LASR Options History — July 2023

In July 2023, LASR traded between $14.15 and $15.60. ATM implied volatility averaged 60.7%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 17.3%. IV traded above realized volatility by 34.7% (HV 20d: 26.0%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.37.

Notable Days

2023-07-20: Highest Volume — 11 contracts
2023-07-24: Largest IV spike — 34.9% change
2023-07-25: Highest IV Rank — 33.2%
2023-07-25: Largest Expected Move — 26.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.78	$14.15	$15.60	$15.60	$14.41
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	60.7%	44.8%	91.5%	56.5%	68.0%
Expected Move	17.3%	12.8%	26.2%	16.2%	19.5%
HV 20d	26.0%	22.1%	30.5%	29.4%	23.1%
HV 60d	72.5%	72.3%	72.7%	72.4%	72.6%
IV Rank	13.1%	2.7%	33.2%	10.4%	17.9%
IV Percentile	41.4%	2.8%	94.4%	29.0%	69.8%
Term Structure	-4.2%	-42.9%	21.6%	2.2%	3.2%
VWIV	66.5%	58.8%	74.2%	74.2%	58.8%
Skew 25d	3.1%	-30.6%	26.5%	-10.3%	6.0%
Skew 10d	6.3%	-23.9%	44.8%	-17.5%	10.9%
Call IV 25d	58.4%	36.6%	85.6%	66.2%	59.4%
Put IV 25d	61.5%	49.1%	76.7%	55.9%	65.3%
Bid-Ask Spread %	113.76	95.78	132.61	113.71	123.32
Gamma HHI	0.25	0.23	0.28	0.24	0.27
Net GEX	2.3K	1.9K	2.7K	2.3K	2.5K
Net DEX	-132.9K	-169.4K	-92.6K	-169.4K	-115.7K
Net VEX	-452	-537	-326	-511	-384
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.37	0.00	1.00	0.00	0.00
Total Volume	2	0	11	0	0
Total OI	290.3	251	309	302	256

Daily Data (20 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
2023-07-03	$15.60	$15.00	56.5%	16.2%	29.4%	10.4%	0.0%	-10.3%	2.2%	2.3K	-169.4K	-511	0.00	113.71	N/A	N/A	0	0	190	112
2023-07-05	$15.30	$15.00	64.5%	18.5%	29.6%	15.6%	0.0%	-29.8%	-12.0%	2.3K	-146.9K	-537	0.00	107.58	N/A	N/A	5	0	190	112
2023-07-06	$14.91	$15.00	50.0%	17.3%	30.5%	6.1%	0.0%	-0.3%	-5.9%	2.5K	-142.8K	-533	0.00	95.78	N/A	N/A	0	0	195	112
2023-07-07	$14.89	$15.00	66.3%	17.9%	27.9%	16.8%	0.0%	15.9%	5.1%	2.3K	-138.4K	-524	0.00	104.41	N/A	N/A	0	2	195	112
2023-07-10	$15.07	$15.00	68.0%	14.2%	28.0%	17.9%	0.0%	-30.6%	-17.7%	2.7K	-149.0K	-453	0.00	106.11	N/A	N/A	0	0	195	114
2023-07-11	$15.03	$15.00	52.7%	17.3%	26.7%	7.9%	0.0%	-3.5%	4.0%	2.4K	-144.7K	-507	0.00	108.46	N/A	N/A	0	0	195	114
2023-07-12	$15.09	$15.00	50.6%	14.5%	25.3%	6.5%	0.0%	-3.0%	-7.1%	2.7K	-153.7K	-429	0.00	112.21	N/A	N/A	0	0	195	114
2023-07-13	$15.29	$15.00	44.8%	12.8%	25.6%	2.7%	0.0%	17.0%	19.6%	2.6K	-145.5K	-468	0.00	124.60	N/A	N/A	6	0	195	114
2023-07-14	$14.82	$15.00	53.3%	15.3%	28.0%	8.3%	0.0%	26.5%	-4.7%	2.1K	-141.3K	-451	1.00	115.78	N/A	N/A	1	1	189	114
2023-07-17	$15.04	$15.00	48.1%	13.8%	27.4%	4.9%	0.0%	4.5%	4.7%	2.2K	-138.0K	-453	0.00	130.39	N/A	N/A	5	0	190	115
2023-07-18	$14.77	$15.00	54.9%	15.7%	28.0%	9.3%	0.0%	10.1%	21.6%	2.0K	-134.2K	-454	0.00	125.44	N/A	N/A	0	0	190	115
2023-07-19	$14.75	$15.00	59.4%	17.0%	27.6%	12.2%	74.2%	11.1%	-18.8%	2.3K	-112.6K	-449	1.00	113.72	N/A	N/A	2	2	190	114
2023-07-20	$14.65	$15.00	58.7%	16.8%	24.7%	11.8%	58.8%	22.7%	-1.6%	2.3K	-125.9K	-412	0.57	111.83	N/A	N/A	7	4	191	112
2023-07-21	$14.56	$15.00	60.6%	17.4%	24.2%	13.0%	0.0%	-18.2%	-2.6%	2.2K	-92.6K	-430	0.00	100.76	N/A	N/A	0	0	194	112
2023-07-24	$14.30	$15.00	81.8%	23.4%	23.0%	26.8%	0.0%	9.1%	-14.6%	2.0K	-113.1K	-430	0.00	112.76	N/A	N/A	0	0	164	87
2023-07-25	$14.36	$15.00	91.5%	26.2%	23.0%	33.2%	0.0%	-7.4%	-42.9%	1.9K	-119.2K	-436	0.00	102.65	N/A	N/A	5	0	164	87
2023-07-26	$14.49	$15.00	63.0%	18.1%	22.1%	14.6%	0.0%	23.3%	-2.4%	2.2K	-125.0K	-417	0.00	107.30	N/A	N/A	0	0	169	87
2023-07-27	$14.15	$15.00	62.5%	17.9%	23.4%	14.3%	0.0%	-2.1%	7.7%	2.1K	-119.6K	-428	0.00	125.81	N/A	N/A	0	0	169	87
2023-07-28	$14.18	$15.00	58.7%	16.8%	22.2%	11.8%	0.0%	21.3%	-21.9%	2.4K	-130.9K	-326	0.00	132.61	N/A	N/A	0	0	169	87
2023-07-31	$14.41	$15.00	68.0%	19.5%	23.1%	17.9%	0.0%	6.0%	3.2%	2.5K	-115.7K	-384	0.00	123.32	N/A	N/A	0	0	169	87