LASR Options History — October 2024

In October 2024, LASR traded between $10.32 and $13.28. ATM implied volatility averaged 81.3%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 38.5% (HV 20d: 42.8%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.32.

Notable Days

2024-10-28: Highest Volume — 134 contracts
2024-10-16: Largest IV spike — 125.5% change
2024-10-08: Highest IV Rank — 35.9%
2024-10-21: Largest Expected Move — 31.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.29	$10.32	$13.28	$10.32	$12.55
Max Pain	$12.08	$10.00	$12.50	$10.00	$12.50
ATM IV	81.3%	34.8%	127.4%	58.2%	86.1%
Expected Move	21.7%	10.0%	31.2%	16.7%	24.7%
HV 20d	42.8%	27.7%	96.1%	28.7%	96.1%
HV 60d	43.7%	33.7%	61.5%	44.1%	61.5%
IV Rank	20.4%	4.8%	35.9%	12.6%	22.0%
IV Percentile	80.6%	4.8%	97.2%	69.8%	90.5%
Term Structure	-38.0%	-108.7%	14.7%	-10.1%	-43.1%
VWIV	75.4%	31.6%	96.5%	31.6%	96.5%
Skew 25d	-13.1%	-51.6%	21.9%	-9.4%	-0.1%
Skew 10d	6.6%	-82.5%	64.5%	17.6%	12.1%
Call IV 25d	78.3%	31.7%	154.4%	69.6%	86.0%
Put IV 25d	65.2%	37.6%	102.8%	60.2%	85.9%
Bid-Ask Spread %	118.73	97.42	134.67	120.63	111.19
Gamma HHI	0.62	0.45	0.76	0.76	0.46
Net GEX	839	505	2.2K	818	1.9K
Net DEX	-32.6K	-83.8K	-12.2K	-19.6K	-63.0K
Net VEX	-96	-307	-50	-53	-304
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.32	0.00	2.00	1.00	0.41
Total Volume	16.783	0	134	0	69
Total OI	71.217	44	214	46	214

Daily Data (23 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
2024-10-01	$10.32	$10.00	58.2%	16.7%	28.7%	12.6%	0.0%	-9.4%	-10.1%	818	-19.6K	-53	0.00	120.63	N/A	N/A	0	0	45	1
2024-10-02	$10.50	$10.00	57.2%	16.4%	29.2%	12.3%	0.0%	-1.5%	-5.6%	836	-21.8K	-53	0.00	120.44	N/A	N/A	0	0	45	1
2024-10-03	$10.71	$0.00	80.5%	13.6%	29.7%	20.1%	0.0%	-9.6%	-2.5%	751	-23.3K	-50	0.00	108.69	N/A	N/A	0	0	45	1
2024-10-04	$10.99	$0.00	82.0%	18.6%	27.8%	20.7%	0.0%	-16.1%	-28.4%	676	-25.7K	-55	0.00	117.34	N/A	N/A	0	0	45	1
2024-10-07	$11.09	$0.00	81.8%	16.6%	27.7%	20.6%	0.0%	-1.3%	-30.7%	733	-27.0K	-50	0.00	116.52	N/A	N/A	0	0	45	1
2024-10-08	$11.14	$0.00	127.4%	20.1%	27.7%	35.9%	0.0%	-24.6%	-54.1%	581	-26.2K	-52	0.00	134.67	N/A	N/A	0	0	45	1
2024-10-09	$11.03	$0.00	34.8%	10.0%	27.7%	4.8%	31.6%	5.9%	14.7%	750	-26.9K	-51	1.00	123.33	N/A	N/A	2	2	45	1
2024-10-10	$10.83	$12.50	46.9%	13.5%	28.6%	8.9%	62.8%	-10.2%	1.0%	774	-25.1K	-52	0.00	108.97	N/A	N/A	4	0	47	3
2024-10-11	$11.46	$12.50	50.6%	14.5%	34.2%	10.1%	61.0%	-31.0%	-6.8%	624	-29.7K	-57	0.00	120.37	N/A	N/A	14	0	47	3
2024-10-14	$11.44	$12.50	82.7%	23.7%	33.7%	20.9%	0.0%	-11.1%	-29.1%	832	-34.3K	-70	0.00	128.92	N/A	N/A	5	0	56	3
2024-10-15	$11.33	$12.50	47.0%	13.5%	33.8%	8.9%	0.0%	-9.8%	-9.1%	539	-39.8K	-67	0.00	117.53	N/A	N/A	4	0	61	3
2024-10-16	$11.22	$12.50	105.9%	30.4%	34.1%	28.7%	0.0%	-51.6%	-106.4%	606	-40.1K	-74	0.00	134.06	N/A	N/A	0	0	65	3
2024-10-17	$11.33	$12.50	80.1%	23.0%	33.3%	20.0%	0.0%	-11.2%	-24.6%	615	-41.2K	-75	0.00	123.15	N/A	N/A	0	0	65	3
2024-10-18	$11.04	$12.50	80.2%	23.0%	34.4%	20.0%	0.0%	-16.9%	-55.6%	607	-38.1K	-73	0.00	129.36	N/A	N/A	0	50	65	3
2024-10-21	$11.11	$12.50	108.7%	31.2%	32.9%	29.6%	0.0%	-8.7%	-79.2%	555	-17.6K	-73	0.00	133.07	N/A	N/A	0	0	43	1
2024-10-22	$10.81	$12.50	85.3%	24.4%	34.6%	21.7%	0.0%	-23.3%	-48.6%	544	-15.0K	-71	0.00	125.92	N/A	N/A	5	0	43	1
2024-10-23	$10.66	$12.50	106.9%	30.6%	34.9%	29.0%	0.0%	-26.7%	-108.7%	598	-15.4K	-78	2.00	125.65	N/A	N/A	1	2	48	1
2024-10-24	$10.33	$12.50	108.1%	31.0%	35.2%	29.4%	0.0%	-41.4%	-98.6%	541	-12.2K	-71	0.00	123.44	N/A	N/A	0	0	49	2
2024-10-25	$10.36	$12.50	72.3%	20.7%	35.1%	17.4%	83.4%	21.9%	-21.3%	505	-15.2K	-82	0.00	113.25	N/A	N/A	1	0	49	2
2024-10-28	$13.28	$10.00	89.3%	25.6%	95.4%	23.1%	87.2%	-33.3%	-37.8%	804	-41.7K	-96	0.26	97.42	N/A	N/A	106	28	51	2
2024-10-29	$13.00	$12.50	95.9%	27.5%	94.6%	25.3%	96.4%	-0.0%	-33.8%	2.2K	-83.8K	-307	0.15	98.53	N/A	N/A	41	6	151	45
2024-10-30	$13.04	$12.50	102.3%	29.3%	94.6%	27.5%	84.6%	8.9%	-55.9%	1.9K	-66.3K	-292	0.02	98.36	N/A	N/A	45	1	137	50
2024-10-31	$12.55	$12.50	86.1%	24.7%	96.1%	22.0%	96.5%	-0.1%	-43.1%	1.9K	-63.0K	-304	0.41	111.19	N/A	N/A	49	20	165	49