LASR Options History — November 2024

In November 2024, LASR traded between $10.27 and $14.55. ATM implied volatility averaged 82.2%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded below realized volatility by 42.5% (HV 20d: 124.6%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.39.

Notable Days

2024-11-22: Highest Volume — 114 contracts
2024-11-08: Largest IV spike — 130.2% change
2024-11-08: Highest IV Rank — 71.3%
2024-11-01: Largest Expected Move — 32.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.44	$10.27	$14.55	$12.25	$10.77
Max Pain	$10.13	$10.00	$12.50	$12.50	$10.00
ATM IV	82.2%	35.4%	232.8%	113.5%	81.4%
Expected Move	16.5%	10.1%	32.5%	32.5%	23.3%
HV 20d	124.6%	96.5%	142.1%	96.5%	108.9%
HV 60d	79.8%	61.6%	85.9%	61.6%	84.8%
IV Rank	20.7%	5.0%	71.3%	31.2%	20.4%
IV Percentile	66.8%	4.4%	99.6%	96.4%	84.5%
Term Structure	1.2%	-111.0%	109.2%	-111.0%	-44.3%
VWIV	51.1%	26.4%	71.3%	57.1%	55.9%
Skew 25d	9.9%	-33.9%	46.4%	-33.9%	27.9%
Skew 10d	33.0%	-21.8%	133.1%	14.3%	31.0%
Call IV 25d	50.3%	30.7%	120.7%	120.7%	40.7%
Put IV 25d	60.2%	43.8%	87.2%	86.8%	68.6%
Bid-Ask Spread %	117.21	103.51	125.33	118.52	119.15
Gamma HHI	0.42	0.32	0.58	0.45	0.58
Net GEX	2.5K	479	5.3K	2.1K	5.3K
Net DEX	-74.3K	-159.9K	-22.8K	-67.7K	-112.2K
Net VEX	-582	-1.0K	-281	-385	-960
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.39	0.00	3.09	0.26	0.00
Total Volume	29.2	0	114	0	2
Total OI	389	239	642	244	642

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
2024-11-01	$12.25	$12.50	113.5%	32.5%	96.5%	31.2%	0.0%	-33.9%	-111.0%	2.1K	-67.7K	-385	0.00	118.52	N/A	N/A	0	0	203	41
2024-11-04	$12.58	$10.00	86.6%	13.0%	96.8%	22.2%	0.0%	12.5%	-12.9%	2.6K	-73.5K	-363	0.00	117.63	N/A	N/A	0	0	203	41
2024-11-05	$12.59	$10.00	86.2%	16.5%	96.8%	22.0%	0.0%	26.0%	4.3%	2.6K	-72.9K	-364	0.26	110.50	N/A	N/A	19	5	203	41
2024-11-06	$14.14	$10.00	126.4%	13.7%	104.1%	35.6%	0.0%	10.4%	10.7%	3.9K	-126.1K	-393	0.00	122.68	N/A	N/A	29	0	198	41
2024-11-07	$14.55	$10.00	101.1%	16.4%	103.6%	27.1%	57.1%	4.0%	-22.2%	4.4K	-159.9K	-449	0.00	108.36	N/A	N/A	14	0	214	41
2024-11-08	$11.22	$10.00	232.8%	20.7%	140.9%	71.3%	26.4%	36.1%	14.9%	2.1K	-42.1K	-301	0.05	121.97	N/A	N/A	20	1	226	41
2024-11-11	$10.96	$10.00	86.2%	16.3%	141.1%	22.0%	47.8%	14.3%	1.3%	1.4K	-26.0K	-281	0.03	103.51	N/A	N/A	33	1	240	40
2024-11-12	$11.10	$10.00	173.8%	17.9%	141.2%	51.5%	0.0%	-6.9%	-16.1%	2.1K	-49.2K	-368	1.20	124.20	N/A	N/A	15	18	274	41
2024-11-13	$10.81	$10.00	54.6%	15.7%	141.4%	11.4%	0.0%	10.8%	-6.4%	1.8K	-43.2K	-395	0.00	125.33	N/A	N/A	0	0	288	47
2024-11-14	$10.44	$10.00	46.2%	13.2%	141.8%	8.6%	51.7%	17.7%	100.3%	1.3K	-28.3K	-348	1.03	120.29	N/A	N/A	31	32	288	47
2024-11-15	$10.27	$10.00	45.4%	13.0%	141.7%	8.3%	0.0%	-23.8%	109.2%	631	-22.8K	-461	0.00	120.34	N/A	N/A	4	0	318	79
2024-11-18	$10.43	$10.00	41.5%	11.9%	141.8%	7.0%	71.3%	7.1%	16.5%	479	-26.8K	-449	0.56	122.77	N/A	N/A	71	40	242	79
2024-11-19	$10.80	$10.00	55.6%	15.9%	142.1%	11.8%	0.0%	3.1%	-7.1%	1.4K	-58.7K	-734	0.00	123.14	N/A	N/A	22	0	313	119
2024-11-20	$10.73	$10.00	52.8%	15.1%	142.0%	10.8%	48.8%	46.4%	-3.5%	1.4K	-64.6K	-780	3.09	109.76	N/A	N/A	11	34	335	119
2024-11-21	$11.07	$10.00	51.8%	14.8%	141.9%	10.5%	53.4%	13.9%	3.5%	1.9K	-86.9K	-862	0.00	107.24	N/A	N/A	0	3	340	136
2024-11-22	$11.34	$10.00	35.4%	10.1%	142.1%	5.0%	47.9%	9.0%	10.9%	2.2K	-80.0K	-786	0.00	120.56	N/A	N/A	114	0	340	139
2024-11-25	$11.21	$10.00	56.6%	16.2%	109.1%	12.1%	55.9%	-0.3%	-10.0%	4.8K	-132.3K	-1.0K	0.00	107.29	N/A	N/A	14	0	450	139
2024-11-26	$10.84	$10.00	52.4%	15.0%	109.4%	10.7%	0.0%	8.2%	4.4%	3.4K	-108.2K	-968	0.00	122.72	N/A	N/A	50	0	452	139
2024-11-27	$10.68	$10.00	63.0%	18.1%	109.3%	14.3%	0.0%	14.8%	-17.9%	4.6K	-105.0K	-979	0.00	118.33	N/A	N/A	1	0	502	139
2024-11-29	$10.77	$10.00	81.4%	23.3%	108.9%	20.4%	0.0%	27.9%	-44.3%	5.3K	-112.2K	-960	0.00	119.15	N/A	N/A	2	0	503	139