LASR Options History — June 2024

In June 2024, LASR traded between $11.09 and $12.66. ATM implied volatility averaged 45.0%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 12.6% (HV 20d: 32.5%). Max pain ranged from $2.50 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.44.

Notable Days

2024-06-20: Highest Volume — 10 contracts
2024-06-07: Largest IV spike — 90.5% change
2024-06-07: Highest IV Rank — 46.3%
2024-06-24: Largest Expected Move — 17.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.85	$11.09	$12.66	$12.66	$11.09
Max Pain	$3.68	$2.50	$10.00	$10.00	$2.50
ATM IV	45.0%	32.7%	72.5%	55.0%	46.9%
Expected Move	12.0%	9.1%	17.7%	15.8%	13.4%
HV 20d	32.5%	28.9%	36.7%	28.9%	35.2%
HV 60d	34.9%	33.7%	36.3%	34.2%	34.7%
IV Rank	21.8%	10.8%	46.3%	30.6%	23.4%
IV Percentile	30.9%	3.2%	90.1%	61.5%	41.7%
Term Structure	1.4%	-25.2%	83.8%	-22.0%	1.1%
VWIV	43.0%	43.0%	43.0%	43.0%	43.0%
Skew 25d	-2.2%	-23.8%	25.4%	25.4%	-6.3%
Skew 10d	1.6%	-40.8%	67.5%	67.5%	4.5%
Call IV 25d	46.4%	36.9%	67.7%	56.9%	45.5%
Put IV 25d	44.1%	34.6%	82.3%	82.3%	39.2%
Bid-Ask Spread %	120.17	110.94	128.88	118.71	128.88
Gamma HHI	0.46	0.39	0.57	0.57	0.43
Net GEX	1.1K	378	2.0K	2.0K	385
Net DEX	-31.0K	-41.7K	-20.3K	-41.7K	-20.8K
Net VEX	-68	-125	-38	-125	-43
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.44	0.00	1.50	0.00	0.00
Total Volume	1.105	0	10	0	0
Total OI	115	49	156	128	50

Daily Data (19 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
2024-06-03	$12.66	$10.00	55.0%	15.8%	28.9%	30.6%	0.0%	25.4%	-22.0%	2.0K	-41.7K	-125	0.00	118.71	N/A	N/A	0	0	122	6
2024-06-04	$12.07	$10.00	47.9%	13.7%	31.2%	24.3%	0.0%	1.5%	-8.1%	1.4K	-26.0K	-84	0.00	117.73	N/A	N/A	0	0	122	6
2024-06-05	$12.37	$10.00	45.7%	13.1%	32.0%	22.4%	0.0%	-0.4%	-12.4%	1.6K	-29.8K	-86	0.00	118.30	N/A	N/A	0	0	122	6
2024-06-06	$12.05	$2.50	38.1%	10.8%	33.2%	15.6%	0.0%	-6.7%	-7.2%	1.2K	-36.4K	-84	0.00	119.75	N/A	N/A	0	0	132	6
2024-06-07	$11.81	$2.50	72.5%	9.1%	29.2%	46.3%	0.0%	-3.0%	0.3%	1.5K	-39.5K	-100	0.00	110.94	N/A	N/A	0	0	132	6
2024-06-10	$12.03	$2.50	51.9%	10.4%	30.5%	27.9%	0.0%	-4.5%	-5.5%	1.3K	-35.1K	-66	0.00	117.83	N/A	N/A	0	0	132	6
2024-06-11	$12.02	$2.50	40.1%	10.4%	30.4%	17.4%	0.0%	-23.8%	-4.3%	1.2K	-33.6K	-68	0.00	118.90	N/A	N/A	1	0	132	6
2024-06-12	$12.27	$2.50	37.4%	10.7%	31.2%	14.9%	0.0%	2.1%	-7.4%	1.4K	-40.0K	-78	0.00	120.44	N/A	N/A	0	0	133	6
2024-06-13	$12.05	$2.50	33.8%	9.7%	30.6%	11.8%	0.0%	-0.6%	-0.5%	1.3K	-36.5K	-72	0.00	117.14	N/A	N/A	0	0	133	6
2024-06-14	$11.79	$2.50	36.5%	10.5%	31.2%	14.2%	0.0%	-6.6%	-4.3%	1.1K	-33.1K	-72	0.00	119.43	N/A	N/A	0	0	133	6
2024-06-17	$11.96	$2.50	34.9%	10.0%	32.0%	12.7%	0.0%	-5.3%	-3.2%	1.2K	-30.9K	-59	0.25	118.44	N/A	N/A	4	1	133	6
2024-06-18	$12.03	$2.50	39.1%	11.2%	31.7%	16.5%	0.0%	-11.7%	-9.0%	1.3K	-34.1K	-66	0.00	116.61	N/A	N/A	0	4	137	5
2024-06-20	$11.89	$2.50	32.7%	9.4%	31.7%	10.8%	43.0%	-0.7%	83.8%	1.4K	-37.9K	-63	1.50	119.91	N/A	N/A	4	6	137	9
2024-06-21	$12.02	$2.50	36.4%	10.4%	32.0%	14.1%	0.0%	0.8%	-4.5%	515	-26.7K	-54	0.00	121.31	N/A	N/A	0	0	141	15
2024-06-24	$11.39	$2.50	61.8%	17.7%	36.6%	36.8%	0.0%	1.1%	31.8%	431	-24.5K	-59	0.00	119.54	N/A	N/A	1	0	49	0
2024-06-25	$11.13	$2.50	42.1%	12.1%	36.1%	19.2%	0.0%	0.4%	10.5%	378	-20.3K	-38	0.00	128.16	N/A	N/A	0	0	50	0
2024-06-26	$11.18	$2.50	60.5%	17.3%	36.4%	35.6%	0.0%	-0.5%	-25.2%	397	-21.0K	-42	0.00	126.53	N/A	N/A	0	0	50	0
2024-06-27	$11.25	$2.50	42.4%	12.1%	36.7%	19.4%	0.0%	-3.6%	12.9%	399	-21.3K	-42	0.00	124.58	N/A	N/A	0	0	50	0
2024-06-28	$11.09	$2.50	46.9%	13.4%	35.2%	23.4%	0.0%	-6.3%	1.1%	385	-20.8K	-43	0.00	128.88	N/A	N/A	0	0	50	0