LASR Options History — April 2023

In April 2023, LASR traded between $8.55 and $9.97. ATM implied volatility averaged 56.6%, placing in the 10.4% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 18.9% (HV 20d: 37.7%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.28.

Notable Days

2023-04-14: Highest Volume — 60 contracts
2023-04-19: Largest IV spike — 65.9% change
2023-04-19: Highest IV Rank — 21.8%
2023-04-19: Largest Expected Move — 21.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.15	$8.55	$9.97	$9.97	$8.73
Max Pain	$8.97	$7.50	$10.00	$10.00	$7.50
ATM IV	56.6%	44.6%	74.0%	58.0%	57.5%
Expected Move	16.7%	12.8%	21.2%	16.6%	16.5%
HV 20d	37.7%	29.2%	41.7%	41.3%	30.0%
HV 60d	46.5%	43.0%	49.3%	49.3%	43.0%
IV Rank	10.4%	2.6%	21.8%	11.4%	11.0%
IV Percentile	23.8%	2.4%	71.4%	26.2%	26.6%
Term Structure	3.0%	-13.9%	18.8%	6.5%	6.0%
VWIV	69.8%	61.9%	77.7%	61.9%	77.7%
Skew 25d	-0.3%	-20.4%	41.9%	17.9%	-15.0%
Skew 10d	5.5%	-40.7%	55.4%	27.1%	-40.7%
Call IV 25d	60.0%	46.4%	74.5%	57.5%	71.8%
Put IV 25d	59.6%	50.4%	100.3%	75.4%	56.8%
Bid-Ask Spread %	101.14	77.84	119.22	111.55	96.41
Gamma HHI	0.72	0.57	0.83	0.64	0.73
Net GEX	961	760	2.5K	993	843
Net DEX	-15.8K	-39.5K	-3.1K	-39.5K	-14.9K
Net VEX	-274	-366	-200	-366	-241
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.28	0.00	0.83	0.00	0.83
Total Volume	4.632	0	60	0	0
Total OI	205.526	187	252	188	187

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
2023-04-03	$9.97	$10.00	58.0%	16.6%	41.3%	11.4%	0.0%	17.9%	6.5%	993	-39.5K	-366	0.00	111.55	N/A	N/A	0	0	153	35
2023-04-04	$9.75	$10.00	57.6%	16.5%	41.7%	11.1%	0.0%	-5.3%	-0.2%	937	-24.8K	-321	0.00	112.03	N/A	N/A	0	0	153	35
2023-04-05	$9.55	$10.00	55.3%	15.9%	41.7%	9.6%	0.0%	41.9%	-4.8%	765	-24.9K	-326	0.00	110.85	N/A	N/A	0	0	153	35
2023-04-06	$9.54	$0.00	46.1%	17.3%	41.4%	3.6%	0.0%	-4.4%	-6.1%	829	-23.5K	-315	0.00	110.08	N/A	N/A	0	0	153	35
2023-04-10	$9.38	$0.00	48.9%	17.7%	39.0%	5.4%	61.9%	2.0%	6.3%	760	-15.0K	-293	0.00	94.40	N/A	N/A	5	0	153	35
2023-04-11	$9.30	$10.00	54.7%	16.5%	39.0%	9.2%	0.0%	-3.1%	16.6%	1.1K	-22.3K	-306	0.00	111.00	N/A	N/A	0	1	158	35
2023-04-12	$9.23	$10.00	55.9%	16.0%	38.9%	10.0%	0.0%	5.0%	18.8%	882	-17.4K	-294	0.00	119.22	N/A	N/A	0	0	158	36
2023-04-13	$9.17	$10.00	65.6%	18.8%	37.4%	16.3%	0.0%	-8.4%	6.5%	776	-21.4K	-302	0.00	96.42	N/A	N/A	0	0	158	36
2023-04-14	$9.16	$10.00	54.0%	15.5%	36.9%	8.7%	0.0%	-3.9%	-4.3%	788	-12.2K	-276	0.00	118.01	N/A	N/A	60	0	158	36
2023-04-17	$9.36	$10.00	62.9%	18.0%	37.9%	14.5%	0.0%	-5.1%	-5.7%	2.5K	-21.8K	-291	0.00	100.93	N/A	N/A	0	0	211	36
2023-04-18	$9.07	$10.00	44.6%	12.8%	37.5%	2.6%	0.0%	-1.0%	18.7%	965	-11.4K	-263	0.00	107.83	N/A	N/A	0	0	211	36
2023-04-19	$9.05	$10.00	74.0%	21.2%	37.5%	21.8%	77.7%	-20.4%	-13.9%	979	-7.9K	-247	0.83	88.99	N/A	N/A	6	5	211	36
2023-04-20	$9.02	$7.50	52.4%	15.0%	37.4%	7.7%	0.0%	29.8%	8.1%	970	-5.2K	-244	0.00	84.45	N/A	N/A	0	0	211	41
2023-04-21	$8.91	$7.50	60.1%	17.2%	37.5%	12.7%	0.0%	1.9%	3.6%	779	-7.2K	-254	0.00	104.48	N/A	N/A	0	1	211	41
2023-04-24	$8.84	$7.50	53.2%	15.3%	37.2%	8.2%	0.0%	1.7%	-0.9%	879	-7.0K	-226	0.00	98.70	N/A	N/A	0	0	158	34
2023-04-25	$8.61	$7.50	60.8%	17.4%	38.1%	13.2%	0.0%	-19.8%	-13.4%	903	-3.1K	-200	0.00	88.36	N/A	N/A	0	10	158	34
2023-04-26	$8.55	$7.50	56.2%	16.1%	36.9%	10.1%	0.0%	-2.8%	9.9%	791	-7.0K	-204	0.00	77.84	N/A	N/A	0	0	158	29
2023-04-27	$8.60	$7.50	56.8%	16.3%	29.2%	10.6%	0.0%	-17.5%	4.9%	815	-14.4K	-243	0.00	90.07	N/A	N/A	0	0	158	29
2023-04-28	$8.73	$7.50	57.5%	16.5%	30.0%	11.0%	0.0%	-15.0%	6.0%	843	-14.9K	-241	0.00	96.41	N/A	N/A	0	0	158	29