LRND Options History — September 2022 In September 2022, LRND traded between $19.50 and $22.11. ATM implied volatility averaged 103.3%. The 30-day expected move averaged 23.0%. IV traded above realized volatility by 73.7% (HV 20d: 29.6%). Net GEX was positive for 0 of 18 trading days. Term structure was in contango for 0 of 18 days.
Notable Days 2022-09-14 : Largest IV drop — 58.9% change2022-09-02 : Largest Expected Move — 32.3%Monthly Statistics Metric Avg Min Max Open Close Price $20.71 $19.50 $22.11 $21.24 $19.50 ATM IV 103.3% 70.3% 190.6% 106.7% 102.4% Expected Move 23.0% 18.0% 32.3% 30.6% 29.4% HV 20d 29.6% 23.4% 33.6% 24.3% 33.6% HV 60d 32.3% 31.2% 34.0% 32.1% 31.9% Term Structure -12.7% -26.1% -6.8% -21.0% -15.6% Skew 25d 82.1% 62.9% 115.4% 110.3% 100.2% Skew 10d 105.9% 90.2% 147.2% 138.7% 107.6% Call IV 25d 65.3% 51.2% 94.9% 89.7% 81.8% Put IV 25d 147.3% 115.1% 210.2% 200.0% 182.0% Bid-Ask Spread % 167.04 147.31 175.54 147.37 169.22 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 (18 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 2022-09-01 $21.24 $0.00 106.7% 30.6% 24.3% 0.0% 0.0% 110.3% -21.0% 0 0 0 0.00 147.37 N/A N/A 0 0 0 0 2022-09-02 $21.00 $0.00 112.7% 32.3% 24.1% 0.0% 0.0% 115.4% -26.1% 0 0 0 0.00 147.31 N/A N/A 0 0 0 0 2022-09-06 $21.06 $0.00 126.7% 18.5% 24.2% 0.0% 0.0% 62.9% -10.3% 0 0 0 0.00 169.56 N/A N/A 0 0 0 0 2022-09-07 $20.90 $0.00 138.8% 19.2% 23.9% 0.0% 0.0% 64.0% -11.9% 0 0 0 0.00 167.78 N/A N/A 0 0 0 0 2022-09-08 $21.39 $0.00 145.4% 19.1% 23.4% 0.0% 0.0% 63.2% -10.3% 0 0 0 0.00 167.78 N/A N/A 0 0 0 0 2022-09-09 $21.93 $0.00 141.6% 18.0% 25.5% 0.0% 0.0% 63.8% -10.9% 0 0 0 0.00 170.34 N/A N/A 0 0 0 0 2022-09-12 $22.11 $0.00 190.6% 18.8% 24.7% 0.0% 0.0% 67.0% -11.1% 0 0 0 0.00 167.82 N/A N/A 0 0 0 0 2022-09-14 $20.73 $0.00 78.4% 22.5% 32.7% 0.0% 0.0% 70.7% -18.1% 0 0 0 0.00 167.82 N/A N/A 0 0 0 0 2022-09-15 $21.04 $0.00 79.0% 22.6% 33.5% 0.0% 0.0% 71.0% -19.0% 0 0 0 0.00 167.82 N/A N/A 0 0 0 0 2022-09-16 $20.94 $0.00 70.3% 20.2% 33.4% 0.0% 0.0% 72.2% -6.8% 0 0 0 0.00 173.22 N/A N/A 0 0 0 0 2022-09-19 $20.75 $0.00 73.8% 21.2% 33.4% 0.0% 0.0% 76.2% -8.4% 0 0 0 0.00 173.22 N/A N/A 0 0 0 0 2022-09-20 $20.52 $0.00 74.2% 21.3% 33.1% 0.0% 0.0% 78.1% -9.0% 0 0 0 0.00 168.37 N/A N/A 0 0 0 0 2022-09-21 $20.14 $0.00 82.2% 23.6% 32.6% 0.0% 0.0% 88.2% -9.3% 0 0 0 0.00 170.36 N/A N/A 0 0 0 0 2022-09-22 $20.20 $0.00 78.4% 22.5% 32.7% 0.0% 0.0% 90.4% -7.5% 0 0 0 0.00 166.41 N/A N/A 0 0 0 0 2022-09-23 $19.70 $0.00 80.7% 23.1% 33.2% 0.0% 0.0% 94.4% -9.8% 0 0 0 0.00 168.54 N/A N/A 0 0 0 0 2022-09-27 $19.52 $0.00 88.0% 25.2% 32.4% 0.0% 0.0% 93.8% -13.4% 0 0 0 0.00 175.54 N/A N/A 0 0 0 0 2022-09-29 $20.03 $0.00 89.8% 25.7% 32.6% 0.0% 0.0% 95.3% -11.0% 0 0 0 0.00 168.28 N/A N/A 0 0 0 0 2022-09-30 $19.50 $0.00 102.4% 29.4% 33.6% 0.0% 0.0% 100.2% -15.6% 0 0 0 0.00 169.22 N/A N/A 0 0 0 0
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