LASR Options History — September 2024

In September 2024, LASR traded between $10.43 and $11.18. ATM implied volatility averaged 65.8%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded above realized volatility by 28.4% (HV 20d: 37.4%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.03.

Notable Days

2024-09-20: Highest Volume — 32 contracts
2024-09-11: Largest IV drop — 46.8% change
2024-09-10: Highest IV Rank — 25.1%
2024-09-03: Largest Expected Move — 26.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.71	$10.43	$11.18	$11.05	$10.69
Max Pain	$9.75	$7.50	$10.00	$7.50	$10.00
ATM IV	65.8%	49.8%	95.3%	92.8%	59.5%
Expected Move	17.0%	13.0%	26.6%	26.6%	17.1%
HV 20d	37.4%	35.1%	40.6%	38.3%	36.4%
HV 60d	44.6%	43.8%	45.5%	45.0%	44.1%
IV Rank	15.2%	9.8%	25.1%	24.3%	13.1%
IV Percentile	74.7%	51.6%	94.8%	94.4%	71.8%
Term Structure	-12.1%	-62.1%	10.4%	-62.1%	-17.0%
Skew 25d	0.6%	-64.3%	30.6%	19.4%	-64.3%
Skew 10d	15.1%	-53.7%	82.5%	82.5%	-43.6%
Call IV 25d	62.6%	40.5%	111.9%	54.1%	111.9%
Put IV 25d	63.2%	43.5%	86.2%	73.5%	47.5%
Bid-Ask Spread %	123.32	111.54	138.62	123.91	113.23
Gamma HHI	0.53	0.37	0.71	0.38	0.67
Net GEX	1.7K	590	2.5K	2.5K	724
Net DEX	-44.5K	-67.7K	-18.9K	-63.6K	-21.0K
Net VEX	-77	-121	-46	-116	-46
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.03	0.00	0.17	0.00	0.00
Total Volume	2.55	0	32	0	3
Total OI	136.6	43	181	172	43

Daily Data (20 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
2024-09-03	$11.05	$7.50	92.8%	26.6%	38.3%	24.3%	0.0%	19.4%	-62.1%	2.5K	-63.6K	-116	0.00	123.91	N/A	N/A	0	0	171	1
2024-09-04	$11.18	$7.50	89.8%	25.7%	38.3%	23.3%	0.0%	30.6%	-35.1%	2.5K	-67.7K	-121	0.00	120.41	N/A	N/A	0	0	171	1
2024-09-05	$10.98	$10.00	86.9%	14.7%	39.0%	22.3%	0.0%	2.3%	8.4%	2.4K	-63.6K	-121	0.00	138.62	N/A	N/A	0	0	171	1
2024-09-06	$10.57	$10.00	81.4%	14.8%	40.6%	20.5%	0.0%	-1.3%	-4.1%	2.2K	-48.9K	-94	0.00	130.52	N/A	N/A	3	0	171	1
2024-09-09	$10.50	$10.00	72.6%	13.0%	40.0%	17.5%	0.0%	-10.3%	-10.3%	2.3K	-44.6K	-80	0.00	131.73	N/A	N/A	0	0	174	1
2024-09-10	$10.48	$10.00	95.3%	16.8%	40.0%	25.1%	0.0%	5.9%	-2.7%	2.2K	-47.7K	-95	0.00	128.70	N/A	N/A	0	0	174	1
2024-09-11	$10.63	$10.00	50.7%	14.5%	37.8%	10.1%	0.0%	22.9%	1.5%	2.3K	-49.6K	-84	0.00	126.40	N/A	N/A	5	0	174	1
2024-09-12	$10.64	$10.00	58.4%	16.7%	37.8%	12.7%	0.0%	23.6%	-7.2%	2.3K	-56.3K	-109	0.00	121.46	N/A	N/A	0	0	179	1
2024-09-13	$10.86	$10.00	62.9%	18.0%	38.0%	14.2%	0.0%	3.0%	-14.0%	2.5K	-63.3K	-104	0.00	126.61	N/A	N/A	0	0	179	1
2024-09-16	$10.71	$10.00	49.8%	14.3%	36.8%	9.8%	0.0%	7.5%	-11.4%	2.4K	-52.3K	-75	0.00	126.69	N/A	N/A	0	0	179	1
2024-09-17	$10.64	$10.00	60.8%	17.4%	36.6%	13.5%	0.0%	18.2%	-9.4%	2.1K	-49.0K	-65	0.00	125.86	N/A	N/A	0	0	179	1
2024-09-18	$10.62	$10.00	53.1%	15.2%	36.5%	10.9%	0.0%	18.7%	-13.4%	2.4K	-49.1K	-65	0.00	126.51	N/A	N/A	0	0	179	1
2024-09-19	$10.88	$10.00	55.5%	15.9%	36.8%	11.7%	0.0%	1.1%	6.9%	679	-57.4K	-53	0.17	120.00	N/A	N/A	6	1	179	1
2024-09-20	$10.75	$10.00	51.8%	14.9%	35.1%	10.5%	0.0%	-26.7%	-10.4%	692	-56.1K	-54	0.00	120.78	N/A	N/A	0	32	179	2
2024-09-23	$10.48	$10.00	53.1%	15.2%	35.4%	10.9%	0.0%	-0.8%	-15.0%	738	-19.4K	-51	0.00	115.85	N/A	N/A	1	0	42	1
2024-09-24	$10.51	$10.00	68.3%	19.6%	35.5%	16.0%	0.0%	7.2%	-22.9%	590	-19.5K	-53	0.00	117.71	N/A	N/A	0	0	42	1
2024-09-25	$10.43	$10.00	55.7%	16.0%	35.5%	11.8%	0.0%	-1.4%	-15.7%	734	-18.9K	-49	0.00	115.28	N/A	N/A	0	0	42	1
2024-09-26	$10.73	$10.00	57.4%	16.4%	37.4%	12.4%	0.0%	-10.9%	10.4%	679	-21.3K	-50	0.00	124.59	N/A	N/A	0	0	42	1
2024-09-27	$10.80	$10.00	60.7%	17.4%	36.4%	13.5%	0.0%	-33.0%	-19.0%	670	-21.8K	-49	0.00	111.54	N/A	N/A	0	0	42	1
2024-09-30	$10.69	$10.00	59.5%	17.1%	36.4%	13.1%	0.0%	-64.3%	-17.0%	724	-21.0K	-46	0.00	113.23	N/A	N/A	3	0	42	1