LRND Options History — February 2023 In February 2023, LRND traded between $21.13 and $22.75. ATM implied volatility averaged 84.9%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 63.0% (HV 20d: 22.0%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2023-02-08 : Largest IV drop — 39.9% change2023-02-06 : Highest IV Rank — 29.2%2023-02-28 : Largest Expected Move — 30.3%Monthly Statistics Metric Avg Min Max Open Close Price $21.97 $21.13 $22.75 $22.16 $21.27 ATM IV 84.9% 63.8% 113.5% 93.1% 105.7% Expected Move 21.7% 16.1% 30.3% 26.7% 30.3% HV 20d 22.0% 18.9% 23.5% 18.9% 21.9% HV 60d 25.1% 21.1% 27.4% 27.4% 21.1% IV Rank 12.9% 0.9% 29.2% 17.6% 24.7% IV Percentile 40.3% 2.3% 79.8% 57.9% 75.0% Term Structure -10.9% -24.6% -5.1% -14.8% -24.6% Skew 25d 85.3% 65.8% 121.4% 110.1% 121.4% Skew 10d 107.6% 84.4% 170.4% 135.9% 170.4% Call IV 25d 56.5% 44.0% 73.9% 73.9% 71.4% Put IV 25d 141.9% 109.8% 192.8% 183.9% 192.8% Bid-Ask Spread % 143.81 141.86 146.38 141.86 144.07 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 (19 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 2023-02-01 $22.16 $0.00 93.1% 26.7% 18.9% 17.6% 0.0% 110.1% -14.8% 0 0 0 0.00 141.86 N/A N/A 0 0 0 0 2023-02-02 $22.75 $0.00 89.9% 16.1% 20.3% 15.8% 0.0% 65.8% -5.1% 0 0 0 0.00 142.22 N/A N/A 0 0 0 0 2023-02-03 $22.50 $0.00 102.3% 17.7% 21.0% 22.8% 0.0% 67.1% -5.6% 0 0 0 0.00 143.64 N/A N/A 0 0 0 0 2023-02-06 $22.29 $0.00 113.5% 17.9% 20.5% 29.2% 0.0% 70.2% -5.3% 0 0 0 0.00 143.58 N/A N/A 0 0 0 0 2023-02-07 $22.63 $0.00 107.0% 16.4% 20.8% 25.4% 0.0% 69.8% -5.2% 0 0 0 0.00 143.58 N/A N/A 0 0 0 0 2023-02-08 $22.25 $0.00 64.3% 18.4% 22.2% 1.2% 0.0% 72.0% -5.9% 0 0 0 0.00 143.58 N/A N/A 0 0 0 0 2023-02-09 $21.99 $0.00 63.8% 18.3% 22.5% 0.9% 0.0% 73.9% -5.9% 0 0 0 0.00 145.03 N/A N/A 0 0 0 0 2023-02-10 $21.91 $0.00 64.8% 18.6% 22.5% 1.5% 0.0% 75.1% -7.1% 0 0 0 0.00 146.38 N/A N/A 0 0 0 0 2023-02-13 $22.21 $0.00 68.8% 19.7% 22.9% 3.7% 0.0% 77.1% -8.0% 0 0 0 0.00 143.38 N/A N/A 0 0 0 0 2023-02-14 $22.34 $0.00 69.1% 19.8% 22.8% 3.9% 0.0% 77.7% -6.3% 0 0 0 0.00 143.36 N/A N/A 0 0 0 0 2023-02-15 $22.35 $0.00 70.2% 20.1% 22.1% 4.6% 0.0% 79.9% -7.4% 0 0 0 0.00 143.12 N/A N/A 0 0 0 0 2023-02-16 $22.07 $0.00 70.5% 20.2% 22.7% 4.7% 0.0% 82.4% -7.8% 0 0 0 0.00 144.07 N/A N/A 0 0 0 0 2023-02-17 $21.89 $0.00 72.0% 20.6% 22.5% 5.6% 0.0% 84.5% -8.9% 0 0 0 0.00 144.07 N/A N/A 0 0 0 0 2023-02-21 $21.50 $0.00 88.4% 25.3% 22.5% 14.9% 0.0% 92.7% -15.4% 0 0 0 0.00 144.07 N/A N/A 0 0 0 0 2023-02-22 $21.38 $0.00 90.6% 26.0% 22.5% 16.1% 0.0% 95.3% -16.8% 0 0 0 0.00 144.07 N/A N/A 0 0 0 0 2023-02-23 $21.56 $0.00 81.6% 23.4% 22.7% 11.0% 0.0% 96.5% -13.9% 0 0 0 0.00 144.07 N/A N/A 0 0 0 0 2023-02-24 $21.13 $0.00 95.5% 27.4% 23.5% 18.9% 0.0% 101.3% -20.1% 0 0 0 0.00 144.07 N/A N/A 0 0 0 0 2023-02-27 $21.23 $0.00 102.8% 29.5% 23.0% 23.1% 0.0% 108.8% -23.4% 0 0 0 0.00 144.07 N/A N/A 0 0 0 0 2023-02-28 $21.27 $0.00 105.7% 30.3% 21.9% 24.7% 0.0% 121.4% -24.6% 0 0 0 0.00 144.07 N/A N/A 0 0 0 0
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