LASR Options History — January 2024

In January 2024, LASR traded between $12.75 and $13.60. ATM implied volatility averaged 44.7%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 12.4% (HV 20d: 32.2%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2024-01-08: Highest Volume — 11 contracts
2024-01-04: Largest IV spike — 29.3% change
2024-01-04: Highest IV Rank — 32.9%
2024-01-23: Largest Expected Move — 15.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.10	$12.75	$13.60	$13.09	$13.07
Max Pain	$12.86	$12.50	$15.00	$12.50	$12.50
ATM IV	44.7%	38.1%	56.5%	45.4%	39.9%
Expected Move	12.6%	10.9%	15.5%	13.0%	11.4%
HV 20d	32.2%	24.7%	42.4%	42.0%	24.7%
HV 60d	48.2%	45.9%	50.6%	50.4%	46.7%
IV Rank	20.0%	12.8%	32.9%	20.8%	14.8%
IV Percentile	18.4%	6.0%	48.8%	17.9%	9.1%
Term Structure	10.6%	-3.8%	18.8%	-3.8%	16.7%
VWIV	44.5%	43.0%	45.8%	45.4%	43.0%
Skew 25d	9.9%	-4.7%	28.4%	28.4%	10.4%
Skew 10d	25.5%	-20.2%	203.2%	86.6%	23.3%
Call IV 25d	37.9%	25.0%	49.9%	31.9%	31.7%
Put IV 25d	47.8%	36.0%	75.5%	60.2%	42.1%
Bid-Ask Spread %	95.70	85.74	105.26	99.17	98.32
Gamma HHI	0.36	0.25	0.62	0.34	0.25
Net GEX	5.4K	1.9K	8.7K	8.7K	2.1K
Net DEX	-114.1K	-167.8K	-54.7K	-155.0K	-57.3K
Net VEX	-309	-456	-229	-456	-230
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	2.524	0	11	4	0
Total OI	467.714	325	568	549	332

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-01-02	$13.09	$12.50	45.4%	13.0%	42.0%	20.8%	45.4%	28.4%	-3.8%	8.7K	-155.0K	-456	99.17	N/A	N/A	0	4	517	32
2024-01-03	$12.84	$12.50	43.7%	12.5%	42.4%	18.9%	43.7%	25.6%	8.9%	7.7K	-131.0K	-392	102.23	N/A	N/A	1	0	517	33
2024-01-04	$12.80	$15.00	56.5%	12.4%	40.5%	32.9%	0.0%	8.6%	9.5%	7.4K	-126.3K	-397	85.74	N/A	N/A	0	0	516	33
2024-01-05	$12.75	$15.00	44.7%	12.0%	40.1%	20.1%	0.0%	-4.7%	9.8%	7.3K	-117.5K	-362	93.09	N/A	N/A	0	0	516	33
2024-01-08	$12.96	$15.00	44.3%	13.2%	39.2%	19.7%	45.8%	0.3%	11.1%	7.6K	-133.4K	-344	88.65	N/A	N/A	11	0	516	33
2024-01-09	$13.06	$12.50	40.4%	12.2%	37.9%	15.3%	0.0%	2.5%	9.6%	7.6K	-146.8K	-340	96.11	N/A	N/A	0	0	524	33
2024-01-10	$12.91	$12.50	44.1%	12.7%	37.8%	19.4%	0.0%	5.7%	7.5%	7.6K	-137.9K	-337	97.47	N/A	N/A	3	0	524	33
2024-01-11	$13.11	$12.50	42.4%	12.2%	38.3%	17.6%	0.0%	1.7%	10.9%	7.6K	-153.3K	-336	93.90	N/A	N/A	0	0	524	33
2024-01-12	$13.23	$12.50	43.5%	12.5%	36.7%	18.8%	0.0%	7.3%	10.2%	7.3K	-163.6K	-330	98.60	N/A	N/A	0	0	524	33
2024-01-16	$13.02	$12.50	44.8%	12.8%	33.0%	20.1%	0.0%	1.4%	9.4%	7.6K	-151.4K	-300	96.92	N/A	N/A	0	1	524	33
2024-01-17	$12.92	$12.50	46.3%	13.3%	28.0%	21.8%	0.0%	18.3%	8.1%	8.2K	-140.7K	-266	103.13	N/A	N/A	5	0	524	34
2024-01-18	$13.14	$12.50	45.7%	13.1%	26.9%	21.2%	0.0%	15.0%	9.1%	8.1K	-151.5K	-286	87.53	N/A	N/A	0	10	524	34
2024-01-19	$13.11	$12.50	45.8%	13.1%	26.7%	21.3%	0.0%	17.5%	7.0%	2.1K	-167.8K	-270	92.71	N/A	N/A	0	0	524	44
2024-01-22	$13.55	$12.50	47.6%	13.6%	27.3%	23.2%	0.0%	6.7%	18.4%	2.7K	-74.9K	-304	93.49	N/A	N/A	0	10	297	28
2024-01-23	$13.60	$12.50	53.9%	15.5%	25.1%	30.1%	0.0%	6.5%	4.6%	2.8K	-77.4K	-306	94.04	N/A	N/A	0	0	297	28
2024-01-24	$13.33	$12.50	44.5%	12.7%	25.7%	19.8%	0.0%	11.3%	18.8%	2.5K	-69.1K	-282	105.26	N/A	N/A	0	0	297	28
2024-01-25	$13.30	$12.50	38.1%	10.9%	24.7%	12.8%	0.0%	13.8%	16.2%	2.3K	-64.6K	-254	97.46	N/A	N/A	0	0	297	28
2024-01-26	$12.93	$12.50	38.9%	11.1%	26.3%	13.7%	0.0%	11.0%	15.0%	1.9K	-54.7K	-230	88.81	N/A	N/A	0	0	297	28
2024-01-29	$13.11	$12.50	39.6%	11.3%	27.0%	14.4%	0.0%	15.3%	16.5%	2.0K	-58.2K	-229	92.73	N/A	N/A	0	0	297	28
2024-01-30	$13.26	$12.50	47.8%	13.7%	26.8%	23.5%	43.0%	4.7%	8.6%	2.2K	-62.7K	-243	104.28	N/A	N/A	8	0	297	28
2024-01-31	$13.07	$12.50	39.9%	11.4%	24.7%	14.8%	0.0%	10.4%	16.7%	2.1K	-57.3K	-230	98.32	N/A	N/A	0	0	304	28