LASR Options History — January 2023

In January 2023, LASR traded between $10.44 and $12.58. ATM implied volatility averaged 59.6%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded above realized volatility by 8.5% (HV 20d: 51.1%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.79.

Notable Days

2023-01-19: Highest Volume — 72 contracts
2023-01-19: Largest IV spike — 38.7% change
2023-01-19: Highest IV Rank — 22.4%
2023-01-19: Largest Expected Move — 21.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.81	$10.44	$12.58	$10.44	$12.57
Max Pain	$10.13	$10.00	$12.50	$10.00	$10.00
ATM IV	59.6%	45.1%	74.9%	57.2%	58.9%
Expected Move	16.6%	12.9%	21.5%	16.4%	16.9%
HV 20d	51.1%	36.3%	67.2%	64.2%	40.2%
HV 60d	61.3%	59.4%	63.6%	63.6%	59.6%
IV Rank	12.4%	2.9%	22.4%	10.8%	11.9%
IV Percentile	31.6%	1.6%	71.4%	23.0%	27.0%
Term Structure	-1.1%	-23.1%	12.1%	2.9%	12.1%
VWIV	52.8%	23.3%	74.9%	59.8%	62.5%
Skew 25d	10.3%	-16.1%	99.3%	99.3%	25.1%
Skew 10d	20.2%	-26.0%	260.4%	260.4%	42.2%
Call IV 25d	52.7%	35.1%	78.7%	62.7%	47.1%
Put IV 25d	63.0%	42.4%	162.1%	162.1%	72.2%
Bid-Ask Spread %	111.68	98.65	125.16	113.65	110.63
Gamma HHI	0.81	0.51	0.92	0.51	0.83
Net GEX	8.1K	6.4K	9.8K	6.4K	8.8K
Net DEX	-247.5K	-318.7K	-146.2K	-146.2K	-279.3K
Net VEX	-725	-780	-583	-583	-738
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.79	0.00	6.00	0.00	0.00
Total Volume	8.75	0	72	30	0
Total OI	475.3	435	556	440	459

Daily Data (20 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
2023-01-03	$10.44	$10.00	57.2%	16.4%	64.2%	10.8%	0.0%	99.3%	2.9%	6.4K	-146.2K	-583	0.00	113.65	N/A	N/A	30	0	428	12
2023-01-04	$10.73	$10.00	73.3%	21.0%	63.8%	21.3%	0.0%	26.8%	-11.1%	7.0K	-177.4K	-661	0.00	105.30	N/A	N/A	2	0	458	12
2023-01-05	$10.94	$12.50	68.5%	18.2%	63.8%	18.2%	59.8%	11.7%	-4.9%	7.8K	-191.0K	-671	0.00	113.45	N/A	N/A	6	0	460	12
2023-01-06	$11.37	$10.00	68.3%	17.0%	65.0%	18.0%	0.0%	5.7%	4.5%	7.7K	-240.0K	-731	0.00	125.16	N/A	N/A	0	15	460	12
2023-01-09	$11.86	$10.00	62.4%	15.9%	66.4%	14.2%	43.5%	-2.7%	-8.0%	8.9K	-263.4K	-740	0.00	116.22	N/A	N/A	9	0	460	27
2023-01-10	$12.14	$10.00	60.7%	13.2%	66.2%	13.1%	23.3%	7.2%	-0.7%	9.8K	-318.7K	-765	2.50	111.56	N/A	N/A	2	5	461	27
2023-01-11	$11.80	$10.00	61.4%	17.6%	67.2%	13.6%	0.0%	2.8%	1.0%	8.1K	-252.1K	-750	0.00	109.14	N/A	N/A	0	0	461	32
2023-01-12	$11.95	$10.00	67.1%	19.2%	65.2%	17.3%	0.0%	2.9%	-12.5%	8.4K	-278.0K	-780	0.00	108.82	N/A	N/A	0	0	462	32
2023-01-13	$12.00	$10.00	45.1%	12.9%	65.0%	2.9%	0.0%	9.4%	10.2%	8.7K	-279.2K	-768	0.00	114.81	N/A	N/A	0	0	462	32
2023-01-17	$11.80	$10.00	51.5%	14.8%	36.3%	7.1%	0.0%	-4.5%	7.4%	8.6K	-266.4K	-718	0.00	120.28	N/A	N/A	0	0	462	32
2023-01-18	$11.57	$10.00	54.0%	15.5%	37.3%	8.8%	0.0%	16.4%	-16.5%	6.9K	-253.5K	-661	0.00	116.80	N/A	N/A	0	0	462	32
2023-01-19	$11.62	$10.00	74.9%	21.5%	36.8%	22.4%	74.9%	-3.8%	-23.1%	6.4K	-240.9K	-650	0.20	118.97	N/A	N/A	60	12	462	32
2023-01-20	$12.00	$10.00	61.6%	17.7%	37.7%	13.7%	0.0%	7.3%	-6.3%	7.9K	-286.2K	-773	6.00	104.79	N/A	N/A	1	6	512	44
2023-01-23	$12.58	$10.00	55.1%	15.8%	39.6%	9.5%	0.0%	16.1%	5.4%	8.4K	-273.3K	-770	0.00	98.65	N/A	N/A	3	0	410	28
2023-01-24	$12.02	$10.00	57.3%	16.4%	44.2%	10.9%	0.0%	-2.2%	3.4%	8.0K	-221.5K	-737	0.00	105.80	N/A	N/A	20	0	407	28
2023-01-25	$12.20	$10.00	54.9%	15.8%	41.5%	9.4%	0.0%	-16.1%	4.1%	8.6K	-249.1K	-767	0.00	104.97	N/A	N/A	1	0	427	28
2023-01-26	$12.05	$10.00	63.1%	18.1%	41.5%	14.7%	0.0%	-2.8%	-2.3%	8.5K	-232.5K	-751	0.00	105.29	N/A	N/A	0	0	428	28
2023-01-27	$12.29	$10.00	45.1%	12.9%	40.9%	2.9%	62.5%	4.5%	8.8%	9.1K	-254.7K	-757	0.00	115.52	N/A	N/A	3	0	428	28
2023-01-30	$12.19	$10.00	52.3%	15.0%	39.8%	7.7%	0.0%	3.9%	2.9%	9.0K	-247.1K	-725	0.00	113.73	N/A	N/A	0	0	431	28
2023-01-31	$12.57	$10.00	58.9%	16.9%	40.2%	11.9%	0.0%	25.1%	12.1%	8.8K	-279.3K	-738	0.00	110.63	N/A	N/A	0	0	431	28