LRND Options History — January 2024 In January 2024, LRND traded between $27.89 and $29.65. ATM implied volatility averaged 39.7%, placing in the 3.8% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 29.0% (HV 20d: 10.7%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-01-22 : Largest IV spike — 201.0% change2024-01-26 : Highest IV Rank — 21.7%2024-01-26 : Largest Expected Move — 25.8%Monthly Statistics Metric Avg Min Max Open Close Price $28.77 $27.89 $29.65 $28.07 $29.01 ATM IV 39.7% 25.2% 90.1% 70.4% 40.3% Expected Move 10.6% 7.1% 25.8% 20.2% 11.5% HV 20d 10.7% 9.4% 12.8% 9.8% 12.8% HV 60d 13.2% 11.0% 14.6% 14.5% 11.7% IV Rank 3.8% 0.0% 21.7% 9.3% 5.0% IV Percentile 10.5% 0.0% 75.8% 43.3% 6.0% Term Structure -9.6% -30.1% -3.1% -10.3% -16.3% Skew 25d 5.5% -0.3% 82.9% 82.9% -0.3% Skew 10d 11.0% 1.3% 110.8% 110.8% 1.4% Call IV 25d 42.1% 28.1% 120.7% 53.2% 43.1% Put IV 25d 47.6% 29.7% 136.1% 136.1% 42.7% Bid-Ask Spread % 144.38 140.88 157.61 143.74 142.96 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 2024-01-02 $28.07 $0.00 70.4% 20.2% 9.8% 9.3% 0.0% 82.9% -10.3% 0 0 0 0.00 143.74 N/A N/A 0 0 0 0 2024-01-03 $27.96 $0.00 34.8% 10.0% 9.5% 0.0% 0.0% 0.3% -10.1% 0 0 0 0.00 140.88 N/A N/A 0 0 0 0 2024-01-04 $27.91 $0.00 35.9% 7.2% 9.6% 0.4% 0.0% 1.2% -5.1% 0 0 0 0.00 143.19 N/A N/A 0 0 0 0 2024-01-05 $27.89 $0.00 35.5% 7.1% 9.4% 0.2% 0.0% 1.9% -4.7% 0 0 0 0.00 143.22 N/A N/A 0 0 0 0 2024-01-08 $28.37 $0.00 44.0% 7.8% 10.2% 3.2% 0.0% 1.5% -7.0% 0 0 0 0.00 143.74 N/A N/A 0 0 0 0 2024-01-09 $28.41 $0.00 45.4% 7.8% 10.1% 3.7% 0.0% 0.8% -6.8% 0 0 0 0.00 143.18 N/A N/A 0 0 0 0 2024-01-10 $28.57 $0.00 26.6% 7.6% 10.2% 0.0% 0.0% 1.4% -5.8% 0 0 0 0.00 143.04 N/A N/A 0 0 0 0 2024-01-11 $28.60 $0.00 27.0% 7.7% 10.1% 0.1% 0.0% 1.6% -6.0% 0 0 0 0.00 143.04 N/A N/A 0 0 0 0 2024-01-12 $28.66 $0.00 25.2% 7.2% 9.9% 0.0% 0.0% 1.1% -6.4% 0 0 0 0.00 143.15 N/A N/A 0 0 0 0 2024-01-16 $28.50 $0.00 29.1% 8.3% 10.2% 1.3% 0.0% 0.4% -8.5% 0 0 0 0.00 143.35 N/A N/A 0 0 0 0 2024-01-17 $28.35 $0.00 29.7% 8.5% 10.5% 1.5% 0.0% 1.5% -8.7% 0 0 0 0.00 142.87 N/A N/A 0 0 0 0 2024-01-18 $28.70 $0.00 29.3% 8.4% 11.0% 1.3% 0.0% 3.1% -7.2% 0 0 0 0.00 143.02 N/A N/A 0 0 0 0 2024-01-19 $29.16 $0.00 27.6% 7.9% 12.1% 0.8% 0.0% 3.0% -3.1% 0 0 0 0.00 143.59 N/A N/A 0 0 0 0 2024-01-22 $29.21 $0.00 82.9% 23.8% 11.5% 19.3% 0.0% 5.8% -25.7% 0 0 0 0.00 157.31 N/A N/A 0 0 0 0 2024-01-23 $29.31 $0.00 30.9% 8.9% 11.2% 1.9% 0.0% 1.0% -8.2% 0 0 0 0.00 142.78 N/A N/A 0 0 0 0 2024-01-24 $29.44 $0.00 31.0% 8.9% 11.2% 1.9% 0.0% 0.4% -7.1% 0 0 0 0.00 142.82 N/A N/A 0 0 0 0 2024-01-25 $29.53 $0.00 31.2% 8.9% 11.1% 2.0% 0.0% 0.7% -7.7% 0 0 0 0.00 142.65 N/A N/A 0 0 0 0 2024-01-26 $29.41 $0.00 90.1% 25.8% 11.3% 21.7% 0.0% 6.0% -30.1% 0 0 0 0.00 157.61 N/A N/A 0 0 0 0 2024-01-29 $29.65 $0.00 32.6% 9.3% 11.5% 2.5% 0.0% 1.3% -8.1% 0 0 0 0.00 142.96 N/A N/A 0 0 0 0 2024-01-30 $29.55 $0.00 33.5% 9.6% 11.3% 2.8% 0.0% 0.9% -9.1% 0 0 0 0.00 142.96 N/A N/A 0 0 0 0 2024-01-31 $29.01 $0.00 40.3% 11.5% 12.8% 5.0% 0.0% -0.3% -16.3% 0 0 0 0.00 142.96 N/A N/A 0 0 0 0
« Dec 2023 | All History | Feb 2024 » Home LRND History January 2024