LRND Options History — January 2023 In January 2023, LRND traded between $19.96 and $21.82. ATM implied volatility averaged 88.6%. The 30-day expected move averaged 22.6%. IV traded above realized volatility by 68.2% (HV 20d: 20.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-01-11 : Largest IV drop — 47.4% change2023-01-04 : Largest Expected Move — 30.6%Monthly Statistics Metric Avg Min Max Open Close Price $20.91 $19.96 $21.82 $19.96 $21.60 ATM IV 88.6% 65.2% 130.9% 103.1% 88.0% Expected Move 22.6% 18.6% 30.6% 29.5% 25.2% HV 20d 20.5% 16.5% 23.8% 22.8% 17.4% HV 60d 29.9% 27.7% 32.4% 32.1% 27.8% Term Structure -11.0% -16.7% -7.0% -16.7% -14.1% Skew 25d 87.1% 71.0% 113.2% 110.3% 109.5% Skew 10d 110.9% 92.9% 144.3% 140.2% 136.2% Call IV 25d 64.5% 49.9% 91.6% 88.6% 72.6% Put IV 25d 151.6% 124.3% 204.8% 198.8% 182.1% Bid-Ask Spread % 147.06 142.07 152.81 152.81 143.21 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 (20 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 2023-01-03 $19.96 $0.00 103.1% 29.5% 22.8% 0.0% 0.0% 110.3% -16.7% 0 0 0 0.00 152.81 N/A N/A 0 0 0 0 2023-01-04 $20.03 $0.00 106.8% 30.6% 22.4% 0.0% 0.0% 113.2% -16.4% 0 0 0 0.00 151.39 N/A N/A 0 0 0 0 2023-01-05 $19.96 $0.00 105.0% 18.6% 21.7% 0.0% 0.0% 75.5% -7.4% 0 0 0 0.00 146.15 N/A N/A 0 0 0 0 2023-01-06 $20.45 $0.00 110.4% 19.2% 23.6% 0.0% 0.0% 74.3% -7.0% 0 0 0 0.00 143.40 N/A N/A 0 0 0 0 2023-01-09 $20.43 $0.00 130.9% 20.9% 23.3% 0.0% 0.0% 71.0% -9.3% 0 0 0 0.00 152.18 N/A N/A 0 0 0 0 2023-01-10 $20.54 $0.00 124.0% 19.1% 23.4% 0.0% 0.0% 71.4% -10.5% 0 0 0 0.00 147.78 N/A N/A 0 0 0 0 2023-01-11 $20.84 $0.00 65.2% 18.7% 23.8% 0.0% 0.0% 77.4% -8.3% 0 0 0 0.00 143.24 N/A N/A 0 0 0 0 2023-01-12 $21.01 $0.00 70.7% 20.3% 23.2% 0.0% 0.0% 71.7% -12.4% 0 0 0 0.00 152.18 N/A N/A 0 0 0 0 2023-01-13 $21.09 $0.00 67.7% 19.4% 23.2% 0.0% 0.0% 78.5% -8.8% 0 0 0 0.00 146.56 N/A N/A 0 0 0 0 2023-01-17 $21.01 $0.00 75.2% 21.5% 19.7% 0.0% 0.0% 76.7% -13.5% 0 0 0 0.00 148.51 N/A N/A 0 0 0 0 2023-01-18 $20.77 $0.00 75.1% 21.5% 20.0% 0.0% 0.0% 78.7% -13.9% 0 0 0 0.00 149.01 N/A N/A 0 0 0 0 2023-01-19 $20.67 $0.00 74.9% 21.5% 18.4% 0.0% 0.0% 80.2% -7.8% 0 0 0 0.00 147.88 N/A N/A 0 0 0 0 2023-01-20 $21.01 $0.00 77.4% 22.2% 19.1% 0.0% 0.0% 80.2% -8.9% 0 0 0 0.00 150.24 N/A N/A 0 0 0 0 2023-01-23 $21.43 $0.00 81.0% 23.2% 19.8% 0.0% 0.0% 82.8% -8.9% 0 0 0 0.00 150.24 N/A N/A 0 0 0 0 2023-01-24 $21.30 $0.00 82.4% 23.6% 17.8% 0.0% 0.0% 93.7% -10.4% 0 0 0 0.00 144.88 N/A N/A 0 0 0 0 2023-01-25 $21.31 $0.00 83.5% 23.9% 17.8% 0.0% 0.0% 95.7% -10.6% 0 0 0 0.00 142.07 N/A N/A 0 0 0 0 2023-01-26 $21.55 $0.00 76.8% 22.0% 17.7% 0.0% 0.0% 96.5% -10.7% 0 0 0 0.00 142.07 N/A N/A 0 0 0 0 2023-01-27 $21.82 $0.00 80.1% 23.0% 16.5% 0.0% 0.0% 97.6% -10.7% 0 0 0 0.00 142.39 N/A N/A 0 0 0 0 2023-01-30 $21.38 $0.00 94.2% 27.0% 17.6% 0.0% 0.0% 107.7% -14.2% 0 0 0 0.00 145.05 N/A N/A 0 0 0 0 2023-01-31 $21.60 $0.00 88.0% 25.2% 17.4% 0.0% 0.0% 109.5% -14.1% 0 0 0 0.00 143.21 N/A N/A 0 0 0 0
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