LASR Options History — October 2022

In October 2022, LASR traded between $9.30 and $11.48. ATM implied volatility averaged 70.9%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 12.7% (HV 20d: 58.2%). Max pain ranged from $7.50 to $15.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.66.

Notable Days

  • 2022-10-04: Highest Volume — 218 contracts
  • 2022-10-26: Largest IV drop — 26.6% change
  • 2022-10-17: Highest IV Rank — 32.4%
  • 2022-10-10: Largest Expected Move — 27.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.09$9.30$11.48$9.78$10.94
Max Pain$10.00$7.50$15.00$15.00$7.50
ATM IV70.9%53.2%87.9%62.0%62.8%
Expected Move20.3%15.3%27.6%17.8%18.0%
HV 20d58.2%53.2%62.5%53.2%62.5%
HV 60d64.6%62.0%66.4%62.0%66.4%
IV Rank22.6%14.5%32.4%19.8%16.4%
IV Percentile63.6%18.3%91.3%43.7%42.1%
Term Structure-4.9%-29.9%28.3%-3.0%28.3%
VWIV72.7%55.6%89.1%63.3%61.4%
Skew 25d12.4%-26.9%59.0%-26.9%-2.1%
Skew 10d25.0%-46.1%186.6%-46.1%0.3%
Call IV 25d64.8%43.0%94.1%94.1%71.8%
Put IV 25d77.2%50.9%119.3%67.2%69.6%
Bid-Ask Spread %114.99100.68127.48112.02106.96
Gamma HHI0.590.480.830.490.75
Net GEX1.8K-1.9K7.4K1.4K5.9K
Net DEX-30.7K-130.5K61.9K-34.8K-116.8K
Net VEX-685-1.1K-309-977-690
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.660.402.872.870.47
Total Volume164.5718421821384
Total OI760.762654823784678

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$9.78$15.0062.0%17.8%53.2%19.8%63.3%-26.9%-3.0%1.4K-34.8K-9772.87112.02N/AN/A55158622162
2022-10-04$10.47$15.0066.6%19.1%59.8%22.6%70.6%-1.1%-11.2%2.1K-72.5K-1.0K2.63118.38N/AN/A60158622162
2022-10-05$10.50$15.0053.2%15.3%56.7%14.5%55.6%59.0%9.9%1.6K-75.6K-1.1K2.63109.80N/AN/A60158627162
2022-10-06$10.18$0.0063.2%17.9%56.7%20.5%0.0%13.3%-1.5%2.1K-62.1K-1.0K2.63111.06N/AN/A60158627162
2022-10-07$9.49$0.0074.1%19.7%60.2%27.1%0.0%11.2%-10.9%90826.3K-5792.63127.48N/AN/A60158627162
2022-10-10$9.37$0.0070.2%27.6%60.1%24.8%0.0%41.3%-24.6%1.1K11.9K-6442.63122.33N/AN/A60158627152
2022-10-11$9.38$0.0085.3%18.6%53.5%30.8%0.0%53.1%7.1%7988.9K-6582.63119.12N/AN/A60158627152
2022-10-12$9.30$0.0067.4%19.3%53.4%19.3%0.0%27.0%0.0%53926.2K-5712.55122.50N/AN/A60153627142
2022-10-13$9.87$0.0079.3%22.7%58.5%26.9%0.0%13.1%-29.9%-1.6K37.6K-4721.72100.68N/AN/A60103627144
2022-10-14$9.64$0.0083.1%23.8%56.3%29.4%85.4%11.7%4.3%-395-12.0K-8151.56117.75N/AN/A66103627194
2022-10-17$9.91$10.0087.9%25.2%57.5%32.4%89.1%22.7%-12.7%2588.2K-6711.56122.87N/AN/A66103629194
2022-10-18$10.35$10.0072.2%20.7%59.8%22.4%81.1%11.3%-21.5%-1.5K-9.8K-6841.56124.03N/AN/A66103629194
2022-10-19$9.84$10.0060.8%17.4%62.0%15.1%78.3%-10.9%7.3%-1.2K230-7421.56124.84N/AN/A66103629194
2022-10-20$9.82$10.0070.3%20.1%59.5%21.2%76.1%-5.5%-21.0%-1.9K61.9K-3651.56114.41N/AN/A66103629191
2022-10-21$10.12$10.0078.5%22.5%59.7%26.4%82.5%2.8%-15.8%3.4K-49.8K-5351.58117.07N/AN/A66104629191
2022-10-24$9.97$7.5070.2%20.1%59.4%21.1%71.8%39.7%-13.4%2.6K-18.2K-3090.40107.27N/AN/A672761638
2022-10-25$10.32$7.5087.2%25.0%60.5%31.9%80.9%3.3%3.6%5.3K-112.2K-7440.40114.23N/AN/A682762938
2022-10-26$10.52$7.5064.0%18.3%58.4%17.2%63.5%5.5%6.9%4.4K-62.6K-5230.40106.39N/AN/A682763038
2022-10-27$10.73$7.5064.3%18.4%55.5%17.4%67.6%-5.1%1.7%4.8K-69.2K-5400.42109.38N/AN/A652763038
2022-10-28$11.48$7.5066.1%19.0%59.4%18.5%62.7%-3.4%-5.8%7.4K-130.5K-7660.47106.19N/AN/A572764038
2022-10-31$10.94$7.5062.8%18.0%62.5%16.4%61.4%-2.1%28.3%5.9K-116.8K-6900.47106.96N/AN/A572764038