LASR Options History — August 2023

In August 2023, LASR traded between $10.82 and $13.90. ATM implied volatility averaged 58.7%, placing in the 12.8% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 12.4% (HV 20d: 46.3%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.02.

Notable Days

  • 2023-08-04: Highest Volume — 23 contracts
  • 2023-08-08: Largest IV spike — 135.6% change
  • 2023-08-08: Highest IV Rank — 46.0%
  • 2023-08-03: Largest Expected Move — 28.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.44$10.82$13.90$13.90$11.50
Max Pain$12.72$12.50$15.00$15.00$12.50
ATM IV58.7%36.0%111.1%79.7%59.7%
Expected Move16.2%10.3%28.5%22.8%17.1%
HV 20d46.3%25.4%51.2%25.4%51.2%
HV 60d40.0%33.0%73.1%73.1%37.5%
IV Rank12.8%0.0%46.0%25.5%15.0%
IV Percentile37.6%0.0%98.0%84.5%48.8%
Term Structure4.6%-64.7%65.2%-64.7%-15.8%
VWIV51.1%27.6%88.0%69.7%88.0%
Skew 25d8.0%-20.0%66.2%-4.5%11.7%
Skew 10d20.6%-18.1%94.2%23.7%-7.1%
Call IV 25d51.0%34.7%75.3%75.3%48.7%
Put IV 25d59.0%37.3%115.7%70.7%60.5%
Bid-Ask Spread %107.1486.70125.69125.69117.87
Gamma HHI0.380.230.520.260.46
Net GEX1.6K1.0K2.3K2.3K2.1K
Net DEX-13.5K-119.3K16.1K-119.3K-16.2K
Net VEX-286-453-159-347-240
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.020.000.110.110.00
Total Volume5.39102306
Total OI308.957256331256305

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$13.90$15.0079.7%22.8%25.4%25.5%0.0%-4.5%-64.7%2.3K-119.3K-3470.00125.69N/AN/A0016987
2023-08-02$13.46$15.0083.0%23.8%26.7%27.6%69.7%14.5%-30.8%2.2K-95.3K-3700.11110.11N/AN/A19216987
2023-08-03$13.52$12.5061.9%28.5%25.9%13.9%0.0%50.5%-8.2%1.6K-94.8K-4530.0088.91N/AN/A0617387
2023-08-04$11.98$12.5061.0%13.0%48.6%13.3%35.9%11.0%40.9%2.0K-32.4K-3970.0586.89N/AN/A221203103
2023-08-07$11.53$12.5047.1%11.1%48.7%4.3%50.8%3.4%21.4%1.4K2.2K-3230.00104.58N/AN/A10222103
2023-08-08$11.12$12.50111.1%13.2%49.2%46.0%0.0%6.6%7.7%1.3K5.9K-2970.00103.83N/AN/A00222103
2023-08-09$10.98$12.5050.7%14.5%48.7%6.6%27.6%14.3%-2.5%1.3K5.0K-3050.0698.11N/AN/A161222103
2023-08-10$10.88$12.5067.0%19.2%47.6%17.2%0.0%8.8%-13.5%1.4K-2.4K-3320.00110.92N/AN/A00228102
2023-08-11$10.82$12.5087.3%25.0%47.4%30.5%39.0%66.2%-23.3%1.1K-14.7K-3770.00104.40N/AN/A80228102
2023-08-14$11.00$12.5043.0%12.3%47.6%1.6%0.0%5.0%41.0%1.3K6.3K-2900.00119.64N/AN/A010228102
2023-08-15$11.11$12.5045.7%13.1%48.4%3.3%0.0%-20.0%-4.3%1.2K15.8K-2400.00110.94N/AN/A10228102
2023-08-16$10.93$12.5058.1%16.7%48.2%11.4%40.4%12.1%15.3%1.4K3.2K-2870.0091.18N/AN/A20229102
2023-08-17$11.07$12.5046.7%13.4%49.1%3.2%0.0%-1.3%65.2%1.5K9.5K-2730.00117.98N/AN/A00227102
2023-08-18$11.10$12.5039.0%11.2%49.4%0.0%0.0%-8.7%18.5%1.6K7.3K-2780.00116.17N/AN/A00227102
2023-08-21$10.84$12.5036.0%10.3%49.5%0.0%0.0%-3.4%31.0%1.3K8.6K-2270.00105.20N/AN/A0022386
2023-08-22$10.88$12.5047.4%13.6%49.5%7.2%70.2%4.5%2.6%1.0K16.1K-1830.0086.70N/AN/A4022386
2023-08-23$11.07$12.5064.7%18.5%50.1%18.2%0.0%-9.6%-22.3%1.6K-2.7K-2560.00122.75N/AN/A4021386
2023-08-24$10.83$12.5050.1%14.4%50.0%8.9%41.0%-7.4%14.3%1.6K-10.8K-2580.00110.71N/AN/A3021686
2023-08-25$10.86$12.5070.9%20.3%50.1%22.1%0.0%19.4%-24.5%1.5K-7.8K-2520.00111.58N/AN/A0021986
2023-08-28$11.14$12.5038.7%11.1%50.9%1.7%38.0%14.8%50.2%1.4K10.7K-1840.00104.87N/AN/A5021986
2023-08-29$11.18$12.5039.1%11.2%50.5%2.0%30.6%-2.7%-9.5%1.5K8.6K-1590.00100.10N/AN/A01021986
2023-08-30$11.45$12.5061.4%17.6%51.2%16.1%82.3%-2.4%18.0%2.1K-13.8K-2420.00115.02N/AN/A0321986
2023-08-31$11.50$12.5059.7%17.1%51.2%15.0%88.0%11.7%-15.8%2.1K-16.2K-2400.00117.87N/AN/A6021986