LASR Options History — August 2022

In August 2022, LASR traded between $11.64 and $14.33. ATM implied volatility averaged 71.4%, placing in the 49.2% IV rank vs the trailing year. The 30-day expected move averaged 18.9%. IV traded above realized volatility by 6.7% (HV 20d: 64.7%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.69.

Notable Days

  • 2022-08-08: Highest Volume — 1,002 contracts
  • 2022-08-10: Largest IV drop — 46.7% change
  • 2022-08-09: Highest IV Rank — 100.0%
  • 2022-08-03: Largest Expected Move — 28.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.80$11.64$14.33$12.38$12.53
Max Pain$14.35$10.00$15.00$10.00$15.00
ATM IV71.4%40.6%114.8%65.6%76.4%
Expected Move18.9%11.6%28.5%18.8%21.9%
HV 20d64.7%40.3%79.7%48.1%77.6%
HV 60d65.0%60.7%67.5%64.7%65.8%
IV Rank49.2%13.1%100.0%42.6%55.0%
IV Percentile64.1%3.2%100.0%63.1%81.3%
Term Structure-9.3%-40.0%18.2%7.8%-17.1%
VWIV72.6%43.5%125.2%93.5%79.2%
Skew 25d12.7%-7.9%47.3%15.4%-5.0%
Skew 10d12.9%-26.0%64.8%24.5%-10.0%
Call IV 25d58.2%41.5%78.9%65.7%75.7%
Put IV 25d70.8%54.4%114.9%81.1%70.7%
Bid-Ask Spread %103.0682.94111.90110.63101.18
Gamma HHI0.590.230.810.360.77
Net GEX9.9K58515.7K58513.7K
Net DEX-211.7K-523.3K49.8K37.9K-241.6K
Net VEX-1.8K-2.5K-620-620-1.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.003.002.071.08
Total Volume180.52201,002289335
Total OI1,054.4785621,3625621,126

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$12.38$10.0065.6%18.8%48.1%42.6%93.5%15.4%7.8%58537.9K-6202.07110.63N/AN/A94195274288
2022-08-02$12.38$10.0080.5%23.1%47.9%60.2%92.9%28.6%-21.1%1.1K49.8K-6351.79108.73N/AN/A110197290288
2022-08-03$13.00$10.0099.3%28.5%47.0%82.3%125.2%47.3%-40.0%1.3K34.0K-6551.82110.42N/AN/A108197290290
2022-08-04$13.06$15.0084.6%21.6%43.2%65.0%61.7%10.3%-37.9%808-4.7K-7130.7598.74N/AN/A257194292290
2022-08-05$12.79$15.0086.7%22.4%44.6%67.4%75.3%-7.9%-17.9%1.1K12.1K-7560.24105.17N/AN/A803194329290
2022-08-08$12.63$15.00103.0%19.2%40.3%86.7%70.1%9.0%-26.5%9.8K-220.1K-2.2K0.24107.93N/AN/A808194872290
2022-08-09$11.64$15.00114.8%12.8%52.0%100.0%73.0%18.1%16.4%8.4K-108.8K-1.8K0.00100.18N/AN/A50877290
2022-08-10$12.82$15.0061.2%17.6%60.8%37.2%60.1%-5.3%8.9%10.0K-243.9K-2.2K0.0095.48N/AN/A1250879290
2022-08-11$12.80$15.0057.5%16.5%60.8%32.8%58.1%6.7%-8.8%11.4K-245.2K-2.2K0.0082.94N/AN/A20908290
2022-08-12$13.24$15.0065.1%18.7%61.2%41.8%0.0%14.5%-4.6%11.2K-349.1K-2.3K0.00102.58N/AN/A10909290
2022-08-15$14.33$15.0040.6%11.6%65.5%13.1%43.5%19.0%18.2%12.5K-523.3K-2.5K0.70105.27N/AN/A6948910290
2022-08-16$14.06$15.0058.1%16.7%66.4%33.6%58.8%-3.0%-1.5%15.7K-482.8K-2.5K0.03101.99N/AN/A331975286
2022-08-17$13.06$15.0066.4%19.0%71.5%43.3%63.1%19.4%-10.1%12.8K-346.6K-2.2K0.3897.02N/AN/A5621994287
2022-08-18$13.39$15.0062.9%18.0%71.7%39.2%0.0%-1.2%-15.2%13.9K-395.4K-2.4K3.00101.15N/AN/A131,050308
2022-08-19$12.51$15.0072.6%20.8%76.4%50.6%74.3%15.4%-12.6%15.5K-234.3K-2.1K1.0096.43N/AN/A32321,051311
2022-08-22$11.86$15.0063.5%18.2%79.1%39.9%0.0%-3.2%-12.8%9.3K-41.8K-1.6K0.0098.58N/AN/A00951215
2022-08-23$11.98$15.0060.1%17.2%78.6%35.9%60.0%20.0%7.4%10.8K-156.9K-1.7K0.0097.27N/AN/A02951149
2022-08-24$12.80$15.0060.6%17.4%78.2%36.5%0.0%18.0%-11.1%13.9K-262.4K-2.0K0.00105.52N/AN/A10951151
2022-08-25$13.25$15.0062.3%17.8%78.1%38.4%0.0%22.4%-16.2%15.6K-360.4K-2.2K0.08111.26N/AN/A252952151
2022-08-26$12.70$15.0060.0%17.2%79.6%35.8%0.0%11.2%-2.1%13.9K-253.3K-2.0K0.00108.49N/AN/A70973153
2022-08-29$12.63$15.0078.2%22.4%79.6%57.1%0.0%33.8%-23.6%12.2K-294.6K-2.1K0.00111.90N/AN/A00973153
2022-08-30$12.52$15.0061.3%17.6%79.7%37.3%0.0%7.6%5.9%13.0K-237.9K-1.9K0.00111.40N/AN/A00973153
2022-08-31$12.53$15.0076.4%21.9%77.6%55.0%79.2%-5.0%-17.1%13.7K-241.6K-1.9K1.08101.18N/AN/A161174973153