LRND Options History — April 2023 In April 2023, LRND traded between $22.34 and $23.14. ATM implied volatility averaged 77.6%, placing in the 8.8% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 62.4% (HV 20d: 15.2%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2023-04-12 : Largest IV drop — 45.1% change2023-04-11 : Highest IV Rank — 25.4%2023-04-26 : Largest Expected Move — 24.9%Monthly Statistics Metric Avg Min Max Open Close Price $22.87 $22.34 $23.14 $22.99 $22.97 ATM IV 77.6% 60.4% 109.9% 81.8% 79.2% Expected Move 20.3% 16.0% 24.9% 23.5% 22.7% HV 20d 15.2% 12.7% 19.4% 19.4% 14.2% HV 60d 19.1% 18.2% 19.9% 19.9% 18.2% IV Rank 8.8% 0.0% 25.4% 10.5% 9.9% IV Percentile 30.4% 0.0% 78.0% 42.9% 37.1% Term Structure -10.9% -20.7% -5.7% -9.8% -15.2% Skew 25d 81.3% 64.0% 106.5% 99.8% 91.2% Skew 10d 99.5% 78.3% 128.4% 120.4% 111.9% Call IV 25d 54.8% 42.6% 68.8% 64.3% 62.7% Put IV 25d 136.0% 106.6% 175.3% 164.1% 153.9% Bid-Ask Spread % 145.29 143.92 147.87 147.87 143.92 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 2023-04-03 $22.99 $0.00 81.8% 23.5% 19.4% 10.5% 0.0% 99.8% -9.8% 0 0 0 0.00 147.87 N/A N/A 0 0 0 0 2023-04-04 $22.88 $0.00 84.3% 24.2% 18.7% 11.8% 0.0% 103.2% -11.1% 0 0 0 0.00 147.87 N/A N/A 0 0 0 0 2023-04-05 $22.84 $0.00 87.0% 24.9% 18.8% 13.2% 0.0% 106.5% -12.3% 0 0 0 0.00 147.87 N/A N/A 0 0 0 0 2023-04-06 $23.00 $0.00 89.6% 16.0% 17.3% 14.6% 0.0% 64.0% -5.7% 0 0 0 0.00 146.26 N/A N/A 0 0 0 0 2023-04-10 $22.96 $0.00 104.7% 16.8% 15.8% 22.6% 0.0% 67.3% -6.9% 0 0 0 0.00 146.26 N/A N/A 0 0 0 0 2023-04-11 $22.89 $0.00 109.9% 17.0% 15.6% 25.4% 0.0% 68.3% -7.4% 0 0 0 0.00 146.26 N/A N/A 0 0 0 0 2023-04-12 $22.75 $0.00 60.4% 17.3% 15.9% 0.0% 0.0% 69.6% -8.2% 0 0 0 0.00 146.26 N/A N/A 0 0 0 0 2023-04-13 $23.14 $0.00 60.7% 17.4% 16.6% 0.2% 0.0% 69.3% -7.2% 0 0 0 0.00 146.26 N/A N/A 0 0 0 0 2023-04-14 $23.07 $0.00 61.7% 17.7% 14.2% 0.7% 0.0% 70.5% -7.7% 0 0 0 0.00 146.26 N/A N/A 0 0 0 0 2023-04-17 $23.05 $0.00 64.1% 18.4% 13.5% 2.0% 0.0% 73.8% -8.1% 0 0 0 0.00 144.03 N/A N/A 0 0 0 0 2023-04-18 $23.02 $0.00 65.2% 18.7% 13.5% 2.5% 0.0% 75.0% -8.6% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0 2023-04-19 $22.94 $0.00 66.3% 19.0% 12.7% 3.1% 0.0% 76.5% -9.4% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0 2023-04-20 $22.73 $0.00 67.7% 19.4% 12.9% 3.9% 0.0% 78.5% -10.8% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0 2023-04-21 $22.79 $0.00 68.8% 19.7% 12.9% 4.4% 0.0% 79.6% -11.3% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0 2023-04-24 $22.80 $0.00 72.8% 20.9% 12.9% 6.5% 0.0% 84.2% -13.1% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0 2023-04-25 $22.41 $0.00 85.0% 24.4% 14.5% 13.0% 0.0% 87.5% -19.4% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0 2023-04-26 $22.34 $0.00 87.0% 24.9% 14.1% 14.0% 0.0% 89.7% -20.7% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0 2023-04-27 $22.88 $0.00 77.5% 22.2% 14.4% 9.0% 0.0% 89.5% -14.9% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0 2023-04-28 $22.97 $0.00 79.2% 22.7% 14.2% 9.9% 0.0% 91.2% -15.2% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0
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