21.6%1.6%-8.9K602.1K-1.4K3.20103.74N/AN/A1665326551,074
2022-06-21$11.00$12.5056.4%16.2%70.4%31.7%94.8%-14.8%13.9%-12.6K451.8K-1.2K3.8698.95N/AN/A102394199951
2022-06-22$10.97$12.5070.9%20.3%69.9%48.8%66.8%17.0%-27.0%-15.2K496.7K-1.3K3.86104.08N/AN/A102394202951
2022-06-23$11.61$12.5085.0%24.4%71.0%65.5%92.2%-16.7%-8.6%-13.3K379.5K-1.4K3.86100.75N/AN/A102394202951
2022-06-24$11.34$12.5059.1%16.9%71.5%34.9%58.1%-14.6%-1.1%-14.0K401.7K-1.2K3.86107.98N/AN/A102394202951
2022-06-27$11.48$12.5095.0%27.2%69.8%77.3%97.7%-34.3%-19.7%-12.5K416.8K-1.3K3.86103.52N/AN/A102394218951
2022-06-28$10.89$12.5073.4%21.0%70.1%51.7%59.9%-2.5%-17.0%-14.9K454.0K-1.1K3.87108.54N/AN/A102395218951
2022-06-29$10.20$12.5052.3%15.0%71.1%26.9%80.2%121.5%19.8%-19.9K559.8K-1.0K3.87110.77N/AN/A102395218952
2022-06-30$10.16$12.5065.3%18.7%69.6%42.3%65.9%-3.4%-4.3%-16.9K582.3K-9293.87109.84N/AN/A102395218952