LRND Options History — December 2022 In December 2022, LRND traded between $19.52 and $21.58. ATM implied volatility averaged 109.2%. The 30-day expected move averaged 22.4%. IV traded above realized volatility by 78.0% (HV 20d: 31.2%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2022-12-14 : Largest IV drop — 69.5% change2022-12-02 : Largest Expected Move — 30.8%Monthly Statistics Metric Avg Min Max Open Close Price $20.50 $19.52 $21.58 $21.58 $19.86 ATM IV 109.2% 69.9% 229.2% 96.5% 92.9% Expected Move 22.4% 18.1% 30.8% 27.7% 26.6% HV 20d 31.2% 22.6% 38.1% 38.1% 22.6% HV 60d 32.5% 32.0% 32.9% 32.6% 32.3% Term Structure -9.8% -20.8% 23.7% -20.8% -13.9% Skew 25d 81.3% 63.0% 110.5% 106.0% 98.4% Skew 10d 104.7% 83.5% 139.4% 133.7% 125.0% Call IV 25d 65.6% 52.3% 91.7% 88.0% 80.9% Put IV 25d 146.9% 115.3% 202.2% 194.0% 179.2% Bid-Ask Spread % 153.21 146.24 155.68 150.71 154.63 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 (21 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 2022-12-01 $21.58 $0.00 96.5% 27.7% 38.1% 0.0% 0.0% 106.0% -20.8% 0 0 0 0.00 150.71 N/A N/A 0 0 0 0 2022-12-02 $21.45 $0.00 107.4% 30.8% 36.6% 0.0% 0.0% 110.5% -19.5% 0 0 0 0.00 150.71 N/A N/A 0 0 0 0 2022-12-05 $21.10 $0.00 122.3% 18.1% 31.4% 0.0% 0.0% 63.0% -9.2% 0 0 0 0.00 154.34 N/A N/A 0 0 0 0 2022-12-06 $20.73 $0.00 129.1% 18.5% 32.1% 0.0% 0.0% 64.6% -10.9% 0 0 0 0.00 154.34 N/A N/A 0 0 0 0 2022-12-07 $20.69 $0.00 136.2% 18.7% 32.1% 0.0% 0.0% 65.3% -11.4% 0 0 0 0.00 154.34 N/A N/A 0 0 0 0 2022-12-08 $20.89 $0.00 144.0% 18.8% 31.9% 0.0% 0.0% 65.3% -11.1% 0 0 0 0.00 154.34 N/A N/A 0 0 0 0 2022-12-09 $20.80 $0.00 154.1% 19.1% 30.7% 0.0% 0.0% 66.3% -11.8% 0 0 0 0.00 154.34 N/A N/A 0 0 0 0 2022-12-12 $20.95 $0.00 200.4% 19.5% 30.8% 0.0% 0.0% 69.1% -12.7% 0 0 0 0.00 153.98 N/A N/A 0 0 0 0 2022-12-13 $21.30 $0.00 229.2% 19.6% 31.1% 0.0% 0.0% 68.7% -11.6% 0 0 0 0.00 154.57 N/A N/A 0 0 0 0 2022-12-14 $21.17 $0.00 69.9% 20.0% 31.3% 0.0% 0.0% 70.1% -10.5% 0 0 0 0.00 152.12 N/A N/A 0 0 0 0 2022-12-15 $20.48 $0.00 76.3% 21.9% 33.9% 0.0% 0.0% 73.3% 23.7% 0 0 0 0.00 155.68 N/A N/A 0 0 0 0 2022-12-16 $20.33 $0.00 77.8% 22.3% 34.1% 0.0% 0.0% 74.9% -9.2% 0 0 0 0.00 155.68 N/A N/A 0 0 0 0 2022-12-19 $19.91 $0.00 77.4% 22.2% 35.0% 0.0% 0.0% 79.9% -8.4% 0 0 0 0.00 152.69 N/A N/A 0 0 0 0 2022-12-20 $20.03 $0.00 78.4% 22.5% 35.0% 0.0% 0.0% 80.6% -8.5% 0 0 0 0.00 152.45 N/A N/A 0 0 0 0 2022-12-21 $20.26 $0.00 80.8% 23.2% 35.2% 0.0% 0.0% 80.8% -9.1% 0 0 0 0.00 151.34 N/A N/A 0 0 0 0 2022-12-22 $19.81 $0.00 76.3% 21.9% 36.3% 0.0% 0.0% 92.5% -6.5% 0 0 0 0.00 146.24 N/A N/A 0 0 0 0 2022-12-23 $19.91 $0.00 78.1% 22.4% 25.0% 0.0% 0.0% 93.7% -7.8% 0 0 0 0.00 150.47 N/A N/A 0 0 0 0 2022-12-27 $19.79 $0.00 87.0% 24.9% 24.5% 0.0% 0.0% 92.3% -11.0% 0 0 0 0.00 154.73 N/A N/A 0 0 0 0 2022-12-28 $19.52 $0.00 89.3% 25.6% 24.9% 0.0% 0.0% 95.6% -12.9% 0 0 0 0.00 154.88 N/A N/A 0 0 0 0 2022-12-29 $19.98 $0.00 90.6% 26.0% 23.0% 0.0% 0.0% 95.5% -11.7% 0 0 0 0.00 154.88 N/A N/A 0 0 0 0 2022-12-30 $19.86 $0.00 92.9% 26.6% 22.6% 0.0% 0.0% 98.4% -13.9% 0 0 0 0.00 154.63 N/A N/A 0 0 0 0
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