LASR Options History — March 2023 In March 2023, LASR traded between $9.18 and $11.61. ATM implied volatility averaged 68.3%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded above realized volatility by 16.4% (HV 20d: 51.9%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 2.38.
Notable Days 2023-03-13 : Highest Volume — 100 contracts2023-03-10 : Largest IV spike — 106.9% change2023-03-13 : Highest IV Rank — 47.7%2023-03-15 : Largest Expected Move — 24.2%Monthly Statistics Metric Avg Min Max Open Close Price $10.35 $9.18 $11.61 $11.29 $10.13 Max Pain $10.33 $10.00 $12.50 $12.50 $10.00 ATM IV 68.3% 41.8% 113.8% 57.9% 56.3% Expected Move 17.7% 12.0% 24.2% 16.6% 16.2% HV 20d 51.9% 28.5% 61.8% 61.8% 42.3% HV 60d 51.7% 47.4% 56.9% 56.4% 49.4% IV Rank 18.1% 0.8% 47.7% 11.3% 10.3% IV Percentile 45.3% 0.4% 98.0% 26.6% 20.2% Term Structure 2.6% -25.5% 70.1% 7.3% 7.8% VWIV 112.9% 112.9% 112.9% 112.9% 112.9% Skew 25d 14.8% -13.0% 45.1% 13.5% 14.6% Skew 10d 14.5% -25.2% 54.2% 11.3% 33.9% Call IV 25d 52.1% 41.1% 68.3% 41.7% 68.3% Put IV 25d 66.9% 52.3% 98.8% 55.2% 82.9% Bid-Ask Spread % 110.38 84.01 128.88 120.58 106.58 Gamma HHI 0.80 0.56 0.95 0.90 0.78 Net GEX 3.8K 582 8.9K 7.4K 1.2K Net DEX -23.1K -83.2K 13.1K -57.5K -23.4K Net VEX -343 -487 -191 -407 -331 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.38 0.00 14.00 0.00 0.00 Total Volume 8.826 0 100 0 3 Total OI 406.957 173 654 544 185
Daily Data (23 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 2023-03-01 $11.29 $12.50 57.9% 16.6% 61.8% 11.3% 0.0% 13.5% 7.3% 7.4K -57.5K -407 0.00 120.58 N/A N/A 0 0 444 100 2023-03-02 $11.46 $12.50 44.2% 12.7% 59.0% 2.4% 0.0% 10.5% 27.3% 8.6K -55.6K -386 0.00 121.29 N/A N/A 0 0 444 100 2023-03-03 $11.61 $12.50 58.2% 16.7% 59.3% 11.5% 0.0% 9.9% 5.3% 8.9K -83.2K -417 0.00 107.67 N/A N/A 0 18 444 100 2023-03-06 $11.23 $10.00 88.6% 20.9% 60.1% 31.3% 0.0% 26.5% -23.5% 6.9K -48.3K -367 0.00 112.22 N/A N/A 40 0 444 108 2023-03-07 $11.18 $10.00 58.3% 17.2% 59.8% 11.5% 0.0% 12.8% 1.9% 6.6K -6.3K -276 0.00 100.04 N/A N/A 0 0 444 108 2023-03-08 $11.24 $10.00 77.4% 16.2% 59.6% 24.0% 0.0% 5.8% -1.4% 7.1K -18.2K -277 0.40 106.62 N/A N/A 5 2 444 108 2023-03-09 $11.34 $10.00 52.4% 14.6% 59.8% 7.7% 0.0% 11.2% 10.1% 7.8K -25.8K -284 0.00 100.34 N/A N/A 0 0 444 106 2023-03-10 $10.82 $10.00 108.5% 19.4% 61.5% 44.3% 0.0% 14.2% -0.7% 5.1K 5.8K -231 14.00 101.18 N/A N/A 1 14 444 106 2023-03-13 $10.73 $10.00 113.8% 16.7% 61.5% 47.7% 0.0% 20.1% 7.5% 4.6K 11.3K -191 0.00 110.24 N/A N/A 100 0 444 110 2023-03-14 $10.57 $10.00 95.3% 22.3% 61.4% 35.7% 0.0% 30.7% -25.5% 3.1K -6.3K -449 0.00 111.23 N/A N/A 1 0 544 110 2023-03-15 $10.21 $10.00 84.5% 24.2% 59.9% 28.6% 0.0% 27.0% -21.1% 4.6K -60.2K -487 0.00 124.85 N/A N/A 0 0 544 110 2023-03-16 $9.98 $10.00 83.1% 23.8% 56.9% 27.7% 0.0% 45.1% 70.1% 1.9K 10.6K -388 0.00 122.68 N/A N/A 0 0 544 110 2023-03-17 $10.03 $10.00 80.8% 23.2% 56.2% 26.2% 0.0% 35.5% -15.0% 6.4K 13.1K -376 7.00 128.88 N/A N/A 1 7 544 110 2023-03-20 $9.68 $10.00 41.8% 12.0% 56.6% 0.8% 0.0% 12.8% 0.3% 641 -24.8K -356 0.00 107.31 N/A N/A 6 0 138 35 2023-03-21 $9.66 $10.00 64.9% 18.6% 52.7% 15.9% 0.0% -5.5% 4.9% 886 -23.4K -357 0.00 84.01 N/A N/A 0 0 144 35 2023-03-22 $9.68 $10.00 54.0% 15.5% 51.3% 8.7% 0.0% 12.8% 20.2% 763 -22.9K -343 0.00 117.62 N/A N/A 0 0 144 35 2023-03-23 $9.67 $10.00 60.1% 17.2% 51.3% 12.7% 0.0% -13.0% 6.4% 834 -19.7K -343 0.00 89.24 N/A N/A 0 0 144 35 2023-03-24 $9.50 $10.00 59.3% 17.0% 30.5% 12.2% 0.0% 37.0% -5.8% 809 -19.7K -321 0.00 111.92 N/A N/A 0 0 144 35 2023-03-27 $9.46 $10.00 52.0% 14.9% 30.0% 7.5% 0.0% -4.2% -7.5% 768 -17.3K -313 0.00 125.83 N/A N/A 0 0 144 35 2023-03-28 $9.18 $10.00 75.2% 21.6% 28.5% 22.6% 0.0% 6.9% -15.8% 582 -19.4K -320 0.00 121.25 N/A N/A 5 0 144 35 2023-03-29 $9.73 $10.00 55.8% 16.0% 37.6% 9.9% 0.0% 7.6% 2.8% 868 -20.1K -335 0.00 91.47 N/A N/A 0 0 150 35 2023-03-30 $9.60 $10.00 48.0% 13.8% 36.7% 4.9% 0.0% 9.1% 5.5% 927 -20.6K -332 0.00 115.61 N/A N/A 0 0 150 35 2023-03-31 $10.13 $10.00 56.3% 16.2% 42.3% 10.3% 112.9% 14.6% 7.8% 1.2K -23.4K -331 0.00 106.58 N/A N/A 3 0 150 35
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