LASR Options History — January 2025

In January 2025, LASR traded between $9.85 and $11.88. ATM implied volatility averaged 69.4%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 9.8% (HV 20d: 59.6%). 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 12 of 20 days. Put/call ratio averaged 0.10.

Notable Days

  • 2025-01-06: Highest Volume — 1,229 contracts
  • 2025-01-10: Largest IV spike — 234.8% change
  • 2025-01-10: Highest IV Rank — 45.0%
  • 2025-01-28: Largest Expected Move — 25.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.08$9.85$11.88$10.19$11.15
Max Pain$7.88$7.50$10.00$10.00$7.50
ATM IV69.4%44.3%154.6%70.4%71.3%
Expected Move16.8%12.7%25.0%20.2%20.5%
HV 20d59.6%50.9%69.7%50.9%64.5%
HV 60d87.4%77.8%93.0%88.0%77.8%
IV Rank16.4%8.0%45.0%16.8%17.1%
IV Percentile59.3%19.4%97.6%76.6%75.4%
Term Structure0.8%-32.6%18.0%-15.3%-5.8%
VWIV71.2%58.1%109.9%109.9%64.1%
Skew 25d1.4%-70.0%52.9%12.1%22.0%
Skew 10d5.7%-91.6%37.3%23.8%22.8%
Call IV 25d58.5%39.3%121.1%72.7%45.9%
Put IV 25d59.9%44.6%103.8%84.8%67.9%
Bid-Ask Spread %120.49107.21131.88125.05110.98
Gamma HHI0.450.310.690.550.31
Net GEX17.6K4.5K22.0K4.5K18.2K
Net DEX-1.0M-1.5M-81.7K-81.7K-978.6K
Net VEX-3.2K-4.1K-713-713-3.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.100.000.500.000.17
Total Volume146.101,22907
Total OI1,749.95732,3415731,819

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$10.19$10.0070.4%20.2%50.9%16.8%0.0%12.1%-15.3%4.5K-81.7K-7130.00125.05N/AN/A0049281
2025-01-03$10.73$10.0084.8%24.3%53.3%21.6%0.0%52.9%-32.6%6.1K-129.1K-7990.00122.79N/AN/A0049281
2025-01-06$11.29$0.0053.0%18.1%52.8%10.9%0.0%-4.5%-10.5%8.3K-163.9K-8260.00114.00N/AN/A1,229049281
2025-01-07$11.23$0.0089.0%16.3%52.5%23.0%0.0%-2.3%1.2%18.4K-1.1M-3.8K0.00128.08N/AN/A26201,70481
2025-01-08$11.30$0.0046.2%13.2%52.1%8.6%0.0%0.3%18.0%22.0K-1.3M-3.7K0.00131.88N/AN/A20901,90581
2025-01-10$11.14$0.00154.6%15.4%52.3%45.0%0.0%2.8%5.1%19.8K-1.2M-3.7K0.00131.86N/AN/A101,77381
2025-01-13$10.96$0.00108.4%15.2%51.8%29.5%0.0%2.6%6.2%19.5K-1.1M-3.6K0.00122.10N/AN/A001,77481
2025-01-14$11.06$0.00100.5%18.6%51.8%26.9%0.0%17.8%1.1%18.9K-1.2M-3.5K0.00117.97N/AN/A18401,77481
2025-01-15$9.85$0.0055.7%16.0%65.9%11.8%109.9%-70.0%-0.5%17.4K-813.0K-3.5K0.00109.14N/AN/A28501,95881
2025-01-16$10.46$7.5049.3%14.1%68.6%9.6%58.1%-6.5%7.2%21.8K-1.1M-3.9K0.36114.02N/AN/A77282,20381
2025-01-17$10.98$7.5057.6%16.5%69.7%12.4%69.1%4.9%-7.2%19.2K-1.3M-4.1K0.00119.97N/AN/A402,232109
2025-01-21$11.41$7.5044.3%12.7%61.8%8.0%61.4%-5.0%7.3%21.5K-1.3M-4.0K0.06125.16N/AN/A1711,926109
2025-01-22$11.60$7.5044.6%12.8%61.8%8.1%0.0%-8.5%13.7%21.4K-1.4M-4.1K0.50125.45N/AN/A421,925108
2025-01-23$11.88$7.5047.7%13.7%61.7%9.1%0.0%-0.6%12.8%21.6K-1.5M-4.0K0.00122.94N/AN/A501,927108
2025-01-24$11.71$7.5046.4%13.3%61.6%8.7%0.0%-7.3%13.6%21.6K-1.4M-3.9K0.17124.28N/AN/A611,927108
2025-01-27$11.15$7.5056.2%16.1%64.8%12.0%64.6%-16.2%10.0%19.5K-1.2M-4.0K0.00116.48N/AN/A42021,928109
2025-01-28$10.98$7.5087.3%25.0%64.4%22.4%0.0%18.0%-11.5%14.4K-900.0K-3.0K0.13126.85N/AN/A153201,548109
2025-01-29$11.16$7.5067.4%19.3%64.6%15.7%0.0%4.6%-10.5%18.3K-971.2K-3.3K0.00113.53N/AN/A101,697117
2025-01-30$11.35$7.5052.4%15.0%64.3%10.7%64.1%10.7%14.8%19.5K-1.0M-3.3K0.33107.21N/AN/A311,698117
2025-01-31$11.15$7.5071.3%20.5%64.5%17.1%0.0%22.0%-5.8%18.2K-978.6K-3.3K0.17110.98N/AN/A611,701118