LRND Options History — October 2023 In October 2023, LRND traded between $23.95 and $25.87. ATM implied volatility averaged 71.6%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 56.1% (HV 20d: 15.5%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2023-10-11 : Largest IV drop — 44.8% change2023-10-10 : Highest IV Rank — 18.1%2023-10-31 : Largest Expected Move — 23.7%Monthly Statistics Metric Avg Min Max Open Close Price $25.08 $23.95 $25.87 $25.20 $24.45 ATM IV 71.6% 52.4% 95.0% 77.6% 82.6% Expected Move 18.6% 13.6% 23.7% 22.2% 23.7% HV 20d 15.5% 12.9% 19.0% 12.9% 18.5% HV 60d 14.6% 13.8% 15.7% 13.8% 15.6% IV Rank 9.7% 2.8% 18.1% 11.8% 13.6% IV Percentile 34.8% 4.4% 70.2% 43.7% 57.1% Term Structure -8.1% -12.7% -4.8% -10.2% -9.5% Skew 25d 75.5% 57.8% 96.9% 89.8% 96.9% Skew 10d 92.7% 70.0% 119.8% 111.3% 119.8% Call IV 25d 48.3% 37.9% 62.0% 58.8% 59.9% Put IV 25d 123.7% 95.8% 158.0% 148.6% 156.8% Bid-Ask Spread % 147.95 146.17 150.19 146.20 147.25 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 2023-10-02 $25.20 $0.00 77.6% 22.2% 12.9% 11.8% 0.0% 89.8% -10.2% 0 0 0 0.00 146.20 N/A N/A 0 0 0 0 2023-10-03 $24.84 $0.00 80.4% 23.1% 13.5% 12.9% 0.0% 93.7% -12.7% 0 0 0 0.00 146.20 N/A N/A 0 0 0 0 2023-10-04 $25.13 $0.00 82.5% 23.6% 14.1% 13.6% 0.0% 96.0% -12.3% 0 0 0 0.00 146.20 N/A N/A 0 0 0 0 2023-10-05 $25.13 $0.00 83.9% 15.0% 14.1% 14.1% 0.0% 57.8% -5.4% 0 0 0 0.00 148.72 N/A N/A 0 0 0 0 2023-10-06 $25.54 $0.00 79.2% 13.6% 15.5% 12.4% 0.0% 57.9% -4.8% 0 0 0 0.00 148.72 N/A N/A 0 0 0 0 2023-10-09 $25.56 $0.00 90.0% 14.6% 14.9% 16.3% 0.0% 60.2% -7.1% 0 0 0 0.00 146.17 N/A N/A 0 0 0 0 2023-10-10 $25.74 $0.00 95.0% 14.8% 14.9% 18.1% 0.0% 60.5% -6.2% 0 0 0 0.00 150.04 N/A N/A 0 0 0 0 2023-10-11 $25.87 $0.00 52.4% 15.0% 15.0% 2.8% 0.0% 61.6% -6.5% 0 0 0 0.00 147.57 N/A N/A 0 0 0 0 2023-10-12 $25.78 $0.00 53.2% 15.2% 14.7% 3.1% 0.0% 61.9% -7.6% 0 0 0 0.00 150.19 N/A N/A 0 0 0 0 2023-10-13 $25.41 $0.00 59.8% 17.1% 14.6% 5.5% 0.0% 63.9% -7.6% 0 0 0 0.00 146.92 N/A N/A 0 0 0 0 2023-10-16 $25.75 $0.00 55.2% 15.8% 15.5% 3.8% 0.0% 66.1% -7.1% 0 0 0 0.00 149.81 N/A N/A 0 0 0 0 2023-10-17 $25.62 $0.00 56.1% 16.1% 15.6% 4.2% 0.0% 67.7% -7.9% 0 0 0 0.00 146.43 N/A N/A 0 0 0 0 2023-10-18 $25.24 $0.00 64.0% 18.3% 15.8% 7.0% 0.0% 70.4% -10.7% 0 0 0 0.00 149.15 N/A N/A 0 0 0 0 2023-10-19 $25.05 $0.00 62.7% 18.0% 14.8% 6.5% 0.0% 71.9% -6.1% 0 0 0 0.00 148.44 N/A N/A 0 0 0 0 2023-10-20 $24.82 $0.00 62.7% 18.0% 15.1% 6.5% 0.0% 73.9% -5.6% 0 0 0 0.00 148.32 N/A N/A 0 0 0 0 2023-10-23 $24.86 $0.00 65.3% 18.7% 15.1% 7.5% 0.0% 77.9% -6.8% 0 0 0 0.00 149.88 N/A N/A 0 0 0 0 2023-10-24 $25.05 $0.00 66.9% 19.2% 14.6% 8.0% 0.0% 79.4% -6.3% 0 0 0 0.00 147.26 N/A N/A 0 0 0 0 2023-10-25 $24.38 $0.00 75.8% 21.7% 17.5% 11.2% 0.0% 82.6% -10.6% 0 0 0 0.00 148.21 N/A N/A 0 0 0 0 2023-10-26 $24.01 $0.00 74.0% 21.2% 17.8% 10.6% 0.0% 86.4% -8.4% 0 0 0 0.00 148.67 N/A N/A 0 0 0 0 2023-10-27 $23.95 $0.00 75.3% 21.6% 17.8% 11.0% 0.0% 88.8% -8.9% 0 0 0 0.00 147.36 N/A N/A 0 0 0 0 2023-10-30 $24.35 $0.00 80.5% 23.1% 19.0% 12.9% 0.0% 94.6% -9.3% 0 0 0 0.00 147.25 N/A N/A 0 0 0 0 2023-10-31 $24.45 $0.00 82.6% 23.7% 18.5% 13.6% 0.0% 96.9% -9.5% 0 0 0 0.00 147.25 N/A N/A 0 0 0 0
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