LRND Options History — August 2022 In August 2022, LRND traded between $21.39 and $23.56. ATM implied volatility averaged 81.0%. The 30-day expected move averaged 22.4%. IV traded above realized volatility by 52.6% (HV 20d: 28.4%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2022-08-10 : Largest IV drop — 46.1% change2022-08-31 : Largest Expected Move — 30.1%Monthly Statistics Metric Avg Min Max Open Close Price $22.61 $21.39 $23.56 $22.38 $21.39 ATM IV 81.0% 62.2% 115.4% 97.0% 105.0% Expected Move 22.4% 17.8% 30.1% 27.8% 30.1% HV 20d 28.4% 24.1% 31.4% 31.4% 24.4% HV 60d 32.4% 32.3% 32.4% 32.3% 32.4% Term Structure -11.5% -20.3% -5.1% -15.6% -20.3% Skew 25d 82.8% 63.3% 108.8% 97.3% 106.0% Skew 10d 104.3% 80.4% 134.5% 125.8% 133.5% Call IV 25d 64.0% 53.3% 86.2% 79.5% 86.2% Put IV 25d 146.8% 116.6% 192.2% 176.8% 192.2% Bid-Ask Spread % 146.51 143.57 150.44 148.14 147.88 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 (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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2022-08-02 $22.38 $0.00 97.0% 27.8% 31.4% 0.0% 0.0% 97.3% -15.6% 0 0 0 0.00 148.14 N/A N/A 0 0 0 0 2022-08-03 $22.35 $0.00 104.9% 30.1% 29.0% 0.0% 0.0% 100.4% -20.0% 0 0 0 0.00 150.44 N/A N/A 0 0 0 0 2022-08-09 $22.53 $0.00 115.4% 17.8% 29.0% 0.0% 0.0% 64.1% -6.3% 0 0 0 0.00 148.61 N/A N/A 0 0 0 0 2022-08-10 $23.12 $0.00 62.2% 17.8% 29.3% 0.0% 0.0% 63.3% -5.1% 0 0 0 0.00 148.61 N/A N/A 0 0 0 0 2022-08-11 $22.97 $0.00 64.6% 18.5% 29.7% 0.0% 0.0% 64.5% -7.2% 0 0 0 0.00 148.80 N/A N/A 0 0 0 0 2022-08-12 $23.39 $0.00 65.7% 18.8% 29.9% 0.0% 0.0% 64.2% -6.9% 0 0 0 0.00 146.74 N/A N/A 0 0 0 0 2022-08-15 $23.54 $0.00 62.4% 17.9% 29.9% 0.0% 0.0% 66.6% -8.0% 0 0 0 0.00 146.71 N/A N/A 0 0 0 0 2022-08-16 $23.56 $0.00 63.3% 18.2% 29.2% 0.0% 0.0% 67.6% -8.3% 0 0 0 0.00 146.71 N/A N/A 0 0 0 0 2022-08-17 $23.28 $0.00 70.2% 20.1% 29.8% 0.0% 0.0% 69.7% -8.0% 0 0 0 0.00 147.31 N/A N/A 0 0 0 0 2022-08-18 $23.30 $0.00 71.3% 20.5% 28.4% 0.0% 0.0% 70.8% -9.0% 0 0 0 0.00 146.81 N/A N/A 0 0 0 0 2022-08-19 $22.90 $0.00 68.3% 19.6% 29.2% 0.0% 0.0% 80.8% -7.7% 0 0 0 0.00 143.91 N/A N/A 0 0 0 0 2022-08-22 $22.29 $0.00 80.9% 23.2% 31.2% 0.0% 0.0% 80.0% -11.5% 0 0 0 0.00 147.63 N/A N/A 0 0 0 0 2022-08-23 $22.25 $0.00 82.7% 23.7% 31.1% 0.0% 0.0% 81.8% -12.4% 0 0 0 0.00 147.63 N/A N/A 0 0 0 0 2022-08-24 $22.35 $0.00 80.3% 23.0% 27.9% 0.0% 0.0% 91.5% -10.5% 0 0 0 0.00 143.57 N/A N/A 0 0 0 0 2022-08-25 $22.65 $0.00 73.9% 21.2% 25.7% 0.0% 0.0% 91.9% -10.2% 0 0 0 0.00 143.57 N/A N/A 0 0 0 0 2022-08-26 $21.85 $0.00 84.9% 24.3% 25.4% 0.0% 0.0% 98.0% -14.3% 0 0 0 0.00 143.57 N/A N/A 0 0 0 0 2022-08-29 $21.69 $0.00 91.9% 26.4% 25.3% 0.0% 0.0% 106.5% -18.3% 0 0 0 0.00 143.57 N/A N/A 0 0 0 0 2022-08-30 $21.86 $0.00 94.4% 27.1% 24.1% 0.0% 0.0% 108.8% -18.6% 0 0 0 0.00 143.57 N/A N/A 0 0 0 0 2022-08-31 $21.39 $0.00 105.0% 30.1% 24.4% 0.0% 0.0% 106.0% -20.3% 0 0 0 0.00 147.88 N/A N/A 0 0 0 0
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