LRND Options History — March 2024 In March 2024, LRND traded between $30.27 and $31.48. ATM implied volatility averaged 35.6%, placing in the 3.7% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 20.0% (HV 20d: 15.6%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-03-13 : Largest IV drop — 63.2% change2024-03-12 : Highest IV Rank — 13.5%2024-03-01 : Largest Expected Move — 9.6%Monthly Statistics Metric Avg Min Max Open Close Price $30.95 $30.27 $31.48 $30.90 $31.48 ATM IV 35.6% 24.2% 65.7% 33.6% 31.3% Expected Move 7.5% 6.4% 9.6% 9.6% 9.0% HV 20d 15.6% 13.2% 17.9% 17.0% 13.2% HV 60d 14.2% 13.3% 14.5% 13.3% 14.1% IV Rank 3.7% 0.0% 13.5% 2.8% 2.4% IV Percentile 12.3% 0.0% 49.6% 9.9% 12.7% Term Structure -5.9% -11.3% -3.9% -11.3% -7.9% Skew 25d 1.1% -0.7% 2.5% 1.2% 0.5% Skew 10d 2.1% 1.2% 2.8% 1.7% 2.4% Call IV 25d 29.5% 25.1% 41.1% 41.1% 33.1% Put IV 25d 30.6% 26.2% 42.3% 42.3% 33.6% Bid-Ask Spread % 141.26 140.60 143.04 143.04 141.62 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 2024-03-01 $30.90 $0.00 33.6% 9.6% 17.0% 2.8% 0.0% 1.2% -11.3% 0 0 0 0.00 143.04 N/A N/A 0 0 0 0 2024-03-04 $30.81 $0.00 37.4% 6.4% 15.6% 4.1% 0.0% 1.1% -4.9% 0 0 0 0.00 140.92 N/A N/A 0 0 0 0 2024-03-05 $30.27 $0.00 47.7% 7.5% 16.9% 7.5% 0.0% -0.7% -8.0% 0 0 0 0.00 140.92 N/A N/A 0 0 0 0 2024-03-06 $30.56 $0.00 44.6% 6.6% 17.2% 6.5% 0.0% 1.0% -5.4% 0 0 0 0.00 141.28 N/A N/A 0 0 0 0 2024-03-07 $30.97 $0.00 47.3% 6.7% 17.3% 7.4% 0.0% 2.5% -4.6% 0 0 0 0.00 141.25 N/A N/A 0 0 0 0 2024-03-08 $30.74 $0.00 47.6% 6.7% 17.5% 7.5% 0.0% 0.8% -5.0% 0 0 0 0.00 141.03 N/A N/A 0 0 0 0 2024-03-11 $30.65 $0.00 63.8% 6.9% 17.5% 12.9% 0.0% 1.3% -6.3% 0 0 0 0.00 141.67 N/A N/A 0 0 0 0 2024-03-12 $31.02 $0.00 65.7% 6.8% 17.9% 13.5% 0.0% 1.5% -5.8% 0 0 0 0.00 140.60 N/A N/A 0 0 0 0 2024-03-13 $30.87 $0.00 24.2% 6.9% 16.4% 0.0% 0.0% 1.1% -6.2% 0 0 0 0.00 140.98 N/A N/A 0 0 0 0 2024-03-14 $30.70 $0.00 24.6% 7.0% 16.0% 0.1% 0.0% -0.0% -3.9% 0 0 0 0.00 141.15 N/A N/A 0 0 0 0 2024-03-15 $30.55 $0.00 24.9% 7.2% 16.1% 0.3% 0.0% -0.6% -4.3% 0 0 0 0.00 142.38 N/A N/A 0 0 0 0 2024-03-18 $30.84 $0.00 25.7% 7.4% 16.1% 0.5% 0.0% 1.7% -4.5% 0 0 0 0.00 141.04 N/A N/A 0 0 0 0 2024-03-19 $30.83 $0.00 26.1% 7.5% 15.8% 0.6% 0.0% 1.7% -4.8% 0 0 0 0.00 141.08 N/A N/A 0 0 0 0 2024-03-20 $31.13 $0.00 26.0% 7.5% 15.9% 0.6% 0.0% 1.9% -4.3% 0 0 0 0.00 140.85 N/A N/A 0 0 0 0 2024-03-21 $31.32 $0.00 26.3% 7.5% 13.3% 0.7% 0.0% 2.3% -4.2% 0 0 0 0.00 140.89 N/A N/A 0 0 0 0 2024-03-22 $31.36 $0.00 27.8% 8.0% 13.3% 1.2% 0.0% 1.6% -5.4% 0 0 0 0.00 141.08 N/A N/A 0 0 0 0 2024-03-25 $31.31 $0.00 28.7% 8.2% 13.2% 1.5% 0.0% 1.6% -6.3% 0 0 0 0.00 141.33 N/A N/A 0 0 0 0 2024-03-26 $31.25 $0.00 29.0% 8.3% 13.2% 1.6% 0.0% 0.9% -6.9% 0 0 0 0.00 140.96 N/A N/A 0 0 0 0 2024-03-27 $31.48 $0.00 30.2% 8.7% 13.2% 2.0% 0.0% 1.1% -7.2% 0 0 0 0.00 141.13 N/A N/A 0 0 0 0 2024-03-28 $31.48 $0.00 31.3% 9.0% 13.2% 2.4% 0.0% 0.5% -7.9% 0 0 0 0.00 141.62 N/A N/A 0 0 0 0
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