LASR Options History — May 2024

In May 2024, LASR traded between $11.45 and $13.38. ATM implied volatility averaged 53.8%, placing in the 30.8% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 20.2% (HV 20d: 33.6%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.38.

Notable Days

2024-05-02: Highest Volume — 10 contracts
2024-05-09: Largest IV spike — 144.7% change
2024-05-14: Highest IV Rank — 100.0%
2024-05-01: Largest Expected Move — 22.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.90	$11.45	$13.38	$11.45	$13.07
Max Pain	$10.11	$10.00	$12.50	$10.00	$10.00
ATM IV	53.8%	20.6%	132.8%	77.1%	51.2%
Expected Move	13.0%	7.0%	22.1%	22.1%	14.7%
HV 20d	33.6%	29.0%	38.7%	33.3%	32.3%
HV 60d	45.0%	33.6%	54.9%	53.7%	33.6%
IV Rank	30.8%	0.0%	100.0%	55.5%	27.3%
IV Percentile	45.2%	0.0%	100.0%	93.3%	52.8%
Term Structure	-11.1%	-44.5%	25.1%	-44.5%	-18.9%
VWIV	46.6%	32.8%	83.3%	59.5%	38.4%
Skew 25d	-2.9%	-68.1%	36.0%	-5.5%	3.9%
Skew 10d	-0.9%	-184.4%	44.2%	26.9%	19.8%
Call IV 25d	47.5%	20.3%	124.0%	70.1%	45.6%
Put IV 25d	44.5%	23.8%	68.0%	64.6%	49.5%
Bid-Ask Spread %	114.00	102.00	133.92	105.00	118.58
Gamma HHI	0.61	0.47	0.69	0.52	0.65
Net GEX	2.5K	1.3K	3.2K	1.3K	2.5K
Net DEX	-53.6K	-67.8K	-29.5K	-29.5K	-50.9K
Net VEX	-168	-216	-141	-147	-141
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.38	0.00	2.00	0.25	0.00
Total Volume	2.318	0	10	0	0
Total OI	130.091	121	136	121	128

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
2024-05-01	$11.45	$10.00	77.1%	22.1%	33.3%	55.5%	0.0%	-5.5%	-44.5%	1.3K	-29.5K	-147	0.00	105.00	N/A	N/A	0	0	118	3
2024-05-02	$11.53	$10.00	55.3%	15.9%	29.0%	31.7%	59.5%	-40.7%	-13.8%	1.4K	-32.6K	-154	0.25	106.29	N/A	N/A	8	2	118	3
2024-05-03	$12.21	$10.00	50.8%	14.6%	36.0%	26.8%	39.3%	-68.1%	-22.2%	2.1K	-37.1K	-147	0.40	118.02	N/A	N/A	5	2	126	5
2024-05-06	$12.64	$10.00	48.7%	15.3%	38.0%	24.4%	0.0%	20.6%	-5.0%	2.7K	-67.8K	-216	0.00	110.08	N/A	N/A	0	0	131	5
2024-05-07	$12.84	$10.00	20.6%	8.1%	38.1%	0.0%	0.0%	36.0%	25.1%	3.2K	-56.6K	-177	0.00	109.39	N/A	N/A	0	0	131	5
2024-05-08	$12.84	$10.00	23.5%	7.0%	36.3%	3.0%	0.0%	6.8%	1.2%	2.9K	-50.7K	-141	0.00	119.57	N/A	N/A	7	0	131	5
2024-05-09	$13.38	$10.00	57.4%	8.1%	38.7%	37.9%	32.8%	-11.3%	13.8%	3.1K	-67.0K	-193	0.00	106.70	N/A	N/A	8	0	128	5
2024-05-10	$13.30	$10.00	53.4%	8.2%	36.8%	33.8%	36.6%	6.7%	3.0%	2.9K	-62.4K	-183	0.00	107.66	N/A	N/A	0	2	126	5
2024-05-13	$13.32	$12.50	105.8%	15.6%	35.4%	87.6%	83.3%	4.7%	-29.5%	2.6K	-67.6K	-207	0.00	103.23	N/A	N/A	9	0	126	7
2024-05-14	$13.06	$10.00	132.8%	10.3%	36.8%	100.0%	36.0%	16.4%	10.2%	2.5K	-52.9K	-171	2.00	103.36	N/A	N/A	1	2	126	7
2024-05-15	$13.29	$10.00	29.4%	8.4%	36.2%	7.8%	0.0%	5.2%	2.1%	2.8K	-56.8K	-157	0.00	102.00	N/A	N/A	0	0	126	7
2024-05-16	$13.16	$10.00	45.1%	12.9%	30.4%	21.9%	0.0%	-2.5%	4.6%	2.6K	-59.8K	-187	0.00	118.31	N/A	N/A	0	0	126	7
2024-05-17	$13.11	$10.00	44.4%	12.7%	30.7%	21.2%	0.0%	-28.8%	-24.5%	2.5K	-60.1K	-180	0.00	117.82	N/A	N/A	0	0	126	7
2024-05-20	$13.26	$10.00	48.2%	13.8%	30.6%	24.6%	0.0%	5.9%	-28.5%	2.6K	-58.2K	-177	0.00	119.73	N/A	N/A	0	0	122	6
2024-05-21	$13.23	$10.00	46.6%	13.3%	30.8%	23.1%	0.0%	0.2%	-29.7%	2.6K	-56.4K	-168	0.00	118.83	N/A	N/A	0	0	122	6
2024-05-22	$13.03	$10.00	48.3%	13.8%	31.9%	24.7%	0.0%	-4.1%	-14.6%	2.4K	-52.6K	-165	0.00	119.00	N/A	N/A	0	0	122	6
2024-05-23	$12.94	$10.00	55.8%	16.0%	32.0%	31.4%	0.0%	-15.0%	-29.2%	2.1K	-57.2K	-187	0.00	133.92	N/A	N/A	0	0	122	6
2024-05-24	$13.14	$10.00	47.6%	13.6%	31.1%	24.1%	38.4%	10.4%	-17.9%	2.6K	-53.7K	-161	0.00	122.44	N/A	N/A	5	0	122	6
2024-05-28	$13.05	$10.00	39.7%	11.4%	31.3%	17.0%	0.0%	0.9%	8.9%	2.4K	-49.4K	-146	0.00	111.33	N/A	N/A	0	0	122	6
2024-05-29	$12.89	$10.00	50.8%	14.6%	31.4%	26.9%	0.0%	-5.8%	-17.7%	2.3K	-47.2K	-143	0.00	117.97	N/A	N/A	0	0	122	6
2024-05-30	$13.17	$10.00	50.5%	14.5%	31.8%	26.7%	0.0%	-0.9%	-17.1%	2.6K	-53.2K	-143	0.00	118.82	N/A	N/A	0	0	122	6
2024-05-31	$13.07	$10.00	51.2%	14.7%	32.3%	27.3%	0.0%	3.9%	-18.9%	2.5K	-50.9K	-141	0.00	118.58	N/A	N/A	0	0	122	6