LASR Options History — November 2022

In November 2022, LASR traded between $9.42 and $11.62. ATM implied volatility averaged 61.6%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded below realized volatility by 9.3% (HV 20d: 70.9%). Max pain ranged from $7.50 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.67.

Notable Days

2022-11-18: Highest Volume — 443 contracts
2022-11-02: Largest IV spike — 27.4% change
2022-11-04: Highest IV Rank — 32.8%
2022-11-02: Largest Expected Move — 21.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.58	$9.42	$11.62	$10.89	$10.80
Max Pain	$10.24	$7.50	$15.00	$7.50	$10.00
ATM IV	61.6%	44.6%	88.6%	60.0%	46.7%
Expected Move	16.8%	12.8%	21.9%	17.2%	13.4%
HV 20d	70.9%	57.4%	78.8%	58.0%	71.0%
HV 60d	63.9%	61.1%	66.9%	66.4%	62.3%
IV Rank	15.2%	2.7%	32.8%	14.6%	4.1%
IV Percentile	36.9%	1.6%	91.3%	30.6%	2.0%
Term Structure	0.7%	-28.4%	24.8%	18.1%	7.3%
VWIV	66.5%	55.3%	76.5%	66.8%	61.4%
Skew 25d	8.0%	-17.1%	34.8%	-17.1%	-2.4%
Skew 10d	24.5%	-26.5%	85.4%	20.3%	16.4%
Call IV 25d	59.1%	38.0%	95.2%	95.2%	45.0%
Put IV 25d	67.1%	42.7%	78.2%	78.2%	42.7%
Bid-Ask Spread %	105.46	89.78	117.01	109.96	101.09
Gamma HHI	0.59	0.38	0.81	0.71	0.74
Net GEX	3.8K	334	6.0K	4.5K	3.7K
Net DEX	-92.1K	-171.1K	561	-60.8K	-129.8K
Net VEX	-559	-913	-223	-414	-685
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.67	0.00	1.41	0.47	0.00
Total Volume	200.667	0	443	84	1
Total OI	825.476	678	996	678	930

Daily Data (21 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
2022-11-01	$10.89	$7.50	60.0%	17.2%	58.0%	14.6%	66.8%	-17.1%	18.1%	4.5K	-60.8K	-414	0.47	109.96	N/A	N/A	57	27	640	38
2022-11-02	$10.70	$7.50	76.4%	21.9%	58.4%	25.1%	74.0%	5.1%	-1.5%	5.2K	-88.7K	-543	0.44	112.32	N/A	N/A	61	27	640	38
2022-11-03	$10.57	$15.00	77.0%	17.4%	57.4%	25.4%	69.3%	-14.3%	2.1%	4.3K	-55.3K	-420	0.44	100.81	N/A	N/A	61	27	644	38
2022-11-04	$9.42	$15.00	88.6%	19.3%	66.4%	32.8%	64.8%	0.1%	3.4%	2.1K	-13.6K	-227	1.41	99.52	N/A	N/A	66	93	644	38
2022-11-07	$9.91	$10.00	67.5%	16.3%	68.6%	19.4%	57.6%	10.5%	9.6%	586	-7.7K	-289	1.35	93.52	N/A	N/A	69	93	649	78
2022-11-08	$9.98	$10.00	72.1%	16.4%	68.6%	22.3%	70.9%	13.1%	10.4%	1.8K	-34.4K	-359	1.35	101.17	N/A	N/A	69	93	649	78
2022-11-09	$9.83	$10.00	56.5%	16.2%	68.8%	12.4%	59.7%	6.1%	-10.6%	334	561	-223	1.35	89.78	N/A	N/A	69	93	649	78
2022-11-10	$10.46	$10.00	60.6%	17.4%	69.1%	15.0%	66.5%	13.5%	-11.2%	539	-28.9K	-258	1.29	103.62	N/A	N/A	72	93	649	78
2022-11-11	$11.62	$10.00	57.8%	16.6%	77.2%	13.2%	69.3%	12.6%	-7.1%	5.7K	-109.1K	-526	1.17	111.25	N/A	N/A	72	84	659	78
2022-11-14	$11.17	$10.00	65.7%	18.8%	78.8%	18.3%	69.9%	15.0%	-28.4%	4.2K	-79.5K	-368	1.17	106.74	N/A	N/A	72	84	659	77
2022-11-15	$11.13	$10.00	53.5%	15.3%	77.6%	10.4%	68.3%	6.5%	13.8%	3.9K	-76.8K	-368	0.29	112.14	N/A	N/A	328	96	659	77
2022-11-16	$10.75	$10.00	62.6%	17.9%	76.3%	16.3%	71.0%	7.1%	-10.1%	5.0K	-155.6K	-911	0.29	110.52	N/A	N/A	328	96	907	89
2022-11-17	$10.75	$10.00	68.5%	19.7%	76.3%	20.1%	76.5%	16.8%	-13.5%	6.0K	-170.1K	-913	0.29	106.97	N/A	N/A	328	96	907	89
2022-11-18	$10.78	$10.00	54.2%	15.5%	75.7%	10.9%	55.3%	-0.1%	13.2%	4.7K	-171.1K	-821	0.28	105.81	N/A	N/A	347	96	907	89
2022-11-21	$10.70	$10.00	60.0%	17.2%	75.5%	14.6%	68.4%	0.4%	-21.1%	5.0K	-142.6K	-821	0.13	104.27	N/A	N/A	329	43	892	38
2022-11-22	$10.54	$10.00	56.1%	16.1%	74.8%	12.1%	61.1%	4.0%	13.1%	4.0K	-139.0K	-790	0.13	108.72	N/A	N/A	329	43	892	38
2022-11-23	$10.79	$10.00	60.0%	17.2%	75.0%	12.7%	61.4%	34.8%	-10.2%	5.9K	-160.1K	-873	0.13	112.68	N/A	N/A	329	43	892	38
2022-11-25	$10.67	$10.00	44.6%	12.8%	74.8%	2.7%	0.0%	0.9%	4.2%	5.0K	-94.3K	-596	0.00	117.01	N/A	N/A	0	0	892	38
2022-11-28	$10.30	$10.00	53.6%	15.4%	71.2%	8.6%	0.0%	30.0%	24.8%	3.9K	-110.4K	-668	0.00	110.83	N/A	N/A	0	0	892	38
2022-11-29	$10.40	$10.00	52.2%	15.0%	69.6%	7.7%	0.0%	26.2%	8.8%	4.1K	-107.3K	-665	0.00	95.89	N/A	N/A	0	0	892	38
2022-11-30	$10.80	$10.00	46.7%	13.4%	71.0%	4.1%	0.0%	-2.4%	7.3%	3.7K	-129.8K	-685	0.00	101.09	N/A	N/A	1	0	892	38