LRND Options History — July 2022

Name: LRND Options Analytics - July 2022
Creator: Options Analysis Suite

In July 2022, LRND traded between $20.65 and $22.16. ATM implied volatility averaged 109.6%. The 30-day expected move averaged 21.5%. IV traded above realized volatility by 73.8% (HV 20d: 35.8%). Net GEX was positive for 0 of 17 trading days. Term structure was in contango for 2 of 17 days.

Notable Days

2022-07-13: Largest IV drop — 71.7% change
2022-07-01: Largest Expected Move — 30.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.39	$20.65	$22.16	$20.65	$22.16
ATM IV	109.6%	67.3%	238.3%	107.7%	87.3%
Expected Move	21.5%	17.8%	30.9%	30.9%	25.0%
HV 20d	35.8%	33.1%	39.4%	39.4%	33.1%
Term Structure	-8.4%	-24.0%	9.3%	-24.0%	-12.2%
Skew 25d	72.6%	51.7%	116.9%	116.9%	87.3%
Skew 10d	95.1%	77.6%	157.6%	157.6%	113.2%
Call IV 25d	65.7%	51.8%	94.2%	94.2%	74.0%
Put IV 25d	138.3%	116.5%	211.1%	211.1%	161.3%
Bid-Ask Spread %	151.63	147.28	163.12	163.12	148.26
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (17 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2022-07-01	$20.65	$0.00	107.7%	30.9%	0.0%	0.0%	0.0%	116.9%	-24.0%	163.12	N/A	N/A
2022-07-05	$20.75	$0.00	129.1%	18.6%	0.0%	0.0%	0.0%	62.9%	-9.1%	151.01	N/A	N/A
2022-07-06	$21.04	$0.00	136.3%	19.1%	0.0%	0.0%	0.0%	62.7%	-8.9%	147.88	N/A	N/A
2022-07-07	$21.14	$0.00	149.2%	19.7%	0.0%	0.0%	0.0%	63.3%	-10.2%	151.45	N/A	N/A
2022-07-08	$21.61	$0.00	141.1%	17.8%	39.4%	0.0%	0.0%	63.2%	-9.2%	152.28	N/A	N/A
2022-07-11	$21.61	$0.00	193.4%	18.8%	38.1%	0.0%	0.0%	58.9%	-10.7%	150.73	N/A	N/A
2022-07-12	$21.17	$0.00	238.3%	20.6%	37.7%	0.0%	0.0%	61.3%	-10.5%	152.02	N/A	N/A
2022-07-13	$21.01	$0.00	67.3%	19.3%	36.6%	0.0%	0.0%	75.7%	-8.4%	147.28	N/A	N/A
2022-07-14	$20.97	$0.00	70.3%	20.1%	35.6%	0.0%	0.0%	70.7%	6.9%	151.48	N/A	N/A
2022-07-15	$20.86	$0.00	75.8%	21.7%	34.7%	0.0%	0.0%	64.9%	-8.3%	154.97	N/A	N/A
2022-07-18	$21.71	$0.00	77.2%	22.1%	35.9%	0.0%	0.0%	51.7%	9.3%	160.49	N/A	N/A
2022-07-19	$21.09	$0.00	79.6%	22.8%	33.7%	0.0%	0.0%	75.7%	-10.0%	148.33	N/A	N/A
2022-07-21	$21.97	$0.00	74.1%	21.2%	36.4%	0.0%	0.0%	74.8%	-8.3%	148.33	N/A	N/A
2022-07-22	$22.15	$0.00	73.5%	21.1%	35.9%	0.0%	0.0%	75.6%	-7.4%	150.15	N/A	N/A
2022-07-26	$21.65	$0.00	78.5%	22.5%	34.2%	0.0%	0.0%	83.4%	-11.0%	150.00	N/A	N/A
2022-07-28	$22.06	$0.00	84.3%	24.2%	33.4%	0.0%	0.0%	85.7%	-11.1%	150.00	N/A	N/A
2022-07-29	$22.16	$0.00	87.3%	25.0%	33.1%	0.0%	0.0%	87.3%	-12.2%	148.26	N/A	N/A