LASR Options History — February 2024

In February 2024, LASR traded between $11.91 and $14.54. ATM implied volatility averaged 52.2%, placing in the 28.3% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 5.1% (HV 20d: 47.2%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.70.

Notable Days

2024-02-12: Highest Volume — 151 contracts
2024-02-23: Largest IV drop — 46.7% change
2024-02-22: Highest IV Rank — 48.7%
2024-02-22: Largest Expected Move — 20.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.49	$11.91	$14.54	$13.07	$13.29
Max Pain	$10.63	$10.00	$12.50	$10.00	$12.50
ATM IV	52.2%	37.1%	70.9%	41.2%	39.4%
Expected Move	15.8%	10.8%	20.3%	16.0%	11.3%
HV 20d	47.2%	23.7%	80.2%	23.7%	80.2%
HV 60d	47.6%	43.5%	53.5%	45.4%	53.3%
IV Rank	28.3%	11.8%	48.7%	16.2%	14.2%
IV Percentile	43.4%	5.2%	85.7%	10.7%	9.1%
Term Structure	-5.3%	-25.4%	31.9%	-4.5%	5.1%
VWIV	55.2%	35.2%	79.2%	53.3%	36.5%
Skew 25d	14.3%	-5.9%	159.6%	4.4%	-5.9%
Skew 10d	39.2%	10.4%	201.5%	33.4%	12.8%
Call IV 25d	52.4%	27.0%	66.0%	56.3%	45.2%
Put IV 25d	66.7%	39.4%	207.3%	60.7%	39.4%
Bid-Ask Spread %	80.30	42.18	105.16	74.48	96.20
Gamma HHI	0.41	0.25	0.81	0.25	0.81
Net GEX	2.5K	1.3K	6.1K	2.1K	1.7K
Net DEX	-75.1K	-118.7K	-39.2K	-58.1K	-69.9K
Net VEX	-221	-278	-183	-229	-185
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.70	0.00	10.00	10.00	0.00
Total Volume	21	0	151	0	0
Total OI	311.7	250	347	332	312

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
2024-02-01	$13.07	$10.00	41.2%	16.0%	23.7%	16.2%	0.0%	4.4%	-4.5%	2.1K	-58.1K	-229	0.00	74.48	N/A	N/A	0	0	304	28
2024-02-02	$12.98	$10.00	37.1%	16.2%	23.8%	11.8%	0.0%	8.3%	-7.5%	1.9K	-55.1K	-215	0.00	73.01	N/A	N/A	0	0	304	28
2024-02-05	$12.92	$10.00	42.4%	16.4%	23.8%	17.6%	53.3%	8.2%	-7.6%	1.8K	-51.1K	-191	10.00	72.86	N/A	N/A	1	10	304	28
2024-02-06	$13.43	$10.00	46.6%	16.9%	26.9%	22.2%	0.0%	6.1%	-9.4%	2.0K	-63.9K	-229	0.00	59.18	N/A	N/A	0	0	305	38
2024-02-07	$13.54	$10.00	55.7%	16.0%	26.9%	32.1%	0.0%	1.4%	-4.5%	2.2K	-68.5K	-233	0.00	53.47	N/A	N/A	0	0	305	38
2024-02-08	$13.44	$10.00	64.7%	18.6%	26.7%	41.9%	69.9%	6.2%	-21.5%	2.0K	-67.2K	-232	0.00	64.99	N/A	N/A	6	0	305	38
2024-02-09	$14.13	$10.00	55.5%	15.9%	31.4%	31.8%	52.2%	6.4%	-1.8%	3.1K	-85.6K	-243	0.00	74.47	N/A	N/A	5	0	305	38
2024-02-12	$14.36	$10.00	58.4%	16.7%	31.7%	35.0%	0.0%	5.0%	-9.6%	3.8K	-93.1K	-250	0.00	80.72	N/A	N/A	151	0	309	38
2024-02-13	$13.25	$10.00	62.6%	17.9%	43.2%	39.6%	0.0%	0.1%	-10.9%	1.5K	-62.0K	-195	0.00	42.18	N/A	N/A	3	0	249	38
2024-02-14	$13.78	$10.00	54.7%	15.7%	45.2%	31.0%	52.0%	8.8%	-3.6%	3.6K	-83.7K	-211	0.00	54.20	N/A	N/A	4	0	249	38
2024-02-15	$14.54	$10.00	58.7%	16.8%	48.4%	35.3%	0.0%	2.7%	-9.7%	6.1K	-118.7K	-233	0.00	83.16	N/A	N/A	20	0	253	38
2024-02-16	$14.47	$10.00	61.7%	17.7%	48.5%	38.6%	61.3%	3.8%	-7.2%	3.1K	-109.7K	-278	0.00	105.16	N/A	N/A	8	0	273	38
2024-02-20	$13.82	$10.00	63.0%	18.1%	50.5%	40.1%	63.3%	10.7%	-17.1%	2.4K	-82.6K	-244	0.00	93.97	N/A	N/A	27	0	222	28
2024-02-21	$13.77	$10.00	64.7%	18.6%	50.5%	41.9%	79.2%	17.5%	-14.0%	2.5K	-82.6K	-243	0.06	91.62	N/A	N/A	16	1	224	28
2024-02-22	$13.75	$10.00	70.9%	20.3%	49.9%	48.7%	65.3%	3.7%	-25.4%	2.7K	-92.2K	-254	0.05	89.17	N/A	N/A	65	3	232	29
2024-02-23	$11.91	$12.50	37.8%	10.8%	71.8%	12.5%	38.5%	159.6%	31.9%	1.3K	-39.2K	-183	0.19	103.73	N/A	N/A	21	4	292	32
2024-02-26	$13.14	$12.50	41.9%	12.0%	80.0%	17.0%	35.2%	15.2%	-2.3%	2.4K	-78.8K	-190	0.09	101.38	N/A	N/A	56	5	285	32
2024-02-27	$13.20	$12.50	39.9%	11.4%	79.9%	14.8%	36.5%	14.4%	11.3%	2.2K	-75.6K	-199	0.10	93.67	N/A	N/A	10	1	284	32
2024-02-28	$13.00	$12.50	47.2%	13.5%	80.0%	22.8%	0.0%	10.1%	1.9%	1.7K	-65.1K	-192	0.00	98.42	N/A	N/A	3	0	279	32
2024-02-29	$13.29	$12.50	39.4%	11.3%	80.2%	14.2%	0.0%	-5.9%	5.1%	1.7K	-69.9K	-185	0.00	96.20	N/A	N/A	0	0	280	32