LRND Options History — June 2022

In June 2022, LRND traded between $19.97 and $21.88. ATM implied volatility averaged 95.4%. The 30-day expected move averaged 27.3%. Net GEX was positive for 0 of 11 trading days. Term structure was in contango for 2 of 11 days.

Notable Days

  • 2022-06-13: Largest IV spike — 83.1% change
  • 2022-06-16: Largest Expected Move — 39.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.83$19.97$21.88$21.88$20.90
ATM IV95.4%68.5%137.2%68.5%103.7%
Expected Move27.3%19.6%39.3%19.6%29.7%
Term Structure-1.0%-24.0%105.9%-12.7%-19.6%
Skew 25d118.9%67.6%238.4%67.6%111.5%
Skew 10d151.9%94.9%272.9%108.0%157.3%
Call IV 25d71.3%57.7%90.2%62.3%90.2%
Put IV 25d190.2%129.9%314.5%129.9%201.7%
Bid-Ask Spread %169.11162.85180.12175.78163.33
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (11 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-10$21.88$0.0068.5%19.6%0.0%0.0%0.0%67.6%-12.7%0000.00175.78N/AN/A0000
2022-06-13$21.20$0.00125.3%35.9%0.0%0.0%0.0%238.4%-9.3%0000.00170.88N/AN/A0000
2022-06-14$20.28$0.0082.1%23.5%0.0%0.0%0.0%79.2%-17.4%0000.00169.22N/AN/A0000
2022-06-15$20.29$0.0090.1%25.8%0.0%0.0%0.0%73.4%-24.0%0000.00172.19N/AN/A0000
2022-06-16$20.71$0.00137.2%39.3%0.0%0.0%0.0%236.5%105.9%0000.00180.12N/AN/A0000
2022-06-17$19.97$0.0084.3%24.2%0.0%0.0%0.0%84.8%23.1%0000.00168.58N/AN/A0000
2022-06-22$20.56$0.0081.2%23.3%0.0%0.0%0.0%99.3%-10.4%0000.00163.38N/AN/A0000
2022-06-24$20.88$0.0093.3%26.8%0.0%0.0%0.0%93.1%-17.1%0000.00168.40N/AN/A0000
2022-06-27$21.56$0.0086.8%24.9%0.0%0.0%0.0%106.7%-14.3%0000.00162.85N/AN/A0000
2022-06-29$20.90$0.0096.8%27.7%0.0%0.0%0.0%117.5%-15.0%0000.00165.49N/AN/A0000
2022-06-30$20.90$0.00103.7%29.7%0.0%0.0%0.0%111.5%-19.6%0000.00163.33N/AN/A0000