LRND Options History — July 2023 In July 2023, LRND traded between $25.41 and $26.66. ATM implied volatility averaged 69.7%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded above realized volatility by 56.7% (HV 20d: 12.9%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-07-12 : Largest IV drop — 44.5% change2023-07-10 : Highest IV Rank — 19.4%2023-07-19 : Largest Expected Move — 24.1%Monthly Statistics Metric Avg Min Max Open Close Price $26.07 $25.41 $26.66 $25.72 $26.60 ATM IV 69.7% 52.4% 98.7% 71.7% 69.3% Expected Move 17.7% 14.6% 24.1% 20.6% 19.9% HV 20d 12.9% 11.1% 14.7% 14.0% 11.9% HV 60d 13.7% 12.9% 14.3% 13.9% 13.0% IV Rank 9.0% 2.8% 19.4% 9.7% 8.9% IV Percentile 24.4% 4.2% 67.5% 24.3% 22.5% Term Structure -8.8% -34.9% -5.5% -10.0% -10.9% Skew 25d 67.6% 5.8% 94.5% 89.2% 85.9% Skew 10d 85.4% 37.3% 127.1% 120.6% 104.9% Call IV 25d 48.6% 37.9% 112.7% 55.9% 54.5% Put IV 25d 116.2% 95.2% 154.0% 145.1% 140.3% Bid-Ask Spread % 144.07 139.81 157.68 139.91 142.57 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 (20 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 2023-07-03 $25.72 $0.00 71.7% 20.6% 14.0% 9.7% 0.0% 89.2% -10.0% 0 0 0 0.00 139.91 N/A N/A 0 0 0 0 2023-07-05 $25.77 $0.00 75.7% 21.7% 13.9% 11.2% 0.0% 94.5% -10.3% 0 0 0 0.00 139.81 N/A N/A 0 0 0 0 2023-07-06 $25.48 $0.00 86.2% 15.2% 14.7% 14.9% 0.0% 57.3% -5.5% 0 0 0 0.00 143.37 N/A N/A 0 0 0 0 2023-07-07 $25.48 $0.00 89.3% 15.4% 13.7% 16.0% 0.0% 58.0% -5.7% 0 0 0 0.00 143.37 N/A N/A 0 0 0 0 2023-07-10 $25.41 $0.00 98.7% 15.8% 13.5% 19.4% 0.0% 60.3% -6.1% 0 0 0 0.00 143.88 N/A N/A 0 0 0 0 2023-07-11 $25.62 $0.00 94.4% 14.6% 13.7% 17.8% 0.0% 60.9% -6.2% 0 0 0 0.00 143.66 N/A N/A 0 0 0 0 2023-07-12 $25.88 $0.00 52.4% 15.0% 13.2% 2.8% 0.0% 61.3% -7.0% 0 0 0 0.00 145.64 N/A N/A 0 0 0 0 2023-07-13 $26.29 $0.00 53.8% 15.4% 14.0% 3.3% 0.0% 61.3% -5.5% 0 0 0 0.00 143.48 N/A N/A 0 0 0 0 2023-07-14 $26.16 $0.00 54.7% 15.7% 14.2% 3.7% 0.0% 62.2% -6.7% 0 0 0 0.00 144.42 N/A N/A 0 0 0 0 2023-07-17 $26.27 $0.00 57.5% 16.5% 12.9% 4.7% 0.0% 64.9% -7.6% 0 0 0 0.00 143.46 N/A N/A 0 0 0 0 2023-07-18 $26.42 $0.00 58.6% 16.8% 12.9% 5.1% 0.0% 65.4% -7.8% 0 0 0 0.00 142.81 N/A N/A 0 0 0 0 2023-07-19 $26.45 $0.00 84.1% 24.1% 12.5% 14.2% 0.0% 5.8% -34.9% 0 0 0 0.00 157.68 N/A N/A 0 0 0 0 2023-07-20 $26.10 $0.00 59.4% 17.0% 12.6% 5.3% 0.0% 69.1% -5.8% 0 0 0 0.00 144.90 N/A N/A 0 0 0 0 2023-07-21 $26.15 $0.00 60.8% 17.4% 12.4% 5.8% 0.0% 70.5% -6.8% 0 0 0 0.00 143.98 N/A N/A 0 0 0 0 2023-07-24 $26.14 $0.00 63.9% 18.3% 12.2% 6.9% 0.0% 74.5% -7.1% 0 0 0 0.00 144.01 N/A N/A 0 0 0 0 2023-07-25 $26.23 $0.00 65.0% 18.6% 11.6% 7.4% 0.0% 75.9% -7.3% 0 0 0 0.00 143.67 N/A N/A 0 0 0 0 2023-07-26 $26.27 $0.00 66.4% 19.0% 11.1% 7.8% 0.0% 77.4% -7.6% 0 0 0 0.00 144.11 N/A N/A 0 0 0 0 2023-07-27 $26.21 $0.00 68.0% 19.5% 11.2% 8.4% 0.0% 79.0% -8.3% 0 0 0 0.00 144.16 N/A N/A 0 0 0 0 2023-07-28 $26.66 $0.00 64.1% 18.4% 12.4% 7.0% 0.0% 79.5% -8.7% 0 0 0 0.00 142.57 N/A N/A 0 0 0 0 2023-07-31 $26.60 $0.00 69.3% 19.9% 11.9% 8.9% 0.0% 85.9% -10.9% 0 0 0 0.00 142.57 N/A N/A 0 0 0 0
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