LASR Options History — December 2022

In December 2022, LASR traded between $9.49 and $11.28. ATM implied volatility averaged 64.5%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded above realized volatility by 6.0% (HV 20d: 58.5%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.17.

Notable Days

2022-12-19: Highest Volume — 79 contracts
2022-12-02: Largest IV spike — 59.3% change
2022-12-13: Highest IV Rank — 50.4%
2022-12-02: Largest Expected Move — 23.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.28	$9.49	$11.28	$11.12	$10.16
Max Pain	$10.71	$10.00	$12.50	$10.00	$10.00
ATM IV	64.5%	42.8%	117.9%	50.3%	55.2%
Expected Move	16.1%	12.3%	23.0%	14.4%	15.8%
HV 20d	58.5%	35.0%	71.4%	71.4%	63.2%
HV 60d	62.8%	58.7%	66.6%	61.8%	63.6%
IV Rank	15.6%	1.4%	50.4%	6.5%	9.5%
IV Percentile	37.7%	0.4%	99.2%	5.6%	17.5%
Term Structure	3.9%	-32.5%	32.0%	17.4%	-7.6%
VWIV	54.3%	43.8%	58.4%	53.3%	57.8%
Skew 25d	7.5%	-23.1%	27.6%	-4.0%	10.2%
Skew 10d	5.5%	-25.7%	25.6%	2.8%	16.0%
Call IV 25d	49.0%	33.8%	68.3%	49.5%	47.7%
Put IV 25d	56.5%	43.4%	82.7%	45.6%	57.9%
Bid-Ask Spread %	107.19	92.42	125.23	97.93	100.79
Gamma HHI	0.63	0.48	0.88	0.76	0.51
Net GEX	4.8K	3.6K	7.2K	4.6K	5.3K
Net DEX	-126.4K	-209.2K	-81.2K	-144.2K	-133.5K
Net VEX	-603	-798	-458	-709	-581
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.17	0.00	1.00	0.60	0.00
Total Volume	15.619	0	79	6	0
Total OI	728.905	430	997	931	440

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
2022-12-01	$11.12	$10.00	50.3%	14.4%	71.4%	6.5%	0.0%	-4.0%	17.4%	4.6K	-144.2K	-709	0.00	97.93	N/A	N/A	0	6	893	38
2022-12-02	$11.13	$10.00	80.1%	23.0%	71.2%	25.8%	53.3%	7.3%	-32.5%	7.2K	-173.4K	-798	0.60	123.19	N/A	N/A	10	6	893	32
2022-12-05	$10.73	$12.50	66.5%	19.0%	58.3%	16.9%	0.0%	21.6%	2.5%	4.5K	-143.4K	-688	0.00	125.23	N/A	N/A	0	0	901	26
2022-12-06	$10.55	$12.50	85.9%	15.2%	56.4%	29.6%	0.0%	14.3%	14.9%	3.7K	-128.3K	-639	0.20	111.02	N/A	N/A	5	1	901	26
2022-12-07	$10.73	$12.50	65.7%	16.3%	56.6%	16.4%	0.0%	21.3%	2.3%	4.3K	-124.8K	-612	0.00	107.15	N/A	N/A	0	0	906	27
2022-12-08	$10.81	$12.50	88.4%	19.2%	56.2%	31.2%	0.0%	25.5%	13.5%	4.7K	-132.7K	-619	0.00	115.80	N/A	N/A	0	0	906	27
2022-12-09	$10.61	$12.50	68.0%	16.2%	52.4%	17.9%	0.0%	1.3%	-5.7%	4.7K	-134.7K	-615	0.00	104.72	N/A	N/A	2	0	906	27
2022-12-12	$10.56	$12.50	91.9%	17.6%	35.0%	33.5%	57.4%	24.9%	13.6%	3.7K	-133.1K	-578	0.09	110.47	N/A	N/A	57	5	906	27
2022-12-13	$11.11	$10.00	117.9%	14.2%	37.7%	50.4%	43.8%	2.3%	2.3%	6.0K	-181.2K	-717	1.00	112.39	N/A	N/A	3	3	949	32
2022-12-14	$11.28	$10.00	55.7%	16.0%	38.1%	9.8%	0.0%	27.6%	-18.2%	4.8K	-209.2K	-729	0.00	111.77	N/A	N/A	0	0	950	27
2022-12-15	$9.77	$10.00	54.2%	15.5%	63.0%	8.9%	54.3%	15.9%	32.0%	4.1K	-106.3K	-583	0.00	107.73	N/A	N/A	20	0	950	27
2022-12-16	$9.70	$10.00	54.8%	15.7%	63.0%	9.2%	54.8%	1.0%	-14.0%	3.6K	-81.2K	-552	0.00	107.22	N/A	N/A	78	0	970	27
2022-12-19	$9.62	$10.00	58.2%	16.7%	62.9%	11.5%	58.4%	9.3%	2.2%	4.8K	-108.7K	-567	0.00	103.01	N/A	N/A	79	0	423	10
2022-12-20	$9.71	$10.00	54.4%	15.6%	63.1%	9.0%	54.6%	-0.8%	1.4%	5.1K	-111.4K	-570	0.00	105.04	N/A	N/A	3	0	426	10
2022-12-21	$9.71	$10.00	49.3%	14.1%	63.0%	5.7%	0.0%	-23.1%	3.5%	5.4K	-119.8K	-557	0.00	101.17	N/A	N/A	0	0	426	10
2022-12-22	$9.99	$10.00	57.9%	16.6%	63.4%	11.3%	57.8%	4.5%	1.1%	5.4K	-126.7K	-600	0.00	111.67	N/A	N/A	40	0	426	12
2022-12-23	$9.68	$10.00	54.2%	15.5%	64.1%	8.8%	0.0%	-4.7%	3.2%	4.8K	-91.2K	-509	0.00	97.44	N/A	N/A	10	0	418	12
2022-12-27	$9.56	$10.00	53.0%	15.2%	63.1%	8.1%	0.0%	-6.3%	7.6%	4.7K	-83.0K	-459	0.00	92.42	N/A	N/A	0	0	428	12
2022-12-28	$9.49	$10.00	42.8%	12.3%	63.0%	1.4%	0.0%	3.4%	18.4%	4.7K	-84.2K	-458	0.00	96.42	N/A	N/A	0	0	428	12
2022-12-29	$9.92	$10.00	51.1%	14.7%	63.6%	6.9%	0.0%	6.2%	24.8%	5.3K	-103.6K	-516	0.00	108.36	N/A	N/A	0	0	428	12
2022-12-30	$10.16	$10.00	55.2%	15.8%	63.2%	9.5%	0.0%	10.2%	-7.6%	5.3K	-133.5K	-581	0.00	100.79	N/A	N/A	0	0	428	12