LRND Options History — October 2022 In October 2022, LRND traded between $19.10 and $20.32. ATM implied volatility averaged 97.3%. The 30-day expected move averaged 25.7%. IV traded above realized volatility by 61.4% (HV 20d: 35.9%). Net GEX was positive for 0 of 14 trading days. Term structure was in contango for 2 of 14 days.
Notable Days 2022-10-13 : Largest IV drop — 41.8% change2022-10-26 : Largest Expected Move — 36.7%Monthly Statistics Metric Avg Min Max Open Close Price $19.57 $19.10 $20.32 $19.64 $19.65 ATM IV 97.3% 79.5% 141.3% 102.9% 105.6% Expected Move 25.7% 19.8% 36.7% 29.5% 30.3% HV 20d 35.9% 31.0% 40.3% 33.5% 31.0% HV 60d 31.7% 31.1% 32.9% 31.1% 31.3% Term Structure -10.8% -43.0% 32.6% -18.0% -20.2% Skew 25d 82.3% 6.5% 121.7% 121.7% 107.0% Skew 10d 104.3% 33.6% 139.6% 133.6% 139.6% Call IV 25d 79.3% 57.0% 177.8% 77.8% 90.1% Put IV 25d 161.6% 124.4% 199.5% 199.5% 197.1% Bid-Ask Spread % 152.38 148.86 165.28 165.28 150.01 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 (14 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 2022-10-04 $19.64 $0.00 102.9% 29.5% 33.5% 0.0% 0.0% 121.7% -18.0% 0 0 0 0.00 165.28 N/A N/A 0 0 0 0 2022-10-06 $20.32 $0.00 110.9% 19.8% 35.7% 0.0% 0.0% 67.4% -8.1% 0 0 0 0.00 150.17 N/A N/A 0 0 0 0 2022-10-11 $19.29 $0.00 141.3% 22.1% 39.8% 0.0% 0.0% 76.6% -10.9% 0 0 0 0.00 149.72 N/A N/A 0 0 0 0 2022-10-13 $19.14 $0.00 82.3% 23.6% 39.7% 0.0% 0.0% 79.2% -14.0% 0 0 0 0.00 148.86 N/A N/A 0 0 0 0 2022-10-14 $19.25 $0.00 80.5% 23.1% 39.8% 0.0% 0.0% 79.7% -11.3% 0 0 0 0.00 150.22 N/A N/A 0 0 0 0 2022-10-17 $19.10 $0.00 87.3% 25.0% 39.8% 0.0% 0.0% 83.8% -16.7% 0 0 0 0.00 152.74 N/A N/A 0 0 0 0 2022-10-18 $19.65 $0.00 79.5% 22.8% 40.3% 0.0% 0.0% 82.1% -14.9% 0 0 0 0.00 150.77 N/A N/A 0 0 0 0 2022-10-19 $19.65 $0.00 80.2% 23.0% 38.9% 0.0% 0.0% 83.4% -15.0% 0 0 0 0.00 152.45 N/A N/A 0 0 0 0 2022-10-20 $19.65 $0.00 81.0% 23.2% 38.6% 0.0% 0.0% 84.6% 32.6% 0 0 0 0.00 150.76 N/A N/A 0 0 0 0 2022-10-24 $19.65 $0.00 92.7% 26.6% 31.8% 0.0% 0.0% 90.8% 20.6% 0 0 0 0.00 149.30 N/A N/A 0 0 0 0 2022-10-25 $19.65 $0.00 96.5% 27.7% 31.2% 0.0% 0.0% 92.8% -18.6% 0 0 0 0.00 152.88 N/A N/A 0 0 0 0 2022-10-26 $19.65 $0.00 127.9% 36.7% 31.2% 0.0% 0.0% 6.5% -43.0% 0 0 0 0.00 160.06 N/A N/A 0 0 0 0 2022-10-27 $19.65 $0.00 93.6% 26.8% 31.1% 0.0% 0.0% 96.8% -13.3% 0 0 0 0.00 150.14 N/A N/A 0 0 0 0 2022-10-31 $19.65 $0.00 105.6% 30.3% 31.0% 0.0% 0.0% 107.0% -20.2% 0 0 0 0.00 150.01 N/A N/A 0 0 0 0
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