LASR Options History — September 2023 In September 2023, LASR traded between $10.26 and $11.44. ATM implied volatility averaged 64.1%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 39.3% (HV 20d: 24.9%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 1.80.
Notable Days 2023-09-29 : Highest Volume — 10 contracts2023-09-15 : Largest IV spike — 59.2% change2023-09-11 : Highest IV Rank — 51.8%2023-09-27 : Largest Expected Move — 21.6%Monthly Statistics Metric Avg Min Max Open Close Price $10.58 $10.26 $11.44 $11.44 $10.36 Max Pain $12.50 $12.50 $12.50 $12.50 $12.50 ATM IV 64.1% 33.9% 117.8% 36.2% 35.3% Expected Move 15.7% 9.7% 21.6% 10.4% 10.1% HV 20d 24.9% 19.8% 29.1% 29.1% 19.8% HV 60d 35.7% 34.5% 36.7% 36.6% 34.5% IV Rank 25.1% 0.0% 51.8% 0.1% 1.8% IV Percentile 47.7% 0.0% 98.8% 0.4% 0.4% Term Structure -9.8% -34.6% 26.3% -8.4% 14.4% VWIV 35.4% 35.4% 35.4% 35.4% 35.4% Skew 25d 13.4% -30.6% 76.8% -7.6% 9.4% Skew 10d 26.5% -16.6% 148.3% -16.6% 40.1% Call IV 25d 47.8% 31.5% 68.0% 40.9% 32.8% Put IV 25d 61.3% 33.3% 115.8% 33.3% 42.2% Bid-Ask Spread % 115.29 82.69 135.15 101.94 98.16 Gamma HHI 0.37 0.24 0.62 0.62 0.34 Net GEX 453 -113 2.0K 2.0K 40 Net DEX 9.1K -3.7K 31.3K 3.3K 2.4K Net VEX -115 -171 -81 -163 -81 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.80 0.00 9.00 0.00 9.00 Total Volume 1.35 0 10 0 10 Total OI 199.25 85 315 308 89
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 2023-09-01 $11.44 $12.50 36.2% 10.4% 29.1% 0.1% 0.0% -7.6% -8.4% 2.0K 3.3K -163 0.00 101.94 N/A N/A 0 0 222 86 2023-09-05 $11.23 $0.00 51.5% 17.4% 26.6% 9.8% 0.0% 14.8% -24.8% 1.4K 12.9K -135 0.00 109.13 N/A N/A 0 0 222 86 2023-09-06 $11.12 $0.00 81.1% 13.5% 23.5% 28.6% 0.0% 5.8% -7.9% 1.5K 2.0K -160 0.00 109.38 N/A N/A 0 0 222 86 2023-09-07 $11.02 $0.00 61.6% 18.1% 23.3% 16.2% 0.0% 19.4% -14.1% 853 20.5K -114 0.00 108.45 N/A N/A 2 0 222 86 2023-09-08 $10.77 $0.00 93.7% 14.2% 24.5% 36.6% 0.0% -30.6% -11.7% 1.2K 8.8K -171 0.00 135.15 N/A N/A 0 0 224 86 2023-09-11 $10.63 $0.00 117.8% 15.3% 24.8% 51.8% 0.0% 1.3% 1.1% 879 15.2K -150 0.00 117.98 N/A N/A 0 0 224 86 2023-09-12 $10.26 $0.00 114.5% 17.7% 26.8% 49.7% 0.0% 30.0% -19.2% 133 29.6K -106 0.00 120.89 N/A N/A 5 0 224 86 2023-09-13 $10.27 $0.00 48.3% 13.8% 26.4% 7.8% 0.0% 11.4% -17.4% -113 31.3K -98 0.00 107.92 N/A N/A 0 0 229 86 2023-09-14 $10.52 $0.00 41.8% 12.0% 27.7% 3.7% 0.0% -6.6% -2.3% -7 29.6K -97 0.00 82.69 N/A N/A 0 0 229 86 2023-09-15 $10.54 $0.00 66.5% 19.1% 27.2% 37.3% 0.0% 39.5% -26.4% 158 21.4K -110 0.00 111.36 N/A N/A 5 0 229 86 2023-09-18 $10.58 $0.00 67.4% 19.3% 27.2% 38.3% 0.0% 76.8% -8.4% 215 -3.2K -124 0.00 117.49 N/A N/A 0 0 61 24 2023-09-19 $10.49 $0.00 51.9% 14.9% 26.2% 19.4% 0.0% 5.7% -0.3% 43 3.7K -92 0.00 120.58 N/A N/A 0 0 61 24 2023-09-20 $10.50 $0.00 54.9% 15.7% 26.1% 23.1% 0.0% 1.5% -20.7% 11 4.4K -86 0.00 124.12 N/A N/A 5 0 61 24 2023-09-21 $10.38 $0.00 61.0% 17.5% 25.3% 30.5% 0.0% 8.4% -11.0% 226 -3.7K -125 0.00 134.42 N/A N/A 0 0 65 24 2023-09-22 $10.33 $0.00 55.5% 15.9% 24.4% 23.8% 0.0% -3.3% -16.7% 59 2.2K -89 0.00 129.41 N/A N/A 0 0 65 24 2023-09-25 $10.27 $0.00 59.0% 16.9% 24.3% 28.1% 0.0% -2.8% -5.9% 216 -3.3K -118 0.00 130.84 N/A N/A 0 0 65 24 2023-09-26 $10.30 $0.00 74.8% 21.5% 22.0% 47.4% 0.0% 19.7% -34.6% 57 2.9K -87 0.00 120.14 N/A N/A 0 0 65 24 2023-09-27 $10.27 $0.00 75.3% 21.6% 21.9% 48.0% 0.0% 19.3% -7.0% 92 2.2K -93 0.00 130.08 N/A N/A 0 0 65 24 2023-09-28 $10.38 $0.00 33.9% 9.7% 20.0% 0.0% 0.0% 56.8% 26.3% 133 236 -99 0.00 95.76 N/A N/A 0 0 65 24 2023-09-29 $10.36 $0.00 35.3% 10.1% 19.8% 1.8% 35.4% 9.4% 14.4% 40 2.4K -81 9.00 98.16 N/A N/A 1 9 65 24
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