LASR Options History — May 2023 In May 2023, LASR traded between $8.88 and $14.25. ATM implied volatility averaged 63.0%, placing in the 14.6% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded below realized volatility by 37.8% (HV 20d: 100.8%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.96.
Notable Days 2023-05-05 : Highest Volume — 318 contracts2023-05-31 : Largest IV drop — 29.9% change2023-05-01 : Highest IV Rank — 37.8%2023-05-01 : Largest Expected Move — 28.3%Monthly Statistics Metric Avg Min Max Open Close Price $12.33 $8.88 $14.25 $8.88 $14.16 Max Pain $11.59 $7.50 $12.50 $7.50 $12.50 ATM IV 63.0% 50.6% 98.6% 98.6% 50.6% Expected Move 17.6% 11.7% 28.3% 28.3% 14.5% HV 20d 100.8% 22.3% 118.5% 22.3% 118.5% HV 60d 71.8% 43.3% 80.4% 43.3% 75.4% IV Rank 14.6% 6.5% 37.8% 37.8% 6.5% IV Percentile 41.6% 6.0% 94.8% 94.8% 6.0% Term Structure -1.4% -31.6% 32.9% -10.0% 1.5% VWIV 53.3% 38.4% 68.0% 61.5% 44.3% Skew 25d 11.0% 0.6% 36.5% 36.5% 6.2% Skew 10d 24.5% -16.9% 131.5% 33.3% 14.1% Call IV 25d 54.8% 38.5% 82.2% 70.4% 47.0% Put IV 25d 65.8% 47.1% 106.9% 106.9% 53.2% Bid-Ask Spread % 94.67 79.11 122.02 100.45 103.02 Gamma HHI 0.54 0.37 0.74 0.74 0.53 Net GEX 2.4K 915 4.2K 915 4.2K Net DEX -105.4K -190.3K -19.7K -19.7K -190.3K Net VEX -453 -553 -247 -247 -520 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.96 0.00 5.50 0.13 0.00 Total Volume 28.318 0 318 9 8 Total OI 294.773 187 366 187 366
Daily Data (22 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 2023-05-01 $8.88 $7.50 98.6% 28.3% 22.3% 37.8% 0.0% 36.5% -10.0% 915 -19.7K -247 0.13 100.45 N/A N/A 8 1 158 29 2023-05-02 $9.07 $7.50 76.2% 21.8% 24.1% 23.2% 0.0% 5.8% 0.3% 1.1K -25.7K -279 0.00 90.45 N/A N/A 0 0 166 30 2023-05-03 $9.29 $7.50 57.9% 16.6% 25.2% 11.2% 61.5% 2.8% 1.2% 989 -24.0K -272 0.00 95.89 N/A N/A 13 0 166 30 2023-05-04 $9.23 $10.00 52.9% 11.7% 24.3% 8.1% 0.0% 13.9% 32.9% 1.5K -29.6K -263 0.00 112.55 N/A N/A 0 0 174 30 2023-05-05 $12.71 $10.00 66.1% 16.7% 116.7% 16.6% 59.0% 11.8% 3.7% 1.8K -116.5K -397 0.16 91.45 N/A N/A 273 45 174 30 2023-05-08 $12.37 $12.50 66.4% 16.8% 117.2% 16.8% 57.6% 8.3% -0.6% 1.9K -83.9K -395 1.83 93.80 N/A N/A 12 22 176 72 2023-05-09 $11.91 $12.50 58.0% 14.4% 118.4% 11.4% 51.7% 4.1% 9.3% 1.5K -54.1K -429 0.40 85.27 N/A N/A 42 17 177 93 2023-05-10 $12.21 $12.50 56.3% 16.2% 118.2% 10.3% 56.3% 8.7% 1.0% 2.9K -87.1K -500 2.00 92.63 N/A N/A 1 2 214 109 2023-05-11 $12.18 $12.50 55.4% 15.9% 118.1% 9.7% 0.0% 7.7% 2.6% 2.8K -87.4K -502 0.00 79.11 N/A N/A 30 0 214 110 2023-05-12 $12.12 $12.50 58.7% 16.8% 118.2% 11.8% 68.0% 6.2% 0.3% 1.7K -71.0K -495 5.50 97.72 N/A N/A 2 11 196 110 2023-05-15 $12.63 $12.50 57.6% 16.5% 118.5% 11.1% 41.4% 12.5% 2.8% 1.9K -90.8K -484 0.63 88.88 N/A N/A 8 5 195 112 2023-05-16 $12.48 $12.50 59.0% 16.9% 117.7% 12.0% 64.7% 9.7% 0.7% 2.1K -97.3K -497 0.07 84.20 N/A N/A 14 1 203 107 2023-05-17 $12.79 $12.50 56.1% 16.1% 117.6% 10.1% 0.0% 23.4% 3.4% 2.4K -110.9K -496 0.00 83.25 N/A N/A 0 0 205 107 2023-05-18 $13.54 $12.50 61.0% 17.5% 118.1% 13.3% 38.4% 22.3% -12.1% 2.3K -141.6K -476 0.32 85.52 N/A N/A 47 15 205 107 2023-05-19 $13.27 $12.50 61.2% 17.5% 118.4% 13.4% 58.8% 13.3% 17.4% 3.2K -145.5K -549 0.00 80.42 N/A N/A 9 0 246 111 2023-05-22 $13.69 $12.50 56.4% 16.2% 118.0% 10.3% 38.4% 11.9% -10.0% 3.6K -149.8K -510 0.00 84.16 N/A N/A 2 0 229 101 2023-05-23 $13.47 $12.50 71.2% 20.4% 117.5% 20.0% 56.1% 3.0% -28.0% 3.2K -142.5K -535 0.00 104.85 N/A N/A 0 11 230 114 2023-05-24 $13.32 $12.50 79.4% 22.8% 117.7% 25.3% 0.0% 7.3% -24.5% 2.8K -130.2K -553 0.00 122.02 N/A N/A 0 0 230 114 2023-05-25 $13.57 $12.50 58.8% 16.9% 117.5% 11.9% 49.4% 13.9% 3.1% 3.2K -148.0K -539 3.00 96.61 N/A N/A 1 3 232 114 2023-05-26 $14.21 $12.50 56.1% 16.1% 117.8% 10.1% 44.3% 0.6% 4.9% 3.8K -185.3K -511 2.00 100.76 N/A N/A 1 2 232 117 2023-05-30 $14.25 $12.50 72.2% 20.7% 118.0% 20.6% 0.0% 12.3% -31.6% 3.3K -187.2K -524 0.31 109.75 N/A N/A 13 4 233 117 2023-05-31 $14.16 $12.50 50.6% 14.5% 118.5% 6.5% 0.0% 6.2% 1.5% 4.2K -190.3K -520 0.00 103.02 N/A N/A 8 0 246 120
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