LASR Options History — February 2023

In February 2023, LASR traded between $11.02 and $13.71. ATM implied volatility averaged 70.6%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 19.0%. IV traded above realized volatility by 25.8% (HV 20d: 44.8%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 10.19.

Notable Days

2023-02-14: Highest Volume — 71 contracts
2023-02-23: Largest IV spike — 35.1% change
2023-02-03: Highest IV Rank — 42.6%
2023-02-03: Largest Expected Move — 23.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.61	$11.02	$13.71	$13.20	$11.37
Max Pain	$11.05	$7.50	$12.50	$10.00	$12.50
ATM IV	70.6%	43.2%	105.9%	73.1%	55.4%
Expected Move	19.0%	12.4%	23.5%	20.9%	15.9%
HV 20d	44.8%	38.8%	63.1%	42.1%	63.1%
HV 60d	52.3%	47.9%	60.2%	60.2%	56.7%
IV Rank	19.6%	1.7%	42.6%	21.2%	9.7%
IV Percentile	54.8%	1.2%	96.8%	69.4%	19.8%
Term Structure	-7.1%	-28.1%	38.5%	-4.4%	-16.6%
VWIV	64.4%	40.6%	99.4%	68.1%	40.6%
Skew 25d	1.3%	-22.9%	25.9%	25.9%	-22.9%
Skew 10d	-1.8%	-125.7%	52.9%	28.0%	-1.0%
Call IV 25d	58.3%	43.9%	75.2%	48.0%	69.4%
Put IV 25d	59.6%	38.1%	75.7%	73.9%	46.5%
Bid-Ask Spread %	109.16	98.69	123.88	116.23	99.24
Gamma HHI	0.79	0.66	0.89	0.82	0.89
Net GEX	8.3K	6.0K	10.7K	8.7K	7.6K
Net DEX	-260.0K	-416.6K	-46.5K	-336.9K	-61.8K
Net VEX	-654	-778	-407	-746	-409
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	10.19	0.00	70.00	0.00	0.20
Total Volume	10.737	0	71	2	1
Total OI	511.842	459	563	459	543

Daily Data (19 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
2023-02-01	$13.20	$10.00	73.1%	20.9%	42.1%	21.2%	0.0%	25.9%	-4.4%	8.7K	-336.9K	-746	0.00	116.23	N/A	N/A	2	0	431	28
2023-02-02	$13.02	$7.50	86.8%	22.9%	42.6%	30.1%	0.0%	15.6%	-15.7%	7.2K	-330.9K	-748	0.00	112.52	N/A	N/A	0	0	433	28
2023-02-03	$12.89	$7.50	105.9%	23.5%	43.0%	42.6%	0.0%	5.4%	-27.3%	7.1K	-305.5K	-747	0.00	110.65	N/A	N/A	0	0	436	28
2023-02-06	$12.61	$7.50	95.5%	19.8%	42.7%	35.8%	68.1%	10.1%	-12.2%	8.6K	-272.9K	-698	0.29	113.82	N/A	N/A	7	2	436	28
2023-02-07	$12.78	$7.50	87.5%	18.0%	40.5%	30.6%	0.0%	-0.7%	-14.1%	9.5K	-313.9K	-697	0.00	109.62	N/A	N/A	0	0	443	30
2023-02-08	$12.68	$7.50	77.9%	22.3%	40.0%	24.3%	0.0%	1.3%	-28.1%	8.4K	-293.8K	-704	0.00	111.24	N/A	N/A	0	0	443	30
2023-02-09	$12.50	$12.50	72.4%	20.7%	38.9%	20.7%	72.6%	0.0%	-12.1%	7.6K	-279.7K	-734	30.00	111.24	N/A	N/A	1	30	443	70
2023-02-10	$12.49	$12.50	73.4%	21.0%	38.8%	21.4%	0.0%	-5.4%	-15.1%	7.7K	-230.5K	-778	0.00	104.28	N/A	N/A	0	0	444	99
2023-02-13	$12.54	$12.50	71.4%	20.5%	38.8%	20.1%	0.0%	0.4%	-17.5%	8.4K	-258.0K	-735	0.00	104.37	N/A	N/A	0	0	444	99
2023-02-14	$12.97	$12.50	61.3%	17.6%	39.6%	13.5%	61.4%	-7.3%	-0.5%	9.8K	-309.9K	-710	70.00	104.18	N/A	N/A	1	70	446	99
2023-02-15	$13.48	$12.50	55.8%	16.0%	40.2%	9.9%	64.2%	-1.8%	3.2%	9.6K	-359.9K	-670	0.00	113.69	N/A	N/A	15	0	446	85
2023-02-16	$13.71	$12.50	56.9%	16.3%	40.4%	10.6%	59.5%	4.4%	38.5%	8.2K	-416.6K	-682	0.13	108.83	N/A	N/A	24	3	463	85
2023-02-17	$13.46	$12.50	43.2%	12.4%	40.4%	1.7%	0.0%	-5.8%	12.9%	10.7K	-403.7K	-670	0.00	123.88	N/A	N/A	11	0	481	82
2023-02-21	$12.51	$12.50	57.4%	16.4%	46.2%	10.9%	0.0%	0.6%	-22.9%	8.0K	-222.8K	-644	0.00	115.10	N/A	N/A	0	0	433	80
2023-02-22	$12.80	$12.50	59.7%	17.1%	43.6%	12.4%	64.2%	-8.1%	-1.6%	10.2K	-243.8K	-623	1.33	108.52	N/A	N/A	6	8	433	80
2023-02-23	$12.47	$12.50	80.6%	23.1%	44.6%	26.1%	0.0%	-9.8%	-7.7%	7.9K	-199.4K	-609	0.00	98.69	N/A	N/A	1	0	434	88
2023-02-24	$11.02	$12.50	66.8%	19.2%	62.8%	17.1%	99.4%	2.1%	-2.8%	6.0K	-46.5K	-407	0.00	105.35	N/A	N/A	0	10	434	88
2023-02-27	$11.11	$12.50	60.5%	17.4%	62.3%	13.0%	49.9%	20.8%	9.6%	6.3K	-53.6K	-409	0.20	102.64	N/A	N/A	10	2	434	98
2023-02-28	$11.37	$12.50	55.4%	15.9%	63.1%	9.7%	40.6%	-22.9%	-16.6%	7.6K	-61.8K	-409	0.00	99.24	N/A	N/A	0	1	444	99