LRND Options History — September 2023 In September 2023, LRND traded between $24.97 and $26.54. ATM implied volatility averaged 82.3%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 67.7% (HV 20d: 14.6%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-09-13 : Largest IV drop — 69.6% change2023-09-12 : Highest IV Rank — 49.2%2023-09-01 : Largest Expected Move — 25.1%Monthly Statistics Metric Avg Min Max Open Close Price $25.88 $24.97 $26.54 $26.47 $25.12 ATM IV 82.3% 49.5% 182.1% 87.7% 72.0% Expected Move 17.2% 13.0% 25.1% 25.1% 20.6% HV 20d 14.6% 12.8% 15.8% 14.9% 12.8% HV 60d 13.7% 13.4% 14.0% 13.8% 13.8% IV Rank 13.5% 1.8% 49.2% 15.5% 9.8% IV Percentile 39.9% 3.2% 96.4% 61.1% 34.1% Term Structure -7.4% -17.1% -3.3% -17.1% -8.5% Skew 25d 68.6% 54.3% 98.5% 98.5% 83.8% Skew 10d 88.9% 74.4% 120.8% 120.8% 103.7% Call IV 25d 44.5% 35.9% 61.0% 61.0% 54.1% Put IV 25d 113.1% 90.2% 159.5% 159.5% 137.9% Bid-Ask Spread % 144.83 143.08 146.22 145.49 146.20 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 2023-09-01 $26.47 $0.00 87.7% 25.1% 14.9% 15.5% 0.0% 98.5% -17.1% 0 0 0 0.00 145.49 N/A N/A 0 0 0 0 2023-09-05 $26.52 $0.00 90.1% 13.0% 14.6% 16.3% 0.0% 54.3% -6.1% 0 0 0 0.00 143.33 N/A N/A 0 0 0 0 2023-09-06 $26.23 $0.00 104.6% 14.6% 15.2% 21.5% 0.0% 55.5% -6.5% 0 0 0 0.00 144.72 N/A N/A 0 0 0 0 2023-09-07 $26.21 $0.00 111.0% 14.7% 14.8% 23.8% 0.0% 56.2% -6.9% 0 0 0 0.00 144.26 N/A N/A 0 0 0 0 2023-09-08 $26.23 $0.00 118.6% 14.8% 14.7% 26.5% 0.0% 57.0% -7.1% 0 0 0 0.00 144.26 N/A N/A 0 0 0 0 2023-09-11 $26.52 $0.00 141.2% 13.8% 15.1% 34.6% 0.0% 58.4% -6.6% 0 0 0 0.00 143.38 N/A N/A 0 0 0 0 2023-09-12 $26.27 $0.00 182.1% 15.6% 15.3% 49.2% 0.0% 59.8% -7.4% 0 0 0 0.00 144.44 N/A N/A 0 0 0 0 2023-09-13 $26.35 $0.00 55.4% 15.9% 14.6% 3.9% 0.0% 60.4% -8.2% 0 0 0 0.00 144.22 N/A N/A 0 0 0 0 2023-09-14 $26.54 $0.00 49.5% 14.2% 14.3% 1.8% 0.0% 60.9% -3.3% 0 0 0 0.00 143.08 N/A N/A 0 0 0 0 2023-09-15 $26.14 $0.00 54.5% 15.6% 15.3% 3.6% 0.0% 62.6% -4.4% 0 0 0 0.00 144.83 N/A N/A 0 0 0 0 2023-09-18 $26.09 $0.00 57.5% 16.5% 15.3% 4.6% 0.0% 65.6% -5.5% 0 0 0 0.00 144.63 N/A N/A 0 0 0 0 2023-09-19 $26.08 $0.00 57.1% 16.4% 15.0% 4.5% 0.0% 66.6% -5.2% 0 0 0 0.00 144.52 N/A N/A 0 0 0 0 2023-09-20 $25.75 $0.00 57.5% 16.5% 15.7% 4.7% 0.0% 69.1% -5.7% 0 0 0 0.00 145.07 N/A N/A 0 0 0 0 2023-09-21 $25.30 $0.00 64.3% 18.4% 15.8% 7.1% 0.0% 71.5% -6.5% 0 0 0 0.00 145.55 N/A N/A 0 0 0 0 2023-09-22 $25.29 $0.00 65.9% 18.9% 14.4% 7.7% 0.0% 72.8% -7.8% 0 0 0 0.00 145.30 N/A N/A 0 0 0 0 2023-09-25 $25.31 $0.00 68.7% 19.7% 14.1% 8.7% 0.0% 76.8% -8.6% 0 0 0 0.00 145.16 N/A N/A 0 0 0 0 2023-09-26 $24.97 $0.00 67.2% 19.3% 14.7% 8.1% 0.0% 79.4% -7.3% 0 0 0 0.00 146.22 N/A N/A 0 0 0 0 2023-09-27 $25.01 $0.00 69.1% 19.8% 12.8% 8.8% 0.0% 80.8% -8.0% 0 0 0 0.00 145.82 N/A N/A 0 0 0 0 2023-09-28 $25.21 $0.00 72.4% 20.8% 13.2% 10.0% 0.0% 82.2% -12.0% 0 0 0 0.00 146.13 N/A N/A 0 0 0 0 2023-09-29 $25.12 $0.00 72.0% 20.6% 12.8% 9.8% 0.0% 83.8% -8.5% 0 0 0 0.00 146.20 N/A N/A 0 0 0 0
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