LRND Options History — August 2023 In August 2023, LRND traded between $25.34 and $26.61. ATM implied volatility averaged 70.2%, placing in the 9.2% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 56.5% (HV 20d: 13.7%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2023-08-09 : Largest IV drop — 45.7% change2023-08-08 : Highest IV Rank — 19.1%2023-08-31 : Largest Expected Move — 24.1%Monthly Statistics Metric Avg Min Max Open Close Price $25.88 $25.34 $26.61 $26.61 $26.43 ATM IV 70.2% 53.1% 97.9% 70.2% 84.2% Expected Move 18.3% 14.2% 24.1% 20.1% 24.1% HV 20d 13.7% 11.9% 16.4% 11.9% 14.9% HV 60d 13.6% 12.9% 14.2% 12.9% 14.2% IV Rank 9.2% 3.1% 19.1% 9.2% 14.2% IV Percentile 28.8% 4.4% 69.8% 24.0% 56.7% Term Structure -7.9% -15.5% -3.0% -10.1% -15.5% Skew 25d 73.9% 56.1% 95.2% 88.4% 95.2% Skew 10d 89.4% 67.0% 116.4% 107.6% 116.4% Call IV 25d 47.5% 37.0% 59.2% 55.6% 59.2% Put IV 25d 121.4% 93.1% 154.4% 144.0% 154.4% Bid-Ask Spread % 144.75 142.17 149.28 142.17 145.68 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 2023-08-01 $26.61 $0.00 70.2% 20.1% 11.9% 9.2% 0.0% 88.4% -10.1% 0 0 0 0.00 142.17 N/A N/A 0 0 0 0 2023-08-02 $26.09 $0.00 78.7% 22.6% 14.1% 12.3% 0.0% 92.6% -12.3% 0 0 0 0.00 144.56 N/A N/A 0 0 0 0 2023-08-03 $25.98 $0.00 79.7% 14.2% 13.5% 12.6% 0.0% 56.1% -3.6% 0 0 0 0.00 143.97 N/A N/A 0 0 0 0 2023-08-04 $25.98 $0.00 83.1% 14.5% 13.5% 13.8% 0.0% 56.6% -3.9% 0 0 0 0.00 143.82 N/A N/A 0 0 0 0 2023-08-07 $26.20 $0.00 93.3% 15.0% 13.7% 17.5% 0.0% 58.4% -3.0% 0 0 0 0.00 142.31 N/A N/A 0 0 0 0 2023-08-08 $26.18 $0.00 97.9% 15.2% 13.5% 19.1% 0.0% 59.1% -4.3% 0 0 0 0.00 142.99 N/A N/A 0 0 0 0 2023-08-09 $25.95 $0.00 53.1% 15.2% 13.5% 3.1% 0.0% 60.3% -4.6% 0 0 0 0.00 144.91 N/A N/A 0 0 0 0 2023-08-10 $25.81 $0.00 53.6% 15.4% 12.3% 3.3% 0.0% 61.3% -5.0% 0 0 0 0.00 143.96 N/A N/A 0 0 0 0 2023-08-11 $25.80 $0.00 53.5% 15.3% 12.2% 3.2% 0.0% 62.0% -4.8% 0 0 0 0.00 146.40 N/A N/A 0 0 0 0 2023-08-14 $26.03 $0.00 56.2% 16.1% 12.6% 4.2% 0.0% 64.7% -5.3% 0 0 0 0.00 144.85 N/A N/A 0 0 0 0 2023-08-15 $25.73 $0.00 56.9% 16.3% 12.9% 4.5% 0.0% 66.2% -6.7% 0 0 0 0.00 145.73 N/A N/A 0 0 0 0 2023-08-16 $25.52 $0.00 56.8% 16.3% 13.1% 4.4% 0.0% 68.8% -6.2% 0 0 0 0.00 143.21 N/A N/A 0 0 0 0 2023-08-17 $25.34 $0.00 63.6% 18.2% 12.6% 6.8% 0.0% 70.6% -7.2% 0 0 0 0.00 142.82 N/A N/A 0 0 0 0 2023-08-18 $25.38 $0.00 64.7% 18.5% 12.6% 7.2% 0.0% 71.7% -7.4% 0 0 0 0.00 142.86 N/A N/A 0 0 0 0 2023-08-21 $25.62 $0.00 61.2% 17.5% 13.1% 6.0% 0.0% 75.4% -6.0% 0 0 0 0.00 144.97 N/A N/A 0 0 0 0 2023-08-22 $25.49 $0.00 71.6% 20.5% 13.1% 9.7% 0.0% 76.7% -10.3% 0 0 0 0.00 149.28 N/A N/A 0 0 0 0 2023-08-23 $25.90 $0.00 65.4% 18.8% 14.5% 7.5% 0.0% 77.9% -8.6% 0 0 0 0.00 147.92 N/A N/A 0 0 0 0 2023-08-24 $25.42 $0.00 74.4% 21.3% 15.8% 10.7% 0.0% 81.0% -10.9% 0 0 0 0.00 145.73 N/A N/A 0 0 0 0 2023-08-25 $25.62 $0.00 66.2% 19.0% 14.7% 7.8% 0.0% 82.9% -8.2% 0 0 0 0.00 145.02 N/A N/A 0 0 0 0 2023-08-28 $25.73 $0.00 71.4% 20.5% 14.9% 9.6% 0.0% 89.4% -9.8% 0 0 0 0.00 145.06 N/A N/A 0 0 0 0 2023-08-29 $26.20 $0.00 77.3% 22.2% 16.4% 11.7% 0.0% 90.8% -14.0% 0 0 0 0.00 146.04 N/A N/A 0 0 0 0 2023-08-30 $26.26 $0.00 80.7% 23.1% 14.8% 13.0% 0.0% 93.3% -14.3% 0 0 0 0.00 145.00 N/A N/A 0 0 0 0 2023-08-31 $26.43 $0.00 84.2% 24.1% 14.9% 14.2% 0.0% 95.2% -15.5% 0 0 0 0.00 145.68 N/A N/A 0 0 0 0
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