LRND Options History — February 2024 In February 2024, LRND traded between $29.36 and $30.54. ATM implied volatility averaged 31.6%, placing in the 2.1% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 15.7% (HV 20d: 15.9%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.
Notable Days 2024-02-07 : Largest IV drop — 33.4% change2024-02-01 : Highest IV Rank — 5.3%2024-02-29 : Largest Expected Move — 10.5%Monthly Statistics Metric Avg Min Max Open Close Price $30.14 $29.36 $30.54 $29.36 $30.46 ATM IV 31.6% 26.0% 41.2% 41.2% 36.6% Expected Move 8.3% 6.8% 10.5% 7.7% 10.5% HV 20d 15.9% 13.1% 18.4% 13.1% 16.8% HV 60d 12.3% 11.1% 13.2% 11.6% 13.2% IV Rank 2.1% 0.3% 5.3% 5.3% 3.8% IV Percentile 5.5% 0.4% 11.9% 6.3% 11.9% Term Structure -6.6% -14.2% 3.7% -4.6% -14.2% Skew 25d 1.1% 0.1% 2.3% 0.8% 1.0% Skew 10d 2.2% 1.3% 3.3% 2.2% 2.4% Call IV 25d 32.2% 26.6% 40.6% 27.4% 40.6% Put IV 25d 33.3% 28.2% 41.7% 28.2% 41.7% Bid-Ask Spread % 143.12 142.45 144.33 143.33 143.21 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 2024-02-01 $29.36 $0.00 41.2% 7.7% 13.1% 5.3% 0.0% 0.8% -4.6% 0 0 0 0.00 143.33 N/A N/A 0 0 0 0 2024-02-02 $29.99 $0.00 36.8% 6.8% 14.6% 3.9% 0.0% 2.3% -3.5% 0 0 0 0.00 143.33 N/A N/A 0 0 0 0 2024-02-05 $29.87 $0.00 38.6% 7.0% 14.8% 4.5% 0.0% 1.3% -4.1% 0 0 0 0.00 143.13 N/A N/A 0 0 0 0 2024-02-06 $29.85 $0.00 39.2% 6.9% 13.9% 4.7% 0.0% 0.8% -4.0% 0 0 0 0.00 142.54 N/A N/A 0 0 0 0 2024-02-07 $30.21 $0.00 26.1% 7.5% 14.3% 0.3% 0.0% 1.3% -5.4% 0 0 0 0.00 143.06 N/A N/A 0 0 0 0 2024-02-08 $30.18 $0.00 26.1% 7.5% 14.3% 0.3% 0.0% 1.2% -5.0% 0 0 0 0.00 143.54 N/A N/A 0 0 0 0 2024-02-09 $30.38 $0.00 26.0% 7.5% 14.4% 0.3% 0.0% 0.8% -4.8% 0 0 0 0.00 142.95 N/A N/A 0 0 0 0 2024-02-12 $30.37 $0.00 27.2% 7.8% 14.4% 0.7% 0.0% 0.8% -5.6% 0 0 0 0.00 143.12 N/A N/A 0 0 0 0 2024-02-13 $29.79 $0.00 26.6% 7.6% 16.2% 0.5% 0.0% 1.5% 3.7% 0 0 0 0.00 142.45 N/A N/A 0 0 0 0 2024-02-14 $30.20 $0.00 26.8% 7.7% 16.4% 0.5% 0.0% 2.1% -5.0% 0 0 0 0.00 142.84 N/A N/A 0 0 0 0 2024-02-15 $30.28 $0.00 28.7% 8.2% 16.1% 1.2% 0.0% 1.5% -7.5% 0 0 0 0.00 143.09 N/A N/A 0 0 0 0 2024-02-16 $30.06 $0.00 27.5% 7.9% 15.7% 0.8% 0.0% 1.0% -5.9% 0 0 0 0.00 142.81 N/A N/A 0 0 0 0 2024-02-20 $29.83 $0.00 29.8% 8.5% 16.0% 1.5% 0.0% 0.9% -7.0% 0 0 0 0.00 144.33 N/A N/A 0 0 0 0 2024-02-21 $29.74 $0.00 30.5% 8.7% 16.0% 1.8% 0.0% 1.0% -7.4% 0 0 0 0.00 142.77 N/A N/A 0 0 0 0 2024-02-22 $30.53 $0.00 30.6% 8.8% 18.4% 1.8% 0.0% 1.3% -7.9% 0 0 0 0.00 143.03 N/A N/A 0 0 0 0 2024-02-23 $30.54 $0.00 31.4% 9.0% 18.4% 2.0% 0.0% 1.4% -8.4% 0 0 0 0.00 143.03 N/A N/A 0 0 0 0 2024-02-26 $30.40 $0.00 33.5% 9.6% 18.4% 2.8% 0.0% 0.1% -11.2% 0 0 0 0.00 143.28 N/A N/A 0 0 0 0 2024-02-27 $30.41 $0.00 34.5% 9.9% 18.3% 3.1% 0.0% 0.1% -12.0% 0 0 0 0.00 143.21 N/A N/A 0 0 0 0 2024-02-28 $30.29 $0.00 35.2% 10.1% 18.3% 3.3% 0.0% 0.9% -12.6% 0 0 0 0.00 143.43 N/A N/A 0 0 0 0 2024-02-29 $30.46 $0.00 36.6% 10.5% 16.8% 3.8% 0.0% 1.0% -14.2% 0 0 0 0.00 143.21 N/A N/A 0 0 0 0
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