LASR Options History — March 2024

In March 2024, LASR traded between $12.24 and $13.05. ATM implied volatility averaged 47.8%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded below realized volatility by 18.3% (HV 20d: 66.1%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.05.

Notable Days

2024-03-18: Highest Volume — 35 contracts
2024-03-12: Largest IV spike — 103.0% change
2024-03-12: Highest IV Rank — 77.5%
2024-03-20: Largest Expected Move — 15.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.71	$12.24	$13.05	$12.98	$12.94
Max Pain	$7.75	$7.50	$12.50	$12.50	$7.50
ATM IV	47.8%	35.7%	97.3%	35.7%	46.1%
Expected Move	12.8%	10.2%	15.5%	10.2%	13.2%
HV 20d	66.1%	33.8%	81.2%	80.7%	34.3%
HV 60d	52.1%	51.3%	53.5%	53.5%	51.5%
IV Rank	23.5%	10.2%	77.5%	10.2%	21.6%
IV Percentile	29.2%	4.0%	97.6%	4.0%	29.4%
Term Structure	9.1%	-8.2%	26.2%	23.9%	26.2%
VWIV	46.2%	43.9%	48.9%	45.5%	46.6%
Skew 25d	14.4%	-28.7%	104.0%	-28.7%	13.6%
Skew 10d	25.1%	-17.1%	183.2%	-17.1%	24.0%
Call IV 25d	42.6%	33.3%	73.4%	73.4%	39.2%
Put IV 25d	57.1%	37.6%	146.8%	44.7%	52.9%
Bid-Ask Spread %	103.13	94.90	108.06	100.37	108.06
Gamma HHI	0.58	0.44	0.78	0.68	0.54
Net GEX	1.2K	273	1.9K	1.1K	1.9K
Net DEX	-49.4K	-63.6K	-25.0K	-63.6K	-56.3K
Net VEX	-182	-233	-129	-170	-229
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.05	0.00	0.43	0.00	0.00
Total Volume	3.3	0	35	4	0
Total OI	221.5	73	319	312	118

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
2024-03-01	$12.98	$12.50	35.7%	10.2%	80.7%	10.2%	0.0%	-28.7%	23.9%	1.1K	-63.6K	-170	0.00	100.37	N/A	N/A	4	0	280	32
2024-03-04	$12.92	$7.50	48.0%	14.9%	80.7%	23.7%	0.0%	1.0%	-5.4%	1.3K	-61.0K	-180	0.00	94.90	N/A	N/A	0	0	281	32
2024-03-05	$12.58	$7.50	53.9%	14.7%	81.2%	30.1%	0.0%	8.8%	-8.2%	975	-48.2K	-164	0.00	96.41	N/A	N/A	2	0	281	32
2024-03-06	$12.82	$7.50	46.7%	13.4%	80.2%	22.2%	45.5%	-0.0%	5.3%	813	-54.6K	-166	0.00	99.55	N/A	N/A	3	0	279	32
2024-03-07	$12.81	$7.50	49.8%	12.7%	80.1%	25.7%	43.9%	-2.8%	0.7%	936	-54.4K	-166	0.00	103.34	N/A	N/A	1	0	280	32
2024-03-08	$12.72	$7.50	39.8%	11.9%	80.1%	14.7%	0.0%	-5.7%	3.6%	356	-54.1K	-159	0.00	102.61	N/A	N/A	0	0	280	32
2024-03-11	$12.66	$7.50	47.9%	12.9%	77.6%	23.6%	0.0%	-2.2%	1.3%	273	-52.0K	-152	0.00	100.61	N/A	N/A	0	0	280	32
2024-03-12	$12.77	$7.50	97.3%	11.3%	77.4%	77.5%	0.0%	7.3%	6.0%	294	-55.9K	-148	0.00	106.38	N/A	N/A	0	0	280	32
2024-03-13	$13.05	$7.50	47.0%	13.5%	72.7%	22.6%	0.0%	4.0%	0.7%	1.7K	-63.4K	-158	0.00	101.85	N/A	N/A	0	0	280	32
2024-03-14	$12.32	$7.50	50.1%	14.4%	73.8%	25.9%	48.9%	8.2%	23.9%	657	-40.8K	-134	0.43	104.97	N/A	N/A	7	3	280	32
2024-03-15	$12.30	$7.50	43.9%	12.6%	70.4%	19.2%	0.0%	4.6%	6.4%	860	-25.1K	-131	0.00	102.78	N/A	N/A	0	0	287	32
2024-03-18	$12.24	$7.50	44.9%	12.9%	70.4%	20.3%	0.0%	3.1%	4.5%	870	-25.0K	-129	0.00	101.83	N/A	N/A	35	0	69	4
2024-03-19	$12.42	$7.50	39.7%	11.4%	69.4%	14.6%	0.0%	9.8%	11.7%	1.5K	-39.1K	-207	0.00	102.04	N/A	N/A	7	0	103	4
2024-03-20	$12.77	$7.50	54.2%	15.5%	70.4%	30.4%	0.0%	104.0%	-3.7%	1.8K	-49.5K	-225	0.00	107.70	N/A	N/A	0	0	110	4
2024-03-21	$12.98	$7.50	42.9%	12.3%	70.7%	18.1%	0.0%	25.8%	20.3%	1.8K	-52.2K	-233	0.00	105.11	N/A	N/A	0	0	110	4
2024-03-22	$12.66	$7.50	41.6%	11.9%	48.4%	16.7%	0.0%	36.1%	20.0%	1.7K	-47.3K	-222	0.00	107.26	N/A	N/A	0	0	110	4
2024-03-25	$12.92	$7.50	46.6%	13.3%	33.8%	22.1%	46.6%	89.0%	3.3%	1.8K	-50.7K	-227	0.00	104.95	N/A	N/A	4	0	110	4
2024-03-26	$12.61	$7.50	42.5%	12.2%	34.7%	17.6%	0.0%	9.9%	16.3%	1.9K	-48.0K	-219	0.00	106.31	N/A	N/A	0	0	114	4
2024-03-27	$12.68	$7.50	38.1%	10.9%	34.5%	12.8%	0.0%	2.8%	25.2%	1.9K	-47.6K	-215	0.00	105.57	N/A	N/A	0	0	114	4
2024-03-28	$12.94	$7.50	46.1%	13.2%	34.3%	21.6%	0.0%	13.6%	26.2%	1.9K	-56.3K	-229	0.00	108.06	N/A	N/A	0	0	114	4