LASR Options History — October 2023

In October 2023, LASR traded between $8.19 and $10.29. ATM implied volatility averaged 54.6%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 29.8% (HV 20d: 24.8%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2023-10-17: Highest Volume — 10 contracts
2023-10-11: Largest IV spike — 125.0% change
2023-10-31: Highest IV Rank — 61.4%
2023-10-31: Largest Expected Move — 23.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.32	$8.19	$10.29	$10.29	$8.34
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	54.6%	26.4%	82.5%	37.4%	82.5%
Expected Move	16.5%	9.5%	23.7%	10.7%	23.7%
HV 20d	24.8%	15.9%	33.3%	19.8%	33.3%
HV 60d	34.6%	27.2%	36.8%	34.5%	27.2%
IV Rank	29.0%	0.0%	61.4%	4.2%	61.4%
IV Percentile	39.3%	0.0%	90.9%	1.6%	90.9%
Term Structure	-10.2%	-38.0%	21.3%	21.1%	-21.7%
VWIV	51.8%	46.2%	61.4%	61.4%	46.2%
Skew 25d	11.3%	-28.1%	93.0%	93.0%	3.5%
Skew 10d	39.3%	-16.1%	241.8%	241.8%	74.9%
Call IV 25d	62.0%	38.3%	117.0%	55.0%	81.5%
Put IV 25d	73.3%	42.5%	148.0%	148.0%	85.0%
Bid-Ask Spread %	85.18	49.85	121.28	96.98	70.82
Gamma HHI	0.54	0.35	0.72	0.55	0.55
Net GEX	-301	-495	-134	-276	-245
Net DEX	14.5K	4.7K	21.1K	8.7K	18.6K
Net VEX	-73	-110	-55	-90	-60
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	1.955	0	10	0	1
Total OI	107.182	99	121	99	113

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2023-10-02	$10.29	$10.00	37.4%	10.7%	19.8%	4.2%	0.0%	93.0%	21.1%	-276	8.7K	-90	96.98	N/A	N/A	0	0	66	33
2023-10-03	$10.16	$10.00	33.0%	9.5%	19.4%	0.0%	0.0%	81.9%	21.3%	-278	7.0K	-92	114.85	N/A	N/A	0	0	66	33
2023-10-04	$10.14	$10.00	62.5%	17.9%	19.3%	34.7%	0.0%	-15.0%	-38.0%	-197	7.3K	-95	117.64	N/A	N/A	0	0	66	33
2023-10-05	$10.05	$10.00	41.6%	14.1%	19.3%	10.1%	0.0%	13.3%	-6.9%	-134	4.7K	-110	121.28	N/A	N/A	0	0	66	33
2023-10-06	$9.96	$10.00	33.3%	11.4%	18.2%	0.3%	0.0%	-3.7%	-5.4%	-441	12.7K	-71	102.69	N/A	N/A	0	0	66	33
2023-10-09	$9.84	$10.00	40.8%	17.4%	18.1%	9.2%	0.0%	9.3%	-15.0%	-346	11.6K	-76	68.24	N/A	N/A	0	0	66	33
2023-10-10	$10.04	$10.00	26.4%	17.2%	15.9%	0.0%	0.0%	4.9%	-24.9%	-488	9.9K	-77	86.95	N/A	N/A	0	0	66	33
2023-10-11	$9.91	$10.00	59.3%	17.0%	16.4%	36.0%	0.0%	8.0%	-8.5%	-380	10.2K	-83	81.25	N/A	N/A	0	0	66	33
2023-10-12	$9.59	$10.00	46.1%	13.2%	16.9%	21.6%	0.0%	19.8%	-1.3%	-369	14.0K	-72	82.11	N/A	N/A	0	0	66	33
2023-10-13	$9.27	$10.00	59.7%	17.1%	19.6%	36.4%	0.0%	18.7%	-11.1%	-242	17.7K	-60	73.07	N/A	N/A	0	5	66	33
2023-10-16	$9.62	$10.00	61.4%	17.6%	24.8%	38.3%	61.4%	0.1%	-18.3%	-384	15.8K	-71	49.85	N/A	N/A	3	0	66	38
2023-10-17	$9.80	$10.00	49.2%	14.1%	26.1%	25.0%	47.2%	15.5%	-5.7%	-495	11.4K	-83	109.65	N/A	N/A	0	10	69	38
2023-10-18	$9.47	$10.00	52.9%	15.2%	28.2%	29.1%	52.3%	10.8%	-7.3%	-434	18.1K	-67	70.68	N/A	N/A	1	0	69	48
2023-10-19	$9.20	$10.00	53.3%	15.3%	29.4%	29.4%	0.0%	-3.2%	-8.8%	-283	21.1K	-58	59.84	N/A	N/A	10	0	70	48
2023-10-20	$9.02	$10.00	64.4%	18.5%	29.8%	41.5%	0.0%	11.0%	-20.3%	-238	15.1K	-72	62.15	N/A	N/A	0	0	70	45
2023-10-23	$8.73	$10.00	75.8%	21.7%	31.2%	54.1%	0.0%	-1.3%	-23.5%	-240	17.7K	-64	77.93	N/A	N/A	0	0	70	44
2023-10-24	$8.57	$10.00	68.5%	19.7%	31.1%	46.1%	0.0%	4.3%	-26.2%	-257	19.1K	-59	88.23	N/A	N/A	5	0	70	44
2023-10-25	$8.25	$10.00	78.8%	22.6%	32.6%	57.3%	0.0%	11.2%	-28.5%	-202	19.1K	-63	96.79	N/A	N/A	0	0	75	44
2023-10-26	$8.19	$10.00	48.6%	13.9%	31.6%	24.4%	0.0%	-20.6%	-0.8%	-231	19.9K	-62	85.50	N/A	N/A	8	0	75	46
2023-10-27	$8.25	$10.00	63.7%	18.3%	32.2%	40.8%	0.0%	14.6%	-11.9%	-250	20.0K	-61	65.31	N/A	N/A	0	0	67	46
2023-10-30	$8.25	$10.00	62.1%	17.8%	32.4%	39.1%	0.0%	-28.1%	16.5%	-212	19.9K	-55	92.20	N/A	N/A	0	0	67	46
2023-10-31	$8.34	$10.00	82.5%	23.7%	33.3%	61.4%	46.2%	3.5%	-21.7%	-245	18.6K	-60	70.82	N/A	N/A	0	1	67	46