LRND Options History — March 2023 In March 2023, LRND traded between $20.87 and $22.87. ATM implied volatility averaged 105.6%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 86.3% (HV 20d: 19.3%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2023-03-15 : Largest IV drop — 70.4% change2023-03-14 : Highest IV Rank — 100.0%2023-03-02 : Largest Expected Move — 32.2%Monthly Statistics Metric Avg Min Max Open Close Price $21.83 $20.87 $22.87 $21.15 $22.87 ATM IV 105.6% 66.4% 250.2% 109.3% 75.9% Expected Move 21.7% 17.0% 32.2% 31.3% 21.8% HV 20d 19.3% 17.4% 21.7% 21.7% 19.4% HV 60d 20.6% 19.4% 21.4% 21.0% 19.9% IV Rank 24.1% 2.3% 100.0% 26.8% 7.3% IV Percentile 48.5% 5.8% 100.0% 79.3% 25.1% Term Structure -13.4% -27.5% -5.6% -27.2% -8.2% Skew 25d 82.9% 65.6% 120.0% 115.9% 92.9% Skew 10d 103.6% 84.6% 148.7% 144.2% 112.0% Call IV 25d 56.8% 45.6% 79.5% 77.1% 59.9% Put IV 25d 139.8% 111.2% 199.5% 193.0% 152.8% Bid-Ask Spread % 145.56 144.07 148.24 144.07 148.24 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 (23 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 2023-03-01 $21.15 $0.00 109.3% 31.3% 21.7% 26.8% 0.0% 115.9% -27.2% 0 0 0 0.00 144.07 N/A N/A 0 0 0 0 2023-03-02 $21.36 $0.00 112.3% 32.2% 19.7% 28.4% 0.0% 118.3% -27.5% 0 0 0 0.00 144.07 N/A N/A 0 0 0 0 2023-03-03 $21.77 $0.00 102.0% 29.2% 18.5% 22.6% 0.0% 120.0% -22.3% 0 0 0 0.00 144.07 N/A N/A 0 0 0 0 2023-03-06 $21.80 $0.00 115.0% 17.0% 18.2% 30.0% 0.0% 65.6% -9.6% 0 0 0 0.00 146.09 N/A N/A 0 0 0 0 2023-03-07 $21.52 $0.00 121.2% 17.2% 18.5% 33.5% 0.0% 67.1% -10.1% 0 0 0 0.00 146.09 N/A N/A 0 0 0 0 2023-03-08 $21.57 $0.00 127.6% 17.4% 17.4% 37.2% 0.0% 67.6% -10.4% 0 0 0 0.00 146.09 N/A N/A 0 0 0 0 2023-03-09 $21.20 $0.00 154.5% 19.9% 17.5% 52.4% 0.0% 69.5% -11.9% 0 0 0 0.00 146.09 N/A N/A 0 0 0 0 2023-03-10 $20.87 $0.00 168.5% 20.8% 17.8% 60.4% 0.0% 69.7% -14.7% 0 0 0 0.00 146.09 N/A N/A 0 0 0 0 2023-03-13 $21.16 $0.00 218.0% 20.9% 18.7% 88.5% 0.0% 72.7% -13.1% 0 0 0 0.00 146.09 N/A N/A 0 0 0 0 2023-03-14 $21.36 $0.00 250.2% 21.0% 18.3% 100.0% 0.0% 72.7% -15.4% 0 0 0 0.00 146.09 N/A N/A 0 0 0 0 2023-03-15 $21.49 $0.00 74.0% 21.2% 18.3% 6.3% 0.0% 73.2% -15.4% 0 0 0 0.00 146.09 N/A N/A 0 0 0 0 2023-03-16 $22.09 $0.00 66.4% 19.0% 21.1% 2.3% 0.0% 72.2% -12.1% 0 0 0 0.00 146.09 N/A N/A 0 0 0 0 2023-03-17 $21.87 $0.00 67.7% 19.4% 20.9% 2.9% 0.0% 73.8% -13.6% 0 0 0 0.00 146.09 N/A N/A 0 0 0 0 2023-03-20 $21.94 $0.00 70.7% 20.3% 20.8% 4.5% 0.0% 76.9% -14.9% 0 0 0 0.00 146.09 N/A N/A 0 0 0 0 2023-03-21 $22.29 $0.00 71.2% 20.4% 20.3% 4.8% 0.0% 76.8% -13.6% 0 0 0 0.00 146.09 N/A N/A 0 0 0 0 2023-03-22 $22.13 $0.00 72.7% 20.8% 20.4% 5.6% 0.0% 78.7% -15.1% 0 0 0 0.00 146.09 N/A N/A 0 0 0 0 2023-03-23 $22.14 $0.00 73.9% 21.2% 20.3% 6.2% 0.0% 79.9% -15.7% 0 0 0 0.00 146.09 N/A N/A 0 0 0 0 2023-03-24 $22.22 $0.00 71.9% 20.6% 18.6% 5.2% 0.0% 83.2% -5.6% 0 0 0 0.00 144.42 N/A N/A 0 0 0 0 2023-03-27 $22.21 $0.00 76.1% 21.8% 18.6% 7.4% 0.0% 88.1% -7.0% 0 0 0 0.00 144.42 N/A N/A 0 0 0 0 2023-03-28 $22.00 $0.00 78.1% 22.4% 19.1% 8.5% 0.0% 90.8% -8.3% 0 0 0 0.00 144.42 N/A N/A 0 0 0 0 2023-03-29 $22.50 $0.00 78.7% 22.6% 20.2% 8.8% 0.0% 90.3% -6.8% 0 0 0 0.00 144.42 N/A N/A 0 0 0 0 2023-03-30 $22.66 $0.00 73.3% 21.0% 20.1% 5.9% 0.0% 91.7% -9.3% 0 0 0 0.00 144.42 N/A N/A 0 0 0 0 2023-03-31 $22.87 $0.00 75.9% 21.8% 19.4% 7.3% 0.0% 92.9% -8.2% 0 0 0 0.00 148.24 N/A N/A 0 0 0 0
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