LRND Options History — December 2023 In December 2023, LRND traded between $26.67 and $28.52. ATM implied volatility averaged 78.4%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 68.6% (HV 20d: 9.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-12-13 : Largest IV drop — 73.5% change2023-12-12 : Highest IV Rank — 47.9%2023-12-01 : Largest Expected Move — 22.4%Monthly Statistics Metric Avg Min Max Open Close Price $27.66 $26.67 $28.52 $26.90 $28.36 ATM IV 78.4% 47.3% 178.5% 78.3% 66.2% Expected Move 15.5% 13.0% 22.4% 22.4% 19.0% HV 20d 9.8% 8.0% 12.9% 12.7% 8.6% HV 60d 15.2% 14.3% 16.0% 15.9% 14.3% IV Rank 12.1% 1.0% 47.9% 12.1% 7.8% IV Percentile 39.8% 2.0% 96.0% 55.2% 33.7% Term Structure -6.7% -13.7% -3.8% -13.7% -9.0% Skew 25d 62.5% 52.3% 95.6% 95.6% 74.2% Skew 10d 83.5% 67.3% 113.1% 113.1% 101.4% Call IV 25d 40.5% 34.8% 60.3% 60.3% 47.2% Put IV 25d 102.9% 87.2% 155.9% 155.9% 121.5% Bid-Ask Spread % 144.29 142.46 150.00 150.00 142.85 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 2023-12-01 $26.90 $0.00 78.3% 22.4% 12.7% 12.1% 0.0% 95.6% -13.7% 0 0 0 0.00 150.00 N/A N/A 0 0 0 0 2023-12-04 $26.73 $0.00 88.5% 13.1% 12.5% 15.7% 0.0% 52.3% -5.8% 0 0 0 0.00 147.27 N/A N/A 0 0 0 0 2023-12-05 $26.78 $0.00 91.3% 13.0% 12.5% 16.8% 0.0% 53.1% -5.3% 0 0 0 0.00 144.04 N/A N/A 0 0 0 0 2023-12-06 $26.67 $0.00 96.4% 13.2% 12.4% 18.6% 0.0% 53.8% -5.8% 0 0 0 0.00 144.04 N/A N/A 0 0 0 0 2023-12-07 $27.00 $0.00 103.4% 13.5% 12.9% 21.1% 0.0% 54.0% -5.3% 0 0 0 0.00 144.72 N/A N/A 0 0 0 0 2023-12-08 $27.16 $0.00 113.5% 14.1% 11.6% 24.7% 0.0% 54.4% -6.5% 0 0 0 0.00 144.98 N/A N/A 0 0 0 0 2023-12-11 $27.25 $0.00 150.8% 14.6% 10.4% 38.0% 0.0% 56.2% -6.3% 0 0 0 0.00 144.84 N/A N/A 0 0 0 0 2023-12-12 $27.42 $0.00 178.5% 15.1% 10.4% 47.9% 0.0% 56.4% -8.8% 0 0 0 0.00 144.45 N/A N/A 0 0 0 0 2023-12-13 $27.63 $0.00 47.3% 13.6% 8.7% 1.0% 0.0% 57.0% -7.0% 0 0 0 0.00 143.00 N/A N/A 0 0 0 0 2023-12-14 $27.73 $0.00 47.9% 13.7% 8.6% 1.2% 0.0% 57.6% -6.2% 0 0 0 0.00 143.29 N/A N/A 0 0 0 0 2023-12-15 $27.78 $0.00 48.9% 14.0% 8.6% 1.6% 0.0% 58.1% -3.8% 0 0 0 0.00 146.31 N/A N/A 0 0 0 0 2023-12-18 $27.97 $0.00 51.8% 14.9% 8.7% 2.6% 0.0% 60.9% -4.4% 0 0 0 0.00 143.49 N/A N/A 0 0 0 0 2023-12-19 $28.13 $0.00 54.0% 15.5% 8.0% 3.4% 0.0% 61.5% -6.3% 0 0 0 0.00 143.27 N/A N/A 0 0 0 0 2023-12-20 $27.90 $0.00 53.1% 15.2% 8.0% 3.1% 0.0% 63.5% -4.3% 0 0 0 0.00 144.87 N/A N/A 0 0 0 0 2023-12-21 $28.17 $0.00 56.6% 16.2% 8.3% 4.3% 0.0% 63.9% -8.4% 0 0 0 0.00 143.54 N/A N/A 0 0 0 0 2023-12-22 $28.25 $0.00 57.5% 16.5% 8.2% 4.6% 0.0% 64.6% -5.6% 0 0 0 0.00 142.99 N/A N/A 0 0 0 0 2023-12-26 $28.43 $0.00 62.2% 17.8% 8.2% 6.3% 0.0% 69.1% -7.0% 0 0 0 0.00 142.46 N/A N/A 0 0 0 0 2023-12-27 $28.42 $0.00 63.6% 18.2% 8.3% 6.8% 0.0% 71.1% -7.5% 0 0 0 0.00 142.67 N/A N/A 0 0 0 0 2023-12-28 $28.52 $0.00 57.5% 16.5% 8.2% 4.6% 0.0% 72.0% -6.8% 0 0 0 0.00 142.67 N/A N/A 0 0 0 0 2023-12-29 $28.36 $0.00 66.2% 19.0% 8.6% 7.8% 0.0% 74.2% -9.0% 0 0 0 0.00 142.85 N/A N/A 0 0 0 0
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