LASR Options History — June 2023 In June 2023, LASR traded between $13.98 and $15.73. ATM implied volatility averaged 57.7%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 15.4% (HV 20d: 42.4%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.04.
Notable Days 2023-06-16 : Highest Volume — 47 contracts2023-06-14 : Largest IV drop — 34.1% change2023-06-06 : Highest IV Rank — 25.4%2023-06-12 : Largest Expected Move — 19.9%Monthly Statistics Metric Avg Min Max Open Close Price $14.87 $13.98 $15.73 $14.10 $15.50 Max Pain $14.76 $12.50 $15.00 $12.50 $15.00 ATM IV 57.7% 45.4% 79.5% 59.2% 54.4% Expected Move 15.8% 13.0% 19.9% 17.0% 15.6% HV 20d 42.4% 29.4% 118.9% 118.9% 29.5% HV 60d 74.4% 72.6% 75.6% 75.4% 72.6% IV Rank 11.2% 3.1% 25.4% 12.1% 9.0% IV Percentile 29.2% 3.6% 82.9% 37.3% 18.7% Term Structure 6.8% -22.7% 51.2% -14.7% 16.3% VWIV 49.7% 38.4% 69.4% 69.4% 50.5% Skew 25d 11.2% -9.8% 33.1% 18.4% -9.8% Skew 10d 15.0% -7.6% 46.0% 46.0% 8.0% Call IV 25d 48.6% 33.8% 65.1% 55.1% 65.1% Put IV 25d 59.8% 50.5% 82.4% 73.4% 55.3% Bid-Ask Spread % 100.01 92.61 114.73 101.36 107.10 Gamma HHI 0.44 0.20 0.86 0.45 0.24 Net GEX 4.7K 1.7K 18.9K 4.0K 2.5K Net DEX -192.5K -278.3K -132.3K -187.8K -162.4K Net VEX -548 -657 -475 -532 -529 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.04 0.00 3.50 0.00 0.00 Total Volume 10.143 0 47 10 10 Total OI 354.286 252 438 368 312
Daily Data (21 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 2023-06-01 $14.10 $12.50 59.2% 17.0% 118.9% 12.1% 0.0% 18.4% -14.7% 4.0K -187.8K -532 0.00 101.36 N/A N/A 10 0 248 120 2023-06-02 $14.23 $12.50 51.6% 14.8% 118.5% 7.2% 0.0% -6.7% 22.8% 4.4K -198.4K -475 3.50 114.73 N/A N/A 2 7 245 120 2023-06-05 $13.98 $15.00 59.4% 19.4% 41.1% 12.2% 69.4% 28.9% -18.8% 4.3K -185.5K -482 2.00 93.72 N/A N/A 2 4 246 123 2023-06-06 $14.32 $15.00 79.5% 16.1% 39.9% 25.4% 0.0% 14.5% 0.5% 4.4K -196.0K -488 0.00 98.02 N/A N/A 0 0 248 127 2023-06-07 $14.83 $15.00 75.8% 13.9% 37.2% 23.0% 0.0% 7.5% 11.8% 4.4K -229.0K -505 0.00 92.71 N/A N/A 6 0 248 127 2023-06-08 $14.71 $15.00 55.5% 18.0% 37.4% 9.7% 0.0% 5.1% 11.7% 5.4K -219.3K -513 0.00 92.67 N/A N/A 0 0 258 130 2023-06-09 $14.39 $15.00 62.8% 16.9% 38.8% 14.5% 0.0% 27.6% -0.3% 4.9K -206.9K -545 0.00 100.22 N/A N/A 5 0 261 140 2023-06-12 $14.76 $15.00 67.8% 19.9% 39.0% 17.7% 0.0% 16.8% -22.7% 6.4K -252.2K -509 0.00 96.45 N/A N/A 0 0 278 140 2023-06-13 $14.75 $15.00 74.5% 16.1% 37.3% 22.1% 0.0% 7.6% -1.6% 6.9K -248.8K -492 0.00 93.71 N/A N/A 20 0 278 140 2023-06-14 $14.62 $15.00 49.1% 14.1% 37.1% 5.5% 47.1% 4.4% 10.2% 7.0K -246.3K -598 0.00 92.61 N/A N/A 5 0 298 140 2023-06-15 $14.94 $15.00 56.0% 16.1% 36.9% 10.1% 0.0% 17.9% 51.2% 8.2K -261.5K -584 1.00 94.67 N/A N/A 2 2 298 140 2023-06-16 $15.07 $15.00 53.0% 15.2% 32.0% 8.1% 38.4% 23.4% 11.7% 18.9K -278.3K -560 0.00 96.65 N/A N/A 47 0 298 140 2023-06-20 $15.25 $15.00 45.4% 13.0% 30.7% 3.1% 46.0% 3.8% 15.5% 2.8K -158.7K -559 1.67 96.79 N/A N/A 9 15 175 77 2023-06-21 $15.73 $15.00 57.3% 16.4% 30.6% 10.9% 44.2% 9.1% -1.3% 2.1K -157.8K -541 3.00 109.34 N/A N/A 1 3 180 92 2023-06-22 $15.46 $15.00 50.9% 14.6% 30.8% 6.7% 45.5% 14.8% 9.5% 2.3K -161.6K -557 2.50 101.80 N/A N/A 12 30 181 92 2023-06-23 $15.02 $15.00 55.0% 15.8% 32.7% 9.4% 56.1% 33.1% 1.4% 2.5K -136.6K -612 0.00 101.22 N/A N/A 12 0 193 117 2023-06-26 $14.89 $15.00 50.6% 14.5% 32.8% 6.5% 50.5% 5.7% 20.1% 2.2K -132.3K -583 0.00 109.31 N/A N/A 0 4 187 117 2023-06-27 $15.16 $15.00 54.2% 15.5% 29.4% 8.9% 0.0% 9.2% 10.5% 1.9K -138.5K -597 0.00 98.84 N/A N/A 0 0 187 121 2023-06-28 $15.15 $15.00 51.7% 14.8% 29.4% 7.3% 0.0% -5.6% 7.7% 2.0K -137.0K -586 2.00 102.13 N/A N/A 1 2 187 121 2023-06-29 $15.42 $15.00 48.8% 14.0% 29.6% 5.4% 0.0% 9.9% 1.3% 1.7K -148.1K -657 0.00 106.15 N/A N/A 2 0 188 122 2023-06-30 $15.50 $15.00 54.4% 15.6% 29.5% 9.0% 0.0% -9.8% 16.3% 2.5K -162.4K -529 0.00 107.10 N/A N/A 0 10 190 122
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