LASR Options History — July 2022

In July 2022, LASR traded between $9.90 and $12.38. ATM implied volatility averaged 70.4%, placing in the 48.2% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded above realized volatility by 11.6% (HV 20d: 58.8%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 3.20.

Notable Days

2022-07-14: Highest Volume — 563 contracts
2022-07-22: Largest IV spike — 37.2% change
2022-07-22: Highest IV Rank — 63.9%
2022-07-22: Largest Expected Move — 24.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.80	$9.90	$12.38	$9.99	$12.38
Max Pain	$10.14	$10.00	$12.50	$12.50	$10.00
ATM IV	70.4%	54.0%	83.7%	63.4%	78.7%
Expected Move	19.8%	15.5%	24.0%	18.2%	22.6%
HV 20d	58.8%	48.9%	68.6%	66.0%	48.9%
HV 60d	65.2%	63.6%	66.6%	63.6%	65.0%
IV Rank	48.2%	29.0%	63.9%	40.0%	58.1%
IV Percentile	74.2%	37.3%	92.9%	62.3%	88.1%
Term Structure	2.9%	-24.3%	47.8%	15.1%	-17.7%
VWIV	74.4%	66.1%	93.5%	93.5%	86.3%
Skew 25d	9.6%	-22.7%	40.5%	40.5%	26.7%
Skew 10d	34.9%	0.1%	96.7%	72.2%	32.1%
Call IV 25d	72.8%	53.2%	105.4%	63.2%	58.2%
Put IV 25d	82.4%	64.1%	103.7%	103.7%	84.8%
Bid-Ask Spread %	108.57	95.82	119.09	102.02	111.32
Gamma HHI	0.57	0.34	0.92	0.82	0.42
Net GEX	-9.1K	-32.8K	989	-17.4K	989
Net DEX	299.3K	63.9K	618.5K	588.1K	63.9K
Net VEX	-656	-881	-512	-881	-580
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.20	1.86	5.17	4.59	2.07
Total Volume	417.85	289	563	486	289
Total OI	876.65	550	1,246	1,172	560

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-07-01	$9.99	$12.50	63.4%	18.2%	66.0%	40.0%	93.5%	40.5%	15.1%	-17.4K	588.1K	-881	4.59	102.02	N/A	N/A	87	399	218	954
2022-07-05	$10.24	$0.00	56.8%	18.7%	66.6%	32.2%	0.0%	4.3%	47.8%	-20.4K	594.2K	-801	4.60	111.63	N/A	N/A	87	400	219	961
2022-07-06	$9.90	$0.00	69.4%	19.0%	64.8%	47.0%	73.4%	-22.7%	26.1%	-19.2K	589.6K	-821	5.17	106.94	N/A	N/A	87	450	219	961
2022-07-07	$10.55	$10.00	77.7%	19.4%	68.6%	56.8%	69.3%	28.0%	4.9%	-20.2K	552.7K	-813	5.17	104.34	N/A	N/A	87	450	219	1,011
2022-07-08	$10.68	$10.00	69.9%	18.8%	67.5%	47.7%	66.1%	-8.1%	-11.4%	-20.4K	569.8K	-592	4.37	110.96	N/A	N/A	103	450	219	1,011
2022-07-11	$10.19	$10.00	77.4%	17.8%	67.8%	56.5%	67.9%	3.7%	12.4%	-25.0K	594.7K	-755	4.37	112.27	N/A	N/A	103	450	235	1,011
2022-07-12	$10.20	$10.00	80.4%	21.6%	65.3%	60.0%	67.3%	16.5%	-14.0%	-27.7K	618.5K	-609	4.13	95.82	N/A	N/A	109	450	235	1,011
2022-07-13	$10.16	$10.00	66.7%	19.1%	59.2%	43.9%	68.6%	17.9%	8.1%	-32.8K	509.1K	-634	4.05	98.31	N/A	N/A	111	450	259	923
2022-07-14	$10.16	$10.00	60.9%	17.5%	59.1%	37.1%	68.4%	-1.4%	2.4%	-189	252.9K	-514	3.98	102.60	N/A	N/A	113	450	259	889
2022-07-15	$10.40	$10.00	68.7%	19.7%	59.4%	46.3%	67.9%	21.4%	-11.9%	-151	236.6K	-581	3.98	96.86	N/A	N/A	113	450	267	889
2022-07-18	$10.44	$10.00	54.0%	15.5%	55.3%	29.0%	69.9%	-19.4%	27.7%	-404	105.7K	-635	1.89	116.28	N/A	N/A	104	197	266	284
2022-07-19	$10.77	$10.00	71.3%	20.4%	56.4%	49.3%	74.4%	9.6%	1.5%	-94	106.9K	-606	1.88	116.97	N/A	N/A	105	197	267	284
2022-07-20	$11.35	$10.00	65.6%	18.8%	56.1%	42.7%	72.4%	29.6%	22.1%	142	78.2K	-669	1.88	115.20	N/A	N/A	105	197	267	284
2022-07-21	$11.36	$10.00	61.0%	17.5%	56.0%	37.2%	73.0%	12.4%	4.9%	-36	73.6K	-670	1.86	119.09	N/A	N/A	105	195	270	284
2022-07-22	$11.22	$10.00	83.7%	24.0%	52.3%	63.9%	82.6%	31.8%	-7.5%	345	67.9K	-634	1.86	115.79	N/A	N/A	105	195	270	288
2022-07-25	$11.17	$10.00	79.1%	22.7%	51.7%	58.5%	78.8%	8.5%	-20.0%	438	123.0K	-512	2.03	106.67	N/A	N/A	96	195	270	288
2022-07-26	$10.92	$10.00	83.4%	23.9%	52.0%	63.6%	75.7%	12.3%	-24.3%	-315	98.8K	-614	2.03	113.54	N/A	N/A	96	195	273	288
2022-07-27	$11.71	$10.00	68.9%	19.8%	54.4%	46.5%	69.0%	-18.3%	-9.5%	73	92.7K	-575	2.03	107.47	N/A	N/A	96	195	272	288
2022-07-28	$12.15	$10.00	70.5%	20.2%	49.1%	48.3%	89.7%	-1.2%	0.6%	532	70.0K	-622	2.03	107.27	N/A	N/A	96	195	272	288
2022-07-29	$12.38	$10.00	78.7%	22.6%	48.9%	58.1%	86.3%	26.7%	-17.7%	989	63.9K	-580	2.07	111.32	N/A	N/A	94	195	272	288