LASR Options History — December 2023

In December 2023, LASR traded between $12.79 and $14.71. ATM implied volatility averaged 46.9%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded below realized volatility by 9.3% (HV 20d: 56.2%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.10.

Notable Days

2023-12-28: Highest Volume — 60 contracts
2023-12-11: Largest IV drop — 25.1% change
2023-12-08: Highest IV Rank — 33.6%
2023-12-01: Largest Expected Move — 14.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.57	$12.79	$14.71	$13.41	$13.52
Max Pain	$12.50	$12.50	$12.50	$12.50	$12.50
ATM IV	46.9%	41.6%	57.1%	50.6%	44.5%
Expected Move	12.9%	9.8%	14.5%	14.5%	12.8%
HV 20d	56.2%	40.9%	61.8%	58.9%	40.9%
HV 60d	47.9%	45.8%	49.9%	46.2%	49.9%
IV Rank	22.4%	16.7%	33.6%	26.5%	19.9%
IV Percentile	19.0%	9.1%	47.6%	23.8%	14.3%
Term Structure	-0.3%	-20.2%	25.5%	-5.2%	-1.7%
VWIV	52.1%	38.3%	98.8%	45.0%	41.5%
Skew 25d	5.5%	-4.8%	18.6%	18.6%	1.8%
Skew 10d	15.1%	-10.6%	44.4%	-4.0%	32.3%
Call IV 25d	41.4%	32.8%	52.1%	32.8%	42.0%
Put IV 25d	46.9%	43.6%	51.4%	51.4%	43.7%
Bid-Ask Spread %	75.68	51.48	95.97	78.40	95.97
Gamma HHI	0.34	0.28	0.60	0.38	0.36
Net GEX	9.1K	6.2K	21.6K	9.0K	10.4K
Net DEX	-218.7K	-364.2K	-151.8K	-220.7K	-201.1K
Net VEX	-695	-862	-566	-862	-571
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.10	0.00	0.79	0.79	0.00
Total Volume	10.8	0	60	25	3
Total OI	583.75	481	664	656	548

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
2023-12-01	$13.41	$12.50	50.6%	14.5%	58.9%	26.5%	45.0%	18.6%	-5.2%	9.0K	-220.7K	-862	0.79	78.40	N/A	N/A	14	11	574	82
2023-12-04	$13.48	$12.50	55.1%	13.6%	57.4%	31.4%	0.0%	5.4%	-12.4%	9.1K	-224.9K	-848	0.00	75.64	N/A	N/A	9	0	574	79
2023-12-05	$13.00	$12.50	50.5%	9.8%	60.7%	26.4%	38.3%	-4.8%	25.5%	7.0K	-170.0K	-736	0.67	95.69	N/A	N/A	15	10	573	79
2023-12-06	$12.79	$12.50	49.2%	13.3%	61.8%	25.0%	0.0%	6.1%	3.3%	6.2K	-165.6K	-779	0.00	84.94	N/A	N/A	9	0	580	79
2023-12-07	$13.16	$12.50	52.2%	13.4%	61.8%	28.3%	45.1%	4.9%	3.7%	7.5K	-197.3K	-776	0.00	77.15	N/A	N/A	2	0	585	79
2023-12-08	$13.53	$12.50	57.1%	13.4%	59.5%	33.6%	0.0%	4.8%	-20.2%	9.3K	-239.7K	-790	0.00	74.62	N/A	N/A	2	0	583	79
2023-12-11	$13.64	$12.50	42.8%	13.7%	58.9%	17.9%	95.6%	7.6%	4.7%	8.0K	-244.3K	-744	0.00	70.18	N/A	N/A	3	0	583	79
2023-12-12	$13.71	$12.50	44.6%	13.2%	59.0%	19.9%	98.8%	6.7%	6.2%	8.1K	-243.9K	-694	0.29	55.45	N/A	N/A	7	2	583	79
2023-12-13	$14.12	$12.50	42.5%	12.2%	56.9%	17.6%	0.0%	13.0%	8.2%	12.7K	-297.7K	-788	0.00	94.54	N/A	N/A	0	5	582	81
2023-12-14	$14.71	$12.50	42.7%	12.2%	57.7%	17.8%	0.0%	5.4%	-0.3%	21.6K	-364.2K	-826	0.00	55.14	N/A	N/A	28	0	582	81
2023-12-15	$13.95	$12.50	41.9%	12.0%	58.3%	17.1%	47.1%	10.5%	-0.1%	8.3K	-262.4K	-706	0.00	60.33	N/A	N/A	2	0	582	81
2023-12-18	$13.52	$12.50	45.0%	12.9%	59.8%	20.4%	41.7%	1.9%	-4.3%	7.9K	-195.2K	-645	0.00	94.16	N/A	N/A	10	0	449	32
2023-12-19	$13.38	$12.50	50.1%	14.4%	60.2%	25.9%	61.9%	4.7%	-10.4%	7.6K	-184.4K	-624	0.00	61.08	N/A	N/A	1	0	449	32
2023-12-20	$13.01	$12.50	45.3%	13.0%	61.1%	20.8%	0.0%	1.5%	-0.4%	7.0K	-151.8K	-566	0.00	74.88	N/A	N/A	0	4	450	32
2023-12-21	$13.42	$12.50	46.8%	13.4%	61.5%	22.3%	0.0%	6.5%	-0.8%	7.7K	-181.2K	-604	0.00	86.20	N/A	N/A	0	0	450	32
2023-12-22	$13.59	$12.50	46.2%	13.3%	61.4%	21.7%	40.5%	5.3%	-0.8%	8.0K	-193.0K	-609	0.00	74.87	N/A	N/A	2	0	450	32
2023-12-26	$13.84	$12.50	42.2%	12.1%	44.2%	17.3%	41.9%	0.7%	-0.4%	8.6K	-213.7K	-585	0.00	81.14	N/A	N/A	7	0	451	32
2023-12-27	$13.84	$12.50	41.6%	11.9%	41.7%	16.7%	41.2%	4.2%	7.1%	9.0K	-216.3K	-587	0.00	51.48	N/A	N/A	10	0	457	32
2023-12-28	$13.75	$12.50	46.5%	13.3%	41.8%	22.0%	39.1%	5.1%	-7.4%	8.8K	-206.2K	-569	0.00	71.79	N/A	N/A	60	0	456	32
2023-12-29	$13.52	$12.50	44.5%	12.8%	40.9%	19.9%	41.5%	1.8%	-1.7%	10.4K	-201.1K	-571	0.00	95.97	N/A	N/A	3	0	516	32