LASR Options History — April 2024

In April 2024, LASR traded between $10.77 and $12.99. ATM implied volatility averaged 57.9%, placing in the 34.5% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded above realized volatility by 22.0% (HV 20d: 35.9%). Max pain ranged from $7.50 to $15.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.33.

Notable Days

2024-04-01: Highest Volume — 12 contracts
2024-04-09: Largest IV spike — 52.5% change
2024-04-25: Highest IV Rank — 52.2%
2024-04-25: Largest Expected Move — 21.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.71	$10.77	$12.99	$12.77	$11.43
Max Pain	$11.70	$7.50	$15.00	$7.50	$10.00
ATM IV	57.9%	40.1%	74.2%	71.7%	65.0%
Expected Move	17.1%	12.5%	21.3%	20.6%	18.6%
HV 20d	35.9%	33.6%	39.7%	33.6%	35.7%
HV 60d	53.0%	51.4%	53.7%	51.4%	53.7%
IV Rank	34.5%	15.1%	52.2%	49.6%	42.3%
IV Percentile	61.2%	12.7%	90.9%	89.7%	81.7%
Term Structure	-5.0%	-30.2%	17.4%	-26.2%	2.3%
VWIV	68.2%	68.2%	68.2%	68.2%	68.2%
Skew 25d	6.0%	-21.6%	38.1%	9.8%	-21.6%
Skew 10d	17.9%	-60.5%	84.6%	14.1%	-6.1%
Call IV 25d	59.3%	40.4%	106.3%	48.9%	106.3%
Put IV 25d	65.3%	45.7%	88.5%	58.7%	84.8%
Bid-Ask Spread %	103.62	95.14	113.99	113.99	107.85
Gamma HHI	0.53	0.48	0.61	0.55	0.54
Net GEX	1.6K	1.0K	2.3K	1.9K	1.4K
Net DEX	-36.5K	-60.7K	-21.4K	-53.6K	-30.1K
Net VEX	-186	-264	-131	-213	-150
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.00	2.00	0.00	0.00
Total Volume	1.318	0	12	12	0
Total OI	129.864	118	141	118	121

Daily Data (22 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
2024-04-01	$12.77	$7.50	71.7%	20.6%	33.6%	49.6%	0.0%	9.8%	-26.2%	1.9K	-53.6K	-213	0.00	113.99	N/A	N/A	12	0	114	4
2024-04-02	$12.60	$7.50	43.6%	12.5%	33.9%	18.9%	0.0%	4.3%	17.0%	2.1K	-56.7K	-250	0.00	108.72	N/A	N/A	5	0	125	4
2024-04-03	$12.99	$7.50	46.4%	13.3%	34.3%	21.9%	0.0%	3.2%	6.2%	2.3K	-60.7K	-264	0.00	113.08	N/A	N/A	0	0	128	4
2024-04-04	$12.34	$15.00	48.1%	16.2%	38.4%	23.8%	0.0%	6.7%	-3.8%	2.0K	-49.0K	-240	0.00	98.37	N/A	N/A	0	0	128	4
2024-04-05	$12.46	$15.00	43.2%	16.8%	38.6%	18.4%	0.0%	9.4%	-3.6%	2.2K	-52.5K	-241	0.00	96.46	N/A	N/A	0	0	128	4
2024-04-08	$12.38	$15.00	40.1%	15.4%	38.6%	15.1%	0.0%	3.8%	-3.7%	2.2K	-48.3K	-231	0.00	95.53	N/A	N/A	0	0	128	4
2024-04-09	$12.24	$15.00	61.2%	16.8%	38.8%	38.1%	0.0%	5.7%	-9.0%	2.0K	-46.0K	-229	0.00	97.25	N/A	N/A	1	0	128	6
2024-04-10	$11.90	$15.00	59.8%	17.2%	39.7%	36.6%	0.0%	14.5%	-10.4%	1.8K	-34.7K	-201	2.00	101.35	N/A	N/A	1	2	129	6
2024-04-11	$11.93	$15.00	54.8%	15.7%	38.6%	31.1%	0.0%	1.9%	-6.6%	1.9K	-37.7K	-204	0.00	95.14	N/A	N/A	0	0	130	4
2024-04-12	$11.59	$15.00	47.7%	13.7%	34.5%	23.3%	0.0%	19.5%	17.4%	1.7K	-35.9K	-199	0.00	105.05	N/A	N/A	0	0	134	4
2024-04-15	$11.36	$15.00	51.5%	14.8%	35.0%	27.5%	0.0%	26.9%	-2.7%	1.5K	-33.5K	-185	0.00	101.98	N/A	N/A	0	0	134	4
2024-04-16	$11.45	$15.00	60.8%	17.4%	35.3%	37.6%	68.2%	11.6%	-28.0%	1.3K	-30.1K	-177	0.00	95.60	N/A	N/A	6	0	134	4
2024-04-17	$11.30	$10.00	52.8%	15.1%	34.8%	28.9%	0.0%	-3.2%	7.8%	1.3K	-31.4K	-176	0.00	108.10	N/A	N/A	0	0	137	4
2024-04-18	$10.77	$10.00	57.6%	16.5%	35.8%	34.2%	0.0%	-16.0%	-19.9%	1.0K	-21.4K	-135	0.00	109.05	N/A	N/A	0	0	137	4
2024-04-19	$10.79	$10.00	66.3%	19.0%	34.8%	43.7%	0.0%	13.9%	-8.8%	1.0K	-21.8K	-133	0.00	102.83	N/A	N/A	0	0	137	4
2024-04-22	$10.82	$10.00	66.9%	19.2%	34.5%	44.4%	0.0%	20.3%	-3.8%	1.1K	-22.9K	-141	0.00	103.70	N/A	N/A	0	0	117	3
2024-04-23	$11.00	$10.00	69.0%	19.8%	34.1%	46.6%	0.0%	-7.8%	7.0%	1.2K	-25.8K	-149	0.00	106.56	N/A	N/A	0	0	117	3
2024-04-24	$11.02	$10.00	73.9%	21.2%	33.7%	52.0%	0.0%	29.9%	-17.8%	1.1K	-22.5K	-131	0.00	102.68	N/A	N/A	0	0	117	3
2024-04-25	$11.25	$10.00	74.2%	21.3%	34.9%	52.2%	0.0%	-19.8%	-30.2%	1.2K	-24.9K	-136	0.00	103.43	N/A	N/A	0	0	117	3
2024-04-26	$11.58	$10.00	55.5%	15.9%	35.9%	31.8%	0.0%	38.1%	5.6%	1.4K	-32.4K	-161	0.00	105.34	N/A	N/A	2	0	117	3
2024-04-29	$11.56	$10.00	63.6%	18.2%	35.8%	40.8%	0.0%	-19.0%	1.5%	1.4K	-31.7K	-155	0.00	107.50	N/A	N/A	0	0	118	3
2024-04-30	$11.43	$10.00	65.0%	18.6%	35.7%	42.3%	0.0%	-21.6%	2.3%	1.4K	-30.1K	-150	0.00	107.85	N/A	N/A	0	0	118	3