LII Options History — April 2023 In April 2023, LII traded between $235.16 and $281.18. ATM implied volatility averaged 30.8%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 2.4% (HV 20d: 28.4%). Max pain ranged from $230.00 to $260.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.47.
Notable Days 2023-04-03 : Highest Volume — 63 contracts2023-04-17 : Largest IV spike — 9.8% change2023-04-04 : Highest IV Rank — 24.1%2023-04-04 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $253.03 $235.16 $281.18 $247.76 $281.18 Max Pain $255.79 $230.00 $260.00 $250.00 $250.00 ATM IV 30.8% 27.4% 34.7% 32.0% 28.6% Expected Move 8.8% 7.8% 9.9% 9.2% 8.2% HV 20d 28.4% 25.1% 38.2% 25.1% 38.1% HV 60d 30.8% 29.6% 32.4% 30.9% 31.6% IV Rank 17.7% 12.0% 24.1% 19.7% 14.1% IV Percentile 25.5% 4.0% 56.7% 34.1% 8.7% Term Structure -1.4% -5.2% 0.7% 0.7% -0.7% VWIV 35.0% 25.7% 51.0% 41.4% 37.8% Skew 25d 4.1% -4.5% 10.7% 4.1% -4.5% Skew 10d 13.8% 1.0% 27.6% 17.4% 8.0% Call IV 25d 30.4% 25.5% 35.2% 33.6% 28.6% Put IV 25d 34.5% 24.1% 41.6% 37.7% 24.1% Bid-Ask Spread % 97.08 94.36 101.96 98.99 97.12 Gamma HHI 0.29 0.25 0.36 0.31 0.30 Net GEX -105.7K -123.9K -59.2K -111.4K -59.2K Net DEX 1.8M -314.0K 3.2M 2.3M -314.0K Net VEX -11.8K -13.0K -10.2K -13.0K -10.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.00 1.33 0.00 1.14 Total Volume 13.737 0 63 63 45 Total OI 480.789 397 527 397 500
Daily Data (19 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 Vol Put Vol Call OI Put OI 2023-04-03 $247.76 $250.00 32.0% 9.2% 25.1% 19.7% 0.0% 4.1% 0.7% -111.4K 2.3M -13.0K 0.00 98.99 63 0 86 311 2023-04-04 $236.59 $230.00 34.7% 9.9% 29.3% 24.1% 41.4% 6.7% -1.4% -115.0K 2.9M -12.4K 0.00 100.10 0 5 148 309 2023-04-05 $235.19 $230.00 33.1% 9.5% 29.1% 21.5% 0.0% 8.3% -1.4% -121.6K 3.2M -12.2K 0.00 101.96 0 0 152 325 2023-04-06 $235.16 $260.00 30.3% 8.8% 27.8% 17.0% 0.0% 3.8% -0.7% -123.9K 3.2M -12.1K 0.00 95.58 0 0 152 325 2023-04-10 $236.57 $260.00 32.8% 9.2% 27.1% 21.0% 0.0% 5.7% -1.6% -120.7K 3.1M -11.8K 0.67 94.45 3 2 153 325 2023-04-11 $243.80 $260.00 30.1% 9.0% 29.3% 16.6% 31.6% 6.4% -0.2% -115.9K 2.5M -12.3K 0.50 97.02 2 1 153 327 2023-04-12 $247.91 $260.00 31.7% 9.1% 29.7% 19.2% 33.7% 2.1% -2.6% -112.1K 2.2M -12.1K 0.50 94.83 8 4 155 328 2023-04-13 $251.73 $260.00 29.6% 8.5% 28.7% 15.7% 34.7% 1.1% -0.0% -110.7K 2.1M -12.3K 0.00 98.59 0 1 153 328 2023-04-14 $249.52 $260.00 28.4% 8.1% 27.8% 13.7% 0.0% 0.1% -0.6% -108.6K 2.2M -12.1K 0.00 96.01 3 0 153 329 2023-04-17 $250.32 $260.00 31.2% 8.9% 26.9% 18.4% 0.0% 2.3% -1.8% -114.8K 2.1M -11.4K 1.33 97.32 3 4 153 329 2023-04-18 $253.70 $260.00 31.4% 9.0% 25.2% 18.7% 0.0% 5.2% -2.8% -106.1K 1.9M -12.1K 0.33 96.34 6 2 156 333 2023-04-19 $257.41 $260.00 31.5% 9.0% 25.6% 18.9% 31.0% 10.7% -5.2% -100.0K 1.5M -11.3K 0.17 97.45 6 1 161 333 2023-04-20 $263.18 $260.00 31.6% 9.1% 26.4% 19.1% 30.1% 6.5% -2.4% -94.5K 978.2K -11.4K 0.25 94.51 28 7 165 334 2023-04-21 $261.35 $260.00 31.4% 9.0% 26.5% 18.8% 25.7% 5.8% -2.7% -79.3K 990.7K -11.5K 0.00 98.41 3 0 187 340 2023-04-24 $260.13 $260.00 30.0% 8.6% 26.0% 16.4% 51.0% 4.3% -1.8% -118.3K 1.4M -11.0K 0.08 98.48 12 1 140 330 2023-04-25 $260.19 $260.00 30.1% 8.6% 26.0% 16.6% 0.0% 4.1% -2.0% -113.6K 1.3M -11.8K 0.00 98.48 0 5 152 331 2023-04-26 $257.18 $260.00 29.5% 8.5% 26.4% 15.6% 38.8% 0.1% 0.3% -122.0K 1.5M -12.1K 1.33 94.49 3 4 152 336 2023-04-27 $278.65 $260.00 27.4% 7.8% 38.2% 12.0% 28.8% 4.1% -0.5% -61.3K -123.9K -10.7K 0.30 94.36 30 9 152 339 2023-04-28 $281.18 $250.00 28.6% 8.2% 38.1% 14.1% 37.8% -4.5% -0.7% -59.2K -314.0K -10.2K 1.14 97.12 21 24 154 346
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