LRND Options History — June 2023 In June 2023, LRND traded between $24.50 and $25.97. ATM implied volatility averaged 85.9%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 72.0% (HV 20d: 13.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2023-06-14 : Largest IV drop — 72.5% change2023-06-13 : Highest IV Rank — 50.6%2023-06-02 : Largest Expected Move — 24.1%Monthly Statistics Metric Avg Min Max Open Close Price $25.25 $24.50 $25.97 $24.50 $25.73 ATM IV 85.9% 49.0% 186.0% 49.0% 66.6% Expected Move 17.2% 14.1% 24.1% 14.1% 19.1% HV 20d 13.8% 12.3% 15.6% 13.2% 14.4% HV 60d 14.3% 13.8% 15.6% 15.5% 13.9% IV Rank 14.8% 1.6% 50.6% 1.6% 7.9% IV Percentile 35.9% 3.3% 95.4% 3.3% 14.4% Term Structure -8.1% -33.7% -4.2% -4.7% -8.2% Skew 25d 66.1% 4.0% 104.3% 59.7% 83.0% Skew 10d 91.7% 40.4% 126.3% 106.2% 112.7% Call IV 25d 49.3% 38.7% 103.4% 47.3% 51.9% Put IV 25d 115.4% 96.8% 173.5% 106.9% 134.9% Bid-Ask Spread % 141.75 138.73 155.94 143.69 139.41 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 (21 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 2023-06-01 $24.50 $0.00 49.0% 14.1% 13.2% 1.6% 0.0% 59.7% -4.7% 0 0 0 0.00 143.69 N/A N/A 0 0 0 0 2023-06-02 $24.79 $0.00 84.2% 24.1% 12.9% 14.2% 0.0% 104.3% -14.2% 0 0 0 0.00 142.81 N/A N/A 0 0 0 0 2023-06-05 $24.76 $0.00 95.0% 14.1% 12.3% 18.0% 0.0% 57.7% -5.8% 0 0 0 0.00 140.80 N/A N/A 0 0 0 0 2023-06-06 $24.84 $0.00 100.2% 14.2% 12.3% 19.9% 0.0% 58.1% -5.7% 0 0 0 0.00 144.41 N/A N/A 0 0 0 0 2023-06-07 $24.52 $0.00 162.7% 21.2% 13.4% 42.2% 0.0% 4.0% -33.7% 0 0 0 0.00 155.94 N/A N/A 0 0 0 0 2023-06-08 $24.76 $0.00 109.6% 14.5% 13.4% 23.3% 0.0% 59.7% -6.2% 0 0 0 0.00 141.36 N/A N/A 0 0 0 0 2023-06-09 $24.86 $0.00 117.9% 14.6% 13.3% 26.3% 0.0% 48.2% -5.3% 0 0 0 0.00 142.70 N/A N/A 0 0 0 0 2023-06-12 $25.23 $0.00 158.3% 15.6% 13.4% 40.7% 0.0% 61.5% -6.9% 0 0 0 0.00 140.82 N/A N/A 0 0 0 0 2023-06-13 $25.41 $0.00 186.0% 16.1% 13.4% 50.6% 0.0% 61.7% -8.5% 0 0 0 0.00 140.61 N/A N/A 0 0 0 0 2023-06-14 $25.52 $0.00 51.2% 14.7% 13.3% 2.4% 0.0% 62.4% -7.8% 0 0 0 0.00 140.61 N/A N/A 0 0 0 0 2023-06-15 $25.97 $0.00 53.2% 15.2% 14.0% 3.1% 0.0% 62.5% -4.2% 0 0 0 0.00 138.73 N/A N/A 0 0 0 0 2023-06-16 $25.90 $0.00 54.0% 15.5% 13.8% 3.4% 0.0% 63.4% -4.5% 0 0 0 0.00 139.01 N/A N/A 0 0 0 0 2023-06-20 $25.70 $0.00 56.6% 16.2% 14.4% 4.4% 0.0% 67.5% -5.6% 0 0 0 0.00 140.21 N/A N/A 0 0 0 0 2023-06-21 $25.37 $0.00 61.8% 17.7% 15.6% 6.2% 0.0% 70.6% -5.9% 0 0 0 0.00 140.78 N/A N/A 0 0 0 0 2023-06-22 $25.54 $0.00 56.9% 16.3% 15.2% 4.5% 0.0% 71.2% -5.6% 0 0 0 0.00 140.78 N/A N/A 0 0 0 0 2023-06-23 $25.41 $0.00 63.4% 18.2% 14.9% 6.8% 0.0% 73.0% -5.6% 0 0 0 0.00 140.87 N/A N/A 0 0 0 0 2023-06-26 $25.18 $0.00 66.5% 19.1% 15.3% 7.9% 0.0% 78.2% -7.5% 0 0 0 0.00 141.85 N/A N/A 0 0 0 0 2023-06-27 $25.45 $0.00 68.4% 19.6% 13.9% 8.6% 0.0% 79.0% -7.8% 0 0 0 0.00 140.30 N/A N/A 0 0 0 0 2023-06-28 $25.44 $0.00 69.9% 20.0% 13.9% 9.1% 0.0% 80.5% -8.3% 0 0 0 0.00 140.51 N/A N/A 0 0 0 0 2023-06-29 $25.41 $0.00 71.5% 20.5% 14.0% 9.7% 0.0% 82.3% -8.2% 0 0 0 0.00 140.57 N/A N/A 0 0 0 0 2023-06-30 $25.73 $0.00 66.6% 19.1% 14.4% 7.9% 0.0% 83.0% -8.2% 0 0 0 0.00 139.41 N/A N/A 0 0 0 0
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