LASR Options History — December 2024

In December 2024, LASR traded between $9.91 and $11.36. ATM implied volatility averaged 61.9%, placing in the 13.9% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 1.4% (HV 20d: 60.5%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.08.

Notable Days

2024-12-10: Highest Volume — 70 contracts
2024-12-12: Largest IV spike — 71.2% change
2024-12-10: Highest IV Rank — 28.6%
2024-12-23: Largest Expected Move — 22.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.65	$9.91	$11.36	$11.03	$10.37
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	61.9%	38.5%	105.7%	70.7%	55.0%
Expected Move	15.8%	11.0%	22.2%	20.3%	15.8%
HV 20d	60.5%	38.5%	109.5%	109.3%	50.8%
HV 60d	86.6%	84.5%	88.1%	84.5%	87.9%
IV Rank	13.9%	6.0%	28.6%	16.9%	11.6%
IV Percentile	59.7%	8.3%	92.5%	79.8%	53.6%
Term Structure	-0.4%	-54.6%	95.8%	-37.7%	-15.3%
VWIV	54.1%	33.4%	94.3%	73.4%	51.5%
Skew 25d	-0.3%	-46.9%	43.5%	9.0%	-4.5%
Skew 10d	10.7%	-54.5%	92.2%	36.7%	19.6%
Call IV 25d	54.5%	34.7%	101.2%	52.5%	65.7%
Put IV 25d	54.3%	36.6%	106.7%	61.5%	61.2%
Bid-Ask Spread %	126.62	115.98	135.82	129.33	128.54
Gamma HHI	0.54	0.40	0.66	0.57	0.53
Net GEX	4.3K	-1.2K	6.9K	5.1K	4.6K
Net DEX	-100.8K	-165.0K	-28.8K	-113.7K	-83.4K
Net VEX	-831	-985	-635	-942	-721
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.08	0.00	1.00	0.00	0.00
Total Volume	13.81	0	70	3	0
Total OI	636.476	561	717	644	573

Daily Data (21 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
2024-12-02	$11.03	$10.00	70.7%	20.3%	109.3%	16.9%	0.0%	9.0%	-37.7%	5.1K	-113.7K	-942	0.00	129.33	N/A	N/A	3	0	505	139
2024-12-03	$10.91	$10.00	71.9%	20.6%	108.7%	17.3%	73.4%	5.2%	-33.7%	4.7K	-123.8K	-968	1.00	120.28	N/A	N/A	1	1	508	139
2024-12-04	$11.25	$10.00	59.1%	16.9%	109.5%	12.9%	41.5%	14.0%	3.6%	6.3K	-145.2K	-985	0.00	127.10	N/A	N/A	20	0	509	140
2024-12-05	$10.66	$10.00	72.8%	14.7%	100.7%	17.6%	33.6%	5.8%	-15.7%	3.4K	-108.4K	-960	0.00	115.98	N/A	N/A	40	0	518	140
2024-12-06	$10.87	$10.00	76.0%	14.9%	100.2%	18.6%	0.0%	-2.3%	-5.6%	4.5K	-111.1K	-919	0.00	124.54	N/A	N/A	0	0	507	140
2024-12-09	$11.10	$10.00	87.5%	15.8%	41.3%	22.5%	0.0%	2.1%	-12.0%	5.6K	-130.1K	-932	0.00	133.62	N/A	N/A	5	0	507	140
2024-12-10	$11.02	$10.00	105.7%	11.6%	40.5%	28.6%	33.4%	1.9%	7.8%	5.3K	-111.2K	-875	0.00	134.09	N/A	N/A	70	0	502	140
2024-12-11	$11.30	$10.00	38.5%	11.0%	41.2%	6.0%	0.0%	9.5%	9.3%	6.4K	-151.0K	-933	0.33	128.54	N/A	N/A	3	1	502	140
2024-12-12	$11.18	$10.00	65.8%	18.9%	40.2%	15.2%	0.0%	-3.9%	-16.6%	5.1K	-152.7K	-939	0.00	135.82	N/A	N/A	0	0	505	141
2024-12-13	$10.99	$10.00	50.7%	14.5%	38.5%	10.1%	0.0%	-3.2%	-10.0%	5.2K	-110.7K	-851	0.00	135.66	N/A	N/A	1	0	505	141
2024-12-16	$11.36	$10.00	52.3%	15.0%	39.3%	10.7%	53.1%	-26.8%	-2.1%	6.9K	-165.0K	-913	0.00	119.27	N/A	N/A	65	0	506	141
2024-12-17	$10.91	$10.00	54.5%	15.6%	42.2%	11.4%	0.0%	-2.6%	-15.2%	5.3K	-120.7K	-869	0.00	128.82	N/A	N/A	0	0	567	141
2024-12-18	$9.96	$10.00	52.8%	15.1%	51.9%	10.8%	0.0%	-11.9%	-4.2%	-691	-28.8K	-691	0.00	127.41	N/A	N/A	6	0	567	141
2024-12-19	$9.91	$10.00	58.3%	16.7%	51.9%	12.7%	0.0%	1.5%	95.8%	-1.2K	-35.0K	-733	0.05	128.86	N/A	N/A	22	1	572	141
2024-12-20	$10.16	$10.00	58.5%	16.8%	51.3%	12.7%	0.0%	0.5%	91.0%	4.2K	-86.0K	-768	0.00	131.06	N/A	N/A	25	0	576	141
2024-12-23	$9.98	$10.00	77.3%	22.2%	50.4%	19.1%	94.3%	43.5%	-54.6%	3.8K	-63.6K	-717	0.00	117.10	N/A	N/A	2	0	480	81
2024-12-24	$10.00	$10.00	42.4%	12.1%	50.5%	7.3%	45.0%	3.9%	1.1%	3.1K	-51.5K	-650	0.00	119.70	N/A	N/A	4	0	482	81
2024-12-26	$10.32	$10.00	52.4%	15.0%	51.0%	10.7%	0.0%	9.6%	-0.1%	4.5K	-79.6K	-718	0.00	125.36	N/A	N/A	1	0	486	81
2024-12-27	$10.30	$10.00	53.8%	15.4%	50.8%	11.2%	61.0%	-46.9%	-3.9%	4.7K	-85.9K	-732	0.00	125.05	N/A	N/A	8	0	487	81
2024-12-30	$10.14	$10.00	44.7%	12.8%	50.9%	8.1%	51.5%	-10.0%	8.9%	3.2K	-60.0K	-635	0.00	122.97	N/A	N/A	11	0	492	81
2024-12-31	$10.37	$10.00	55.0%	15.8%	50.8%	11.6%	0.0%	-4.5%	-15.3%	4.6K	-83.4K	-721	0.00	128.54	N/A	N/A	0	0	492	81