LASR Options History — September 2022

In September 2022, LASR traded between $9.55 and $12.36. ATM implied volatility averaged 79.1%, placing in the 40.9% IV rank vs the trailing year. The 30-day expected move averaged 18.2%. IV traded above realized volatility by 15.0% (HV 20d: 64.2%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 1.77.

Notable Days

  • 2022-09-16: Highest Volume — 350 contracts
  • 2022-09-06: Largest IV spike — 73.4% change
  • 2022-09-12: Highest IV Rank — 100.0%
  • 2022-09-22: Largest Expected Move — 24.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.83$9.55$12.36$11.61$9.55
Max Pain$14.61$12.50$15.00$15.00$15.00
ATM IV79.1%52.5%193.9%65.6%55.0%
Expected Move18.2%14.0%24.3%18.8%15.8%
HV 20d64.2%50.7%81.9%81.9%51.9%
HV 60d64.0%61.9%67.2%67.2%61.9%
IV Rank40.9%14.0%100.0%42.3%15.5%
IV Percentile61.1%17.9%100.0%59.5%23.8%
Term Structure9.3%-23.6%91.6%12.0%-1.2%
VWIV64.5%35.7%83.7%54.4%55.7%
Skew 25d4.2%-15.3%54.9%-12.3%25.4%
Skew 10d2.5%-33.1%72.3%-22.8%35.7%
Call IV 25d62.5%40.5%91.4%72.0%57.0%
Put IV 25d66.6%48.0%99.5%59.7%82.5%
Bid-Ask Spread %112.4493.68124.67110.44102.01
Gamma HHI0.740.480.910.700.48
Net GEX5.8K81112.1K9.2K851
Net DEX-85.4K-226.5K11.1K-91.2K-2.1K
Net VEX-1.2K-1.7K-479-1.5K-844
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.770.008.000.332.87
Total Volume118.95203504213
Total OI937.4296741,1551,126784

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$11.61$15.0065.6%18.8%81.9%42.3%54.4%-12.3%12.0%9.2K-91.2K-1.5K0.33110.44N/AN/A31973153
2022-09-02$11.57$15.0063.8%18.3%81.7%40.3%69.1%-12.5%7.0%8.3K-121.9K-1.5K0.00115.47N/AN/A03972153
2022-09-06$11.51$0.00110.6%16.9%81.7%95.1%0.0%4.3%17.3%7.9K-191.0K-1.6K1.02123.50N/AN/A161165972156
2022-09-07$12.06$0.0089.6%21.0%78.3%70.5%75.3%14.4%-4.2%9.4K-189.4K-1.7K0.98119.40N/AN/A168165971156
2022-09-08$12.25$12.5089.0%15.7%70.1%69.8%0.0%-7.4%-5.1%10.9K-196.8K-1.6K0.00117.01N/AN/A00976156
2022-09-09$12.36$12.5091.3%14.0%70.2%72.5%0.0%26.8%6.1%12.1K-220.5K-1.7K0.00124.67N/AN/A00976156
2022-09-12$12.08$12.50135.6%19.8%69.3%100.0%35.7%7.3%-23.6%11.4K-226.5K-1.7K8.00117.55N/AN/A540976156
2022-09-13$11.08$15.00193.9%22.6%67.7%100.0%83.7%-13.7%-21.6%8.2K-87.1K-1.3K1.10118.05N/AN/A162178981166
2022-09-14$11.07$15.0056.8%16.3%67.8%16.6%0.0%-4.5%-6.5%5.1K-701-1.1K0.00122.97N/AN/A200983172
2022-09-15$11.14$15.0083.2%23.8%63.9%32.7%0.0%54.9%57.3%5.6K-75.2K-1.3K0.00122.96N/AN/A00983150
2022-09-16$10.57$15.0060.5%17.4%64.5%18.9%81.5%1.0%-10.0%4.9K-58.1K-1.2K1.03104.22N/AN/A172178980150
2022-09-19$10.52$15.0062.8%18.0%61.0%20.3%0.0%17.9%91.6%5.2K-133.0K-1.2K0.00102.96N/AN/A0061178
2022-09-20$10.47$15.0061.0%17.5%58.7%19.2%64.6%12.9%32.0%4.0K-28.4K-7460.0093.68N/AN/A02061178
2022-09-21$10.63$15.0073.5%21.1%58.9%26.8%76.7%-5.5%7.2%5.4K-93.1K-1.0K0.00114.98N/AN/A1061168
2022-09-22$10.11$15.0084.8%24.3%54.3%33.7%0.0%5.4%5.8%3.7K-40.1K-7250.00115.50N/AN/A10061268
2022-09-23$9.84$15.0052.5%15.1%51.7%14.0%0.0%-0.2%19.3%3.5K-32.7K-6910.00112.23N/AN/A0761368
2022-09-26$9.63$15.0062.3%17.9%50.7%20.0%67.3%-10.9%-8.5%2.8K-6.5K-4791.9699.87N/AN/A5510861361
2022-09-27$9.63$15.0054.4%15.6%50.9%15.2%55.1%-10.3%11.7%8117.4K-8642.51110.73N/AN/A63158613162
2022-09-28$10.12$15.0057.8%16.6%55.6%17.3%59.5%-15.3%2.5%1.4K-17.7K-8812.51108.39N/AN/A63158622162
2022-09-29$9.64$15.0058.0%16.6%57.0%17.3%60.3%9.8%5.1%81711.1K-7662.51104.61N/AN/A63158622162
2022-09-30$9.55$15.0055.0%15.8%51.9%15.5%55.7%25.4%-1.2%851-2.1K-8442.87102.01N/AN/A55158622162