LRND Options History — April 2024

In April 2024, LRND traded between $29.46 and $31.45. ATM implied volatility averaged 33.4%, placing in the 3.1% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 20.4% (HV 20d: 13.0%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.

Notable Days

  • 2024-04-10: Largest IV spike — 59.9% change
  • 2024-04-10: Highest IV Rank — 13.3%
  • 2024-04-10: Largest Expected Move — 18.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.57$29.46$31.45$31.45$29.95
ATM IV33.4%26.1%64.0%33.2%33.4%
Expected Move8.9%6.7%18.4%9.5%9.6%
HV 20d13.0%9.6%17.1%12.3%17.1%
HV 60d14.9%14.1%15.9%14.1%15.1%
IV Rank3.1%0.6%13.3%3.0%3.1%
IV Percentile15.9%3.6%54.0%13.9%19.4%
Term Structure-7.0%-25.2%20.9%-9.8%-10.2%
Skew 25d1.7%0.8%4.6%0.8%1.2%
Skew 10d2.6%0.9%17.4%2.3%1.5%
Call IV 25d34.9%25.9%85.3%36.1%39.3%
Put IV 25d36.6%26.7%90.0%36.9%40.5%
Bid-Ask Spread %160.82141.19180.59141.19162.81
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$31.45$0.0033.2%9.5%12.3%3.0%0.0%0.8%-9.8%0000.00141.19N/AN/A0000
2024-04-02$31.27$0.0033.5%9.6%12.5%3.1%0.0%1.7%-9.2%0000.00141.45N/AN/A0000
2024-04-03$31.29$0.0034.0%9.7%10.4%3.3%0.0%0.8%-9.3%0000.00141.41N/AN/A0000
2024-04-04$30.88$0.0032.9%6.7%11.2%2.9%0.0%0.8%-3.8%0000.00163.09N/AN/A0000
2024-04-05$31.15$0.0034.4%6.8%10.6%3.4%0.0%2.5%-4.4%0000.00164.02N/AN/A0000
2024-04-08$31.16$0.0038.2%7.1%10.2%4.7%0.0%2.0%-3.5%0000.00162.76N/AN/A0000
2024-04-09$31.21$0.0040.1%7.1%10.1%5.3%0.0%2.1%-3.6%0000.00162.76N/AN/A0000
2024-04-10$31.00$0.0064.0%18.4%9.6%13.3%0.0%4.6%-25.2%0000.00180.59N/AN/A0000
2024-04-11$31.37$0.0026.1%7.5%10.3%0.6%0.0%1.9%-5.4%0000.00162.89N/AN/A0000
2024-04-12$30.80$0.0026.2%7.5%12.2%0.7%0.0%1.0%-6.0%0000.00162.62N/AN/A0000
2024-04-15$30.36$0.0029.7%8.5%13.1%1.8%0.0%1.1%-8.3%0000.00162.84N/AN/A0000
2024-04-16$30.41$0.0029.0%8.3%12.6%1.6%0.0%2.1%-7.8%0000.00162.82N/AN/A0000
2024-04-17$30.11$0.0029.8%8.5%13.0%1.9%0.0%1.5%-9.2%0000.00163.16N/AN/A0000
2024-04-18$29.96$0.0028.6%8.2%12.4%1.5%0.0%2.1%20.9%0000.00162.36N/AN/A0000
2024-04-19$29.46$0.0032.4%9.3%13.1%2.7%0.0%0.9%-8.5%0000.00162.17N/AN/A0000
2024-04-22$29.84$0.0029.2%8.4%14.2%1.7%0.0%1.7%-5.9%0000.00162.34N/AN/A0000
2024-04-23$30.25$0.0031.6%9.0%15.3%2.5%0.0%2.3%-8.5%0000.00163.72N/AN/A0000
2024-04-24$30.23$0.0031.8%9.1%15.3%2.6%0.0%1.4%-8.8%0000.00162.97N/AN/A0000
2024-04-25$29.80$0.0030.7%8.8%15.6%2.2%0.0%2.1%-7.6%0000.00163.00N/AN/A0000
2024-04-26$30.30$0.0031.1%8.9%17.0%2.3%0.0%1.8%-7.0%0000.00163.83N/AN/A0000
2024-04-29$30.21$0.0034.6%9.9%17.0%3.5%0.0%1.0%-13.0%0000.00163.27N/AN/A0000
2024-04-30$29.95$0.0033.4%9.6%17.1%3.1%0.0%1.2%-10.2%0000.00162.81N/AN/A0000