LRND Options History — November 2023 In November 2023, LRND traded between $24.87 and $26.81. ATM implied volatility averaged 74.0%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded above realized volatility by 56.0% (HV 20d: 18.0%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2023-11-08 : Largest IV drop — 44.6% change2023-11-03 : Highest IV Rank — 28.8%2023-11-01 : Largest Expected Move — 34.7%Monthly Statistics Metric Avg Min Max Open Close Price $26.14 $24.87 $26.81 $24.87 $26.76 ATM IV 74.0% 52.2% 125.1% 121.2% 75.8% Expected Move 18.7% 14.4% 34.7% 34.7% 21.7% HV 20d 18.0% 13.1% 20.6% 19.1% 13.1% HV 60d 16.3% 15.9% 17.0% 16.1% 15.9% IV Rank 10.6% 2.8% 28.8% 27.4% 11.2% IV Percentile 36.1% 4.4% 89.7% 88.9% 49.2% Term Structure -11.2% -48.4% -5.1% -48.4% -13.4% Skew 25d 63.5% 7.5% 92.7% 10.5% 92.7% Skew 10d 82.2% 36.5% 110.3% 52.2% 110.3% Call IV 25d 56.2% 38.6% 162.2% 162.2% 58.5% Put IV 25d 119.8% 99.3% 172.7% 172.7% 151.2% Bid-Ask Spread % 150.48 147.50 157.63 157.00 150.00 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 2023-11-01 $24.87 $0.00 121.2% 34.7% 19.1% 27.4% 0.0% 10.5% -48.4% 0 0 0 0.00 157.00 N/A N/A 0 0 0 0 2023-11-02 $25.18 $0.00 124.3% 21.1% 19.6% 28.5% 0.0% 7.5% -19.1% 0 0 0 0.00 157.63 N/A N/A 0 0 0 0 2023-11-03 $25.52 $0.00 125.1% 20.8% 19.3% 28.8% 0.0% 8.0% -20.3% 0 0 0 0.00 157.63 N/A N/A 0 0 0 0 2023-11-06 $25.54 $0.00 90.0% 14.4% 19.3% 16.3% 0.0% 60.7% -5.1% 0 0 0 0.00 150.60 N/A N/A 0 0 0 0 2023-11-07 $25.80 $0.00 94.2% 14.8% 19.5% 17.8% 0.0% 61.1% -5.2% 0 0 0 0.00 149.89 N/A N/A 0 0 0 0 2023-11-08 $25.77 $0.00 52.2% 15.0% 19.4% 2.8% 0.0% 61.9% -5.5% 0 0 0 0.00 149.89 N/A N/A 0 0 0 0 2023-11-09 $25.44 $0.00 60.7% 17.4% 19.9% 5.8% 0.0% 63.0% -7.4% 0 0 0 0.00 149.89 N/A N/A 0 0 0 0 2023-11-10 $25.88 $0.00 53.2% 15.2% 20.2% 3.1% 0.0% 63.5% -5.5% 0 0 0 0.00 149.03 N/A N/A 0 0 0 0 2023-11-13 $25.87 $0.00 55.6% 15.9% 19.6% 4.0% 0.0% 66.3% -5.2% 0 0 0 0.00 149.03 N/A N/A 0 0 0 0 2023-11-14 $26.37 $0.00 59.6% 17.1% 20.6% 5.4% 0.0% 67.1% -7.1% 0 0 0 0.00 147.50 N/A N/A 0 0 0 0 2023-11-15 $26.36 $0.00 60.6% 17.4% 19.7% 5.8% 0.0% 68.0% -7.5% 0 0 0 0.00 147.50 N/A N/A 0 0 0 0 2023-11-16 $26.39 $0.00 61.6% 17.7% 19.4% 6.1% 0.0% 68.7% -7.7% 0 0 0 0.00 147.50 N/A N/A 0 0 0 0 2023-11-17 $26.41 $0.00 62.7% 18.0% 18.9% 6.5% 0.0% 69.7% -8.1% 0 0 0 0.00 147.50 N/A N/A 0 0 0 0 2023-11-20 $26.74 $0.00 59.3% 17.0% 19.2% 5.3% 0.0% 73.5% -7.5% 0 0 0 0.00 148.26 N/A N/A 0 0 0 0 2023-11-21 $26.52 $0.00 60.6% 17.4% 19.6% 5.8% 0.0% 74.8% -8.7% 0 0 0 0.00 150.01 N/A N/A 0 0 0 0 2023-11-22 $26.69 $0.00 61.7% 17.7% 16.0% 6.2% 0.0% 75.5% -8.4% 0 0 0 0.00 150.01 N/A N/A 0 0 0 0 2023-11-24 $26.66 $0.00 63.5% 18.2% 14.4% 6.8% 0.0% 78.8% -8.8% 0 0 0 0.00 150.28 N/A N/A 0 0 0 0 2023-11-27 $26.68 $0.00 68.7% 19.7% 14.2% 8.7% 0.0% 85.3% -11.3% 0 0 0 0.00 150.50 N/A N/A 0 0 0 0 2023-11-28 $26.68 $0.00 70.7% 20.3% 13.7% 9.4% 0.0% 87.7% -12.1% 0 0 0 0.00 150.50 N/A N/A 0 0 0 0 2023-11-29 $26.81 $0.00 73.3% 21.0% 13.7% 10.3% 0.0% 89.8% -12.2% 0 0 0 0.00 150.00 N/A N/A 0 0 0 0 2023-11-30 $26.76 $0.00 75.8% 21.7% 13.1% 11.2% 0.0% 92.7% -13.4% 0 0 0 0.00 150.00 N/A N/A 0 0 0 0
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