LASR Options History — November 2023 In November 2023, LASR traded between $8.32 and $13.52. ATM implied volatility averaged 46.8%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded below realized volatility by 0.4% (HV 20d: 47.3%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.25.
Notable Days 2023-11-27 : Highest Volume — 307 contracts2023-11-13 : Largest IV spike — 150.0% change2023-11-01 : Highest IV Rank — 57.1%2023-11-01 : Largest Expected Move — 22.5%Monthly Statistics Metric Avg Min Max Open Close Price $10.88 $8.32 $13.52 $8.32 $13.15 Max Pain $10.36 $10.00 $12.50 $10.00 $12.50 ATM IV 46.8% 27.7% 78.6% 78.6% 39.5% Expected Move 12.7% 7.6% 22.5% 22.5% 11.3% HV 20d 47.3% 33.3% 59.0% 33.3% 59.0% HV 60d 36.1% 26.4% 46.1% 26.4% 46.1% IV Rank 22.4% 1.5% 57.1% 57.1% 14.4% IV Percentile 24.4% 0.4% 86.9% 86.9% 7.5% Term Structure -0.2% -55.9% 89.9% -46.5% 16.7% VWIV 45.0% 23.8% 82.2% 82.2% 52.6% Skew 25d 12.2% -28.2% 110.6% -9.9% 4.2% Skew 10d 25.2% -119.1% 168.1% 22.6% -2.9% Call IV 25d 46.5% 22.4% 93.6% 91.7% 45.9% Put IV 25d 58.7% 25.0% 148.5% 81.9% 50.1% Bid-Ask Spread % 84.42 52.66 100.46 90.42 52.66 Gamma HHI 0.35 0.25 0.52 0.52 0.36 Net GEX 1.6K -258 8.2K -258 7.9K Net DEX -45.2K -228.1K 18.0K 18.0K -193.8K Net VEX -225 -900 -65 -65 -834 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.25 0.00 1.33 0.04 0.00 Total Volume 42.143 0 307 0 17 Total OI 310.429 114 649 114 649
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 2023-11-01 $8.32 $10.00 78.6% 22.5% 33.3% 57.1% 0.0% -9.9% -46.5% -258 18.0K -65 0.00 90.42 N/A N/A 0 0 67 47 2023-11-02 $8.60 $10.00 74.0% 13.4% 36.6% 52.0% 82.2% -28.2% -5.9% -252 16.8K -70 0.04 100.46 N/A N/A 152 6 67 47 2023-11-03 $9.13 $10.00 40.8% 9.3% 43.8% 15.8% 29.5% -21.7% 89.9% 166 6.0K -155 0.00 97.75 N/A N/A 3 0 217 52 2023-11-06 $9.28 $10.00 38.0% 7.6% 44.3% 12.7% 31.0% 10.7% 35.9% -41 11.7K -102 0.20 97.62 N/A N/A 5 1 219 52 2023-11-07 $9.39 $10.00 38.7% 8.6% 43.8% 13.5% 0.0% 110.6% 3.2% 42 12.1K -71 0.00 98.31 N/A N/A 0 0 224 51 2023-11-08 $9.42 $10.00 35.1% 10.1% 43.7% 9.6% 0.0% 14.8% 8.1% 43 11.9K -77 0.00 89.19 N/A N/A 0 0 224 51 2023-11-09 $10.04 $10.00 69.2% 19.8% 48.0% 46.9% 0.0% 31.9% -24.5% 196 -1.7K -118 0.00 86.83 N/A N/A 17 0 224 51 2023-11-10 $10.42 $10.00 27.7% 7.9% 47.6% 1.5% 25.8% 23.1% 34.7% 843 -21.1K -133 0.39 87.67 N/A N/A 18 7 240 51 2023-11-13 $10.57 $10.00 69.3% 19.9% 46.2% 46.9% 72.0% 26.9% -18.2% 402 -13.3K -108 0.36 94.19 N/A N/A 11 4 224 44 2023-11-14 $11.21 $10.00 49.0% 14.0% 49.9% 24.7% 49.7% 20.4% -8.4% 606 -25.4K -116 0.00 88.50 N/A N/A 2 0 233 41 2023-11-15 $11.46 $10.00 36.9% 10.6% 47.7% 11.5% 0.0% 5.0% 9.5% 731 -34.7K -179 0.00 85.86 N/A N/A 0 0 233 41 2023-11-16 $10.91 $10.00 31.7% 9.1% 50.4% 5.8% 34.1% 14.5% 20.7% 569 -23.3K -104 1.33 91.46 N/A N/A 6 8 233 41 2023-11-17 $11.25 $10.00 45.4% 13.0% 49.8% 20.8% 23.8% 18.8% -21.4% 642 -26.7K -126 0.00 93.15 N/A N/A 42 0 234 44 2023-11-20 $11.34 $10.00 31.1% 8.9% 47.1% 5.1% 0.0% -14.7% -3.4% 1.3K -51.8K -229 0.00 83.36 N/A N/A 0 5 272 24 2023-11-21 $11.18 $10.00 62.1% 17.8% 46.7% 39.1% 0.0% -4.2% -55.9% 1.2K -45.8K -182 0.10 89.45 N/A N/A 20 2 272 29 2023-11-22 $11.43 $10.00 28.9% 8.3% 42.6% 2.8% 0.0% -14.3% -1.4% 860 -39.0K -169 0.00 80.57 N/A N/A 14 0 260 31 2023-11-24 $11.41 $10.00 45.1% 12.9% 42.3% 20.4% 0.0% 54.9% -24.9% 918 -38.5K -169 0.00 57.48 N/A N/A 0 0 261 31 2023-11-27 $12.91 $10.00 43.6% 12.5% 56.6% 18.8% 41.6% 11.1% -3.6% 1.4K -65.5K -168 0.03 81.28 N/A N/A 297 10 261 31 2023-11-28 $13.48 $12.50 48.4% 13.9% 56.4% 24.0% 46.7% 2.3% -3.5% 7.6K -216.5K -655 1.10 70.79 N/A N/A 80 88 484 43 2023-11-29 $13.52 $12.50 50.5% 14.5% 56.7% 26.4% 51.3% -0.7% -4.7% 8.2K -228.1K -900 0.17 55.74 N/A N/A 60 10 537 82 2023-11-30 $13.15 $12.50 39.5% 11.3% 59.0% 14.4% 52.6% 4.2% 16.7% 7.9K -193.8K -834 0.00 52.66 N/A N/A 17 0 568 81
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