LRND Options History — May 2023 In May 2023, LRND traded between $22.63 and $24.38. ATM implied volatility averaged 109.5%, placing in the 26.9% IV rank vs the trailing year. The 30-day expected move averaged 21.3%. IV traded above realized volatility by 95.1% (HV 20d: 14.4%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2023-05-19 : Largest IV drop — 86.3% change2023-05-17 : Highest IV Rank — 100.0%2023-05-12 : Largest Expected Move — 39.3%Monthly Statistics Metric Avg Min Max Open Close Price $23.40 $22.63 $24.38 $23.05 $24.36 ATM IV 109.5% 44.5% 324.2% 85.4% 48.7% Expected Move 21.3% 12.6% 39.3% 24.5% 14.0% HV 20d 14.4% 12.1% 15.5% 13.9% 13.3% HV 60d 16.4% 15.4% 17.4% 17.4% 15.8% IV Rank 26.9% 0.0% 100.0% 13.2% 1.5% IV Percentile 51.2% 0.0% 100.0% 50.8% 2.9% Term Structure -15.7% -43.5% -4.4% -17.6% -5.0% Skew 25d 84.0% 50.0% 157.6% 98.2% 54.6% Skew 10d 106.0% 65.8% 192.7% 120.2% 73.5% Call IV 25d 59.0% 36.6% 107.9% 67.4% 40.0% Put IV 25d 143.0% 86.6% 265.5% 165.6% 94.6% Bid-Ask Spread % 143.79 143.69 143.92 143.92 143.69 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 (22 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 2023-05-01 $23.05 $0.00 85.4% 24.5% 13.9% 13.2% 0.0% 98.2% -17.6% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0 2023-05-02 $22.84 $0.00 88.2% 25.3% 14.2% 14.7% 0.0% 101.9% -20.2% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0 2023-05-03 $22.78 $0.00 91.0% 26.1% 14.1% 16.1% 0.0% 105.3% -22.0% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0 2023-05-04 $22.63 $0.00 94.2% 27.0% 14.3% 17.8% 0.0% 109.4% -24.7% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0 2023-05-05 $23.00 $0.00 97.0% 27.8% 15.3% 19.3% 0.0% 111.5% -23.3% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0 2023-05-08 $23.05 $0.00 109.2% 31.3% 15.3% 25.7% 0.0% 125.6% -29.0% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0 2023-05-09 $22.95 $0.00 114.8% 32.9% 15.3% 28.7% 0.0% 132.3% -32.8% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0 2023-05-10 $23.17 $0.00 120.3% 34.5% 15.5% 31.6% 0.0% 138.0% -33.4% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0 2023-05-11 $23.15 $0.00 127.7% 36.6% 14.3% 35.5% 0.0% 146.5% -37.2% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0 2023-05-12 $23.02 $0.00 137.0% 39.3% 14.4% 40.3% 0.0% 157.6% -43.5% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0 2023-05-15 $23.19 $0.00 180.3% 13.8% 14.6% 63.2% 0.0% 50.2% -5.2% 0 0 0 0.00 143.69 N/A N/A 0 0 0 0 2023-05-16 $23.21 $0.00 208.0% 13.9% 14.6% 77.7% 0.0% 50.6% -5.3% 0 0 0 0.00 143.69 N/A N/A 0 0 0 0 2023-05-17 $23.41 $0.00 253.2% 13.9% 14.8% 100.0% 0.0% 50.5% -5.0% 0 0 0 0.00 143.69 N/A N/A 0 0 0 0 2023-05-18 $23.75 $0.00 324.2% 12.6% 15.0% 100.0% 0.0% 50.0% -4.5% 0 0 0 0.00 143.69 N/A N/A 0 0 0 0 2023-05-19 $23.73 $0.00 44.5% 12.7% 15.0% 0.0% 0.0% 50.4% -4.7% 0 0 0 0.00 143.69 N/A N/A 0 0 0 0 2023-05-22 $23.82 $0.00 45.5% 13.0% 15.0% 0.4% 0.0% 51.5% -4.9% 0 0 0 0.00 143.69 N/A N/A 0 0 0 0 2023-05-23 $23.67 $0.00 46.0% 13.2% 13.6% 0.5% 0.0% 52.3% -5.4% 0 0 0 0.00 143.69 N/A N/A 0 0 0 0 2023-05-24 $23.48 $0.00 51.3% 14.7% 14.0% 2.5% 0.0% 53.2% -6.0% 0 0 0 0.00 143.69 N/A N/A 0 0 0 0 2023-05-25 $23.77 $0.00 46.7% 13.4% 12.1% 0.8% 0.0% 52.9% -5.5% 0 0 0 0.00 143.69 N/A N/A 0 0 0 0 2023-05-26 $24.29 $0.00 46.6% 13.4% 14.0% 0.8% 0.0% 52.3% -4.4% 0 0 0 0.00 143.69 N/A N/A 0 0 0 0 2023-05-30 $24.38 $0.00 48.2% 13.8% 14.0% 1.4% 0.0% 54.0% -4.8% 0 0 0 0.00 143.69 N/A N/A 0 0 0 0 2023-05-31 $24.36 $0.00 48.7% 14.0% 13.3% 1.5% 0.0% 54.6% -5.0% 0 0 0 0.00 143.69 N/A N/A 0 0 0 0
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