LRND Options History — November 2022

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

In November 2022, LRND traded between $19.65 and $21.39. ATM implied volatility averaged 107.5%. The 30-day expected move averaged 30.8%. IV traded above realized volatility by 71.8% (HV 20d: 35.7%). Net GEX was positive for 0 of 6 trading days. Term structure was in contango for 0 of 6 days.

Notable Days

2022-11-02: Largest IV spike — 43.0% change
2022-11-02: Largest Expected Move — 43.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.54	$19.65	$21.39	$19.65	$21.39
ATM IV	107.5%	88.3%	153.3%	107.2%	100.6%
Expected Move	30.8%	25.3%	43.9%	30.7%	28.8%
HV 20d	35.7%	30.3%	38.9%	30.4%	38.1%
HV 60d	32.4%	31.3%	33.6%	31.3%	32.8%
Term Structure	-25.4%	-62.4%	-13.4%	-20.6%	-17.1%
Skew 25d	86.7%	7.6%	111.8%	111.8%	103.8%
Skew 10d	119.3%	63.5%	144.9%	144.9%	130.8%
Call IV 25d	106.2%	76.0%	213.8%	90.7%	86.0%
Put IV 25d	192.9%	167.8%	221.5%	202.4%	189.8%
Bid-Ask Spread %	152.12	150.45	159.42	150.45	150.71
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 (6 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2022-11-01	$19.65	$0.00	107.2%	30.7%	30.4%	0.0%	0.0%	111.8%	-20.6%	150.45	N/A	N/A
2022-11-02	$19.65	$0.00	153.3%	43.9%	30.3%	0.0%	0.0%	7.6%	-62.4%	159.42	N/A	N/A
2022-11-25	$21.10	$0.00	88.3%	25.3%	38.5%	0.0%	0.0%	91.8%	-13.4%	150.71	N/A	N/A
2022-11-28	$20.77	$0.00	96.3%	27.6%	38.9%	0.0%	0.0%	101.0%	-18.5%	150.71	N/A	N/A
2022-11-29	$20.68	$0.00	99.2%	28.4%	38.0%	0.0%	0.0%	104.4%	-20.3%	150.71	N/A	N/A
2022-11-30	$21.39	$0.00	100.6%	28.8%	38.1%	0.0%	0.0%	103.8%	-17.1%	150.71	N/A	N/A