LASR Options History — August 2024

In August 2024, LASR traded between $10.57 and $11.96. ATM implied volatility averaged 93.7%, placing in the 26.2% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 44.0% (HV 20d: 49.7%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.02.

Notable Days

2024-08-01: Highest Volume — 60 contracts
2024-08-02: Largest IV spike — 283.0% change
2024-08-02: Highest IV Rank — 100.0%
2024-08-02: Largest Expected Move — 91.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.29	$10.57	$11.96	$11.07	$11.89
Max Pain	$7.61	$7.50	$10.00	$7.50	$7.50
ATM IV	93.7%	28.7%	318.0%	83.0%	37.3%
Expected Move	21.1%	8.2%	91.2%	23.8%	10.7%
HV 20d	49.7%	29.2%	61.1%	61.1%	29.2%
HV 60d	43.6%	42.5%	44.7%	43.3%	42.8%
IV Rank	26.2%	2.7%	100.0%	55.7%	5.6%
IV Percentile	60.6%	1.6%	100.0%	96.4%	9.9%
Term Structure	0.6%	-134.8%	108.4%	-51.3%	-3.1%
VWIV	51.2%	26.7%	89.4%	61.1%	36.2%
Skew 25d	21.0%	-0.6%	155.8%	-0.6%	4.2%
Skew 10d	19.1%	-9.0%	120.9%	14.2%	-3.8%
Call IV 25d	61.3%	29.5%	191.9%	66.3%	43.6%
Put IV 25d	82.4%	39.9%	347.7%	65.7%	47.8%
Bid-Ask Spread %	127.36	95.18	147.48	95.18	119.12
Gamma HHI	0.46	0.36	0.65	0.51	0.59
Net GEX	2.1K	560	3.1K	560	3.1K
Net DEX	-57.0K	-91.9K	-11.6K	-11.6K	-83.1K
Net VEX	-128	-207	-63	-63	-101
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.02	0.00	0.17	0.03	0.00
Total Volume	6.909	0	60	60	0
Total OI	156.591	89	179	89	172

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
2024-08-01	$11.07	$7.50	83.0%	23.8%	61.1%	55.7%	61.1%	-0.6%	-51.3%	560	-11.6K	-63	0.03	95.18	N/A	N/A	58	2	67	22
2024-08-02	$10.98	$10.00	318.0%	91.2%	61.1%	100.0%	0.0%	155.8%	-134.8%	839	-58.7K	-207	0.00	133.15	N/A	N/A	0	0	125	24
2024-08-05	$10.64	$7.50	144.2%	24.3%	60.7%	41.5%	0.0%	36.1%	21.9%	1.2K	-36.0K	-151	0.00	134.60	N/A	N/A	3	0	125	24
2024-08-06	$10.57	$7.50	148.1%	33.2%	60.5%	42.9%	0.0%	33.1%	-28.1%	1.2K	-33.6K	-147	0.00	147.48	N/A	N/A	0	0	125	24
2024-08-07	$10.62	$7.50	109.0%	22.3%	60.4%	29.7%	0.0%	0.7%	-21.0%	1.3K	-32.7K	-138	0.00	144.58	N/A	N/A	0	0	125	24
2024-08-08	$10.86	$7.50	155.1%	33.4%	57.3%	45.2%	0.0%	37.5%	-33.5%	1.4K	-37.9K	-147	0.00	146.70	N/A	N/A	0	0	125	24
2024-08-09	$10.64	$7.50	125.6%	15.5%	55.9%	35.3%	0.0%	2.9%	28.3%	1.4K	-24.7K	-111	0.00	141.92	N/A	N/A	0	0	125	24
2024-08-12	$10.67	$7.50	228.9%	31.4%	54.9%	70.0%	0.0%	42.4%	-9.9%	1.2K	-39.3K	-142	0.00	146.05	N/A	N/A	0	0	125	23
2024-08-13	$11.08	$7.50	163.7%	20.2%	51.0%	48.1%	0.0%	17.7%	-17.8%	1.6K	-37.1K	-128	0.00	138.94	N/A	N/A	0	0	125	23
2024-08-14	$11.09	$7.50	70.5%	20.2%	51.1%	16.8%	58.8%	9.8%	28.8%	1.5K	-37.4K	-130	0.00	144.70	N/A	N/A	20	0	125	24
2024-08-15	$11.29	$7.50	55.0%	15.8%	47.9%	11.6%	35.0%	5.8%	108.4%	2.2K	-43.5K	-102	0.17	120.94	N/A	N/A	12	2	145	24
2024-08-16	$11.58	$7.50	44.9%	12.9%	48.2%	8.2%	0.0%	18.8%	96.2%	2.5K	-62.5K	-134	0.00	122.58	N/A	N/A	0	10	155	24
2024-08-19	$11.67	$7.50	48.0%	13.8%	47.2%	9.2%	0.0%	4.3%	-4.2%	2.6K	-63.8K	-121	0.00	122.89	N/A	N/A	20	0	146	1
2024-08-20	$11.71	$7.50	51.5%	14.8%	45.6%	10.4%	0.0%	19.3%	2.9%	2.8K	-87.0K	-154	0.00	120.87	N/A	N/A	0	0	166	1
2024-08-21	$11.96	$7.50	47.0%	13.5%	44.4%	8.9%	0.0%	22.9%	5.2%	3.0K	-91.9K	-149	0.00	121.28	N/A	N/A	0	0	166	1
2024-08-22	$11.55	$7.50	46.3%	13.3%	45.9%	8.6%	0.0%	11.3%	6.7%	2.7K	-78.2K	-148	0.00	122.35	N/A	N/A	0	0	166	1
2024-08-23	$11.70	$7.50	28.7%	8.2%	46.2%	2.7%	26.7%	10.4%	11.3%	2.9K	-79.2K	-98	0.00	118.29	N/A	N/A	4	0	166	1
2024-08-26	$11.67	$7.50	45.4%	13.0%	46.2%	8.3%	0.0%	16.4%	-1.1%	2.9K	-80.4K	-111	0.00	120.28	N/A	N/A	8	0	166	1
2024-08-27	$11.63	$7.50	35.0%	10.0%	45.0%	4.8%	89.4%	5.8%	8.7%	2.9K	-78.7K	-117	0.00	119.14	N/A	N/A	10	0	174	1
2024-08-28	$11.66	$7.50	41.3%	11.9%	44.3%	7.0%	0.0%	0.3%	-5.3%	2.9K	-76.2K	-115	0.00	104.56	N/A	N/A	0	0	169	1
2024-08-29	$11.91	$7.50	34.7%	9.9%	29.5%	4.7%	36.2%	7.7%	5.1%	3.1K	-81.1K	-98	0.00	116.22	N/A	N/A	3	0	169	1
2024-08-30	$11.89	$7.50	37.3%	10.7%	29.2%	5.6%	0.0%	4.2%	-3.1%	3.1K	-83.1K	-101	0.00	119.12	N/A	N/A	0	0	171	1