LASR Options History — July 2024

In July 2024, LASR traded between $10.79 and $13.14. ATM implied volatility averaged 58.3%, placing in the 33.6% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 15.2% (HV 20d: 43.1%). Max pain ranged from $2.50 to $12.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 1.00.

Notable Days

2024-07-09: Highest Volume — 41 contracts
2024-07-09: Largest IV spike — 81.3% change
2024-07-09: Highest IV Rank — 63.5%
2024-07-30: Largest Expected Move — 19.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.88	$10.79	$13.14	$10.93	$12.14
Max Pain	$7.92	$2.50	$12.50	$2.50	$7.50
ATM IV	58.3%	40.9%	91.8%	59.8%	60.5%
Expected Move	15.7%	10.6%	19.3%	17.1%	17.4%
HV 20d	43.1%	31.2%	52.2%	35.2%	51.1%
HV 60d	37.3%	33.3%	41.2%	33.3%	39.7%
IV Rank	33.6%	18.1%	63.5%	34.9%	35.6%
IV Percentile	66.4%	19.4%	97.2%	73.4%	73.4%
Term Structure	-19.1%	-37.3%	0.4%	-26.1%	-21.6%
VWIV	91.2%	40.5%	270.2%	40.5%	270.2%
Skew 25d	-3.0%	-74.9%	30.1%	-11.7%	-1.8%
Skew 10d	10.0%	-44.1%	70.8%	11.1%	3.0%
Call IV 25d	57.3%	37.3%	120.3%	55.5%	66.7%
Put IV 25d	54.3%	41.0%	98.1%	43.8%	65.0%
Bid-Ask Spread %	119.16	110.44	130.86	119.99	123.33
Gamma HHI	0.54	0.34	0.75	0.39	0.68
Net GEX	924	322	1.7K	330	942
Net DEX	-39.6K	-93.2K	-17.0K	-18.4K	-17.0K
Net VEX	-74	-134	-26	-27	-65
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	0.00	10.00	0.00	0.00
Total Volume	7.5	0	41	0	1
Total OI	78.5	50	125	50	88

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
2024-07-01	$10.93	$2.50	59.8%	17.1%	35.2%	34.9%	0.0%	-11.7%	-26.1%	330	-18.4K	-27	0.00	119.99	N/A	N/A	0	0	50	0
2024-07-02	$10.79	$2.50	55.7%	16.0%	34.2%	31.3%	0.0%	-18.7%	-24.2%	353	-19.5K	-41	0.00	119.88	N/A	N/A	0	0	50	0
2024-07-03	$11.09	$2.50	64.2%	18.4%	33.0%	38.9%	0.0%	-74.9%	-34.1%	408	-20.5K	-40	0.00	126.42	N/A	N/A	0	0	50	0
2024-07-05	$11.01	$0.00	68.3%	14.3%	31.2%	42.5%	0.0%	3.7%	-25.9%	322	-18.6K	-26	0.00	130.68	N/A	N/A	0	0	50	0
2024-07-08	$11.38	$0.00	50.6%	10.6%	33.1%	26.8%	40.5%	2.7%	-5.4%	415	-21.2K	-39	0.00	120.62	N/A	N/A	4	0	50	0
2024-07-09	$11.17	$12.50	91.8%	13.0%	33.0%	63.5%	47.8%	-13.5%	-0.9%	479	-22.2K	-44	0.03	127.35	N/A	N/A	40	1	54	0
2024-07-10	$11.02	$10.00	46.1%	13.2%	32.2%	22.8%	0.0%	7.8%	-9.1%	1.3K	-53.8K	-77	0.00	130.86	N/A	N/A	2	0	94	1
2024-07-11	$11.65	$10.00	40.9%	11.7%	38.6%	18.1%	0.0%	1.8%	0.4%	1.3K	-65.8K	-84	0.00	121.24	N/A	N/A	3	0	96	1
2024-07-12	$12.04	$10.00	41.3%	11.8%	39.8%	18.4%	49.7%	3.5%	-15.2%	1.3K	-70.5K	-77	0.00	113.83	N/A	N/A	5	0	96	1
2024-07-15	$12.32	$10.00	48.3%	13.9%	40.1%	24.7%	0.0%	5.6%	-8.4%	1.1K	-74.8K	-73	0.00	114.33	N/A	N/A	7	0	93	1
2024-07-16	$13.14	$10.00	50.5%	14.5%	45.0%	26.6%	0.0%	-8.6%	-12.1%	1.2K	-93.2K	-74	0.00	112.24	N/A	N/A	0	0	100	1
2024-07-17	$13.00	$10.00	61.1%	17.5%	45.2%	36.1%	0.0%	-2.2%	-18.4%	1.2K	-89.6K	-70	0.00	115.90	N/A	N/A	38	0	100	1
2024-07-18	$12.24	$10.00	54.6%	15.7%	50.6%	30.3%	78.9%	9.6%	-10.8%	1.7K	-84.2K	-134	0.00	112.73	N/A	N/A	41	0	124	1
2024-07-19	$11.91	$0.00	60.8%	17.4%	51.5%	35.8%	0.0%	30.1%	-23.1%	939	-35.3K	-102	0.00	110.44	N/A	N/A	0	0	83	1
2024-07-22	$12.23	$0.00	49.3%	14.1%	52.2%	25.6%	60.2%	0.5%	-17.0%	1.0K	-25.7K	-103	10.00	114.38	N/A	N/A	1	10	67	1
2024-07-23	$12.61	$7.50	67.0%	19.2%	49.0%	41.4%	0.0%	8.5%	-33.3%	1.2K	-26.2K	-100	0.00	111.76	N/A	N/A	0	0	68	11
2024-07-24	$12.12	$7.50	57.3%	16.4%	50.5%	32.7%	0.0%	-3.5%	-24.1%	996	-21.2K	-87	0.00	119.89	N/A	N/A	0	0	68	11
2024-07-25	$12.18	$7.50	61.3%	17.6%	50.5%	36.2%	0.0%	0.9%	-23.9%	1.0K	-23.7K	-92	0.00	122.94	N/A	N/A	0	0	68	11
2024-07-26	$12.25	$7.50	62.9%	18.0%	50.5%	37.7%	0.0%	5.4%	-23.8%	1.1K	-25.2K	-97	0.00	111.62	N/A	N/A	0	0	68	11
2024-07-29	$12.25	$7.50	63.6%	18.2%	50.1%	38.3%	0.0%	0.8%	-25.8%	1.0K	-25.6K	-98	0.00	119.30	N/A	N/A	2	0	68	11
2024-07-30	$11.89	$7.50	67.4%	19.3%	51.2%	41.8%	270.2%	-11.0%	-37.3%	886	-18.1K	-73	0.00	121.73	N/A	N/A	0	10	67	11
2024-07-31	$12.14	$7.50	60.5%	17.4%	51.1%	35.6%	0.0%	-1.8%	-21.6%	942	-17.0K	-65	0.00	123.33	N/A	N/A	0	1	67	21