LRND Options History — May 2024 In May 2024, LRND traded between $30.06 and $31.69. ATM implied volatility averaged 34.2%, placing in the 3.9% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 20.6% (HV 20d: 13.6%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 62.0% change2024-05-14 : Highest IV Rank — 14.4%2024-05-02 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $31.14 $30.06 $31.69 $30.06 $30.92 ATM IV 34.2% 23.2% 67.5% 34.9% 28.7% Expected Move 7.6% 5.0% 10.7% 10.0% 8.2% HV 20d 13.6% 8.6% 17.7% 17.2% 9.9% HV 60d 14.2% 12.9% 15.3% 15.1% 12.9% IV Rank 3.9% 0.0% 14.4% 3.6% 3.4% IV Percentile 19.0% 0.0% 68.3% 23.4% 12.3% Term Structure -4.6% -14.1% 8.6% -11.0% -6.4% Skew 25d 1.3% 0.1% 3.2% 0.9% 1.5% Skew 10d 2.9% 1.6% 5.5% 2.0% 1.7% Call IV 25d 29.8% 22.8% 41.5% 40.2% 34.1% Put IV 25d 31.1% 24.3% 43.1% 41.1% 35.6% Bid-Ask Spread % 162.35 155.75 165.47 163.01 165.47 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 (22 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 2024-05-01 $30.06 $0.00 34.9% 10.0% 17.2% 3.6% 0.0% 0.9% -11.0% 0 0 0 0.00 163.01 N/A N/A 0 0 0 0 2024-05-02 $30.20 $0.00 37.4% 10.7% 16.9% 4.4% 0.0% 0.8% -14.1% 0 0 0 0.00 163.18 N/A N/A 0 0 0 0 2024-05-03 $30.63 $0.00 35.7% 10.2% 17.4% 3.8% 0.0% 1.7% -11.7% 0 0 0 0.00 164.30 N/A N/A 0 0 0 0 2024-05-06 $30.84 $0.00 37.9% 6.5% 17.6% 4.6% 0.0% 2.0% -2.7% 0 0 0 0.00 162.43 N/A N/A 0 0 0 0 2024-05-07 $30.96 $0.00 38.5% 5.0% 17.7% 4.8% 0.0% 1.5% 8.6% 0 0 0 0.00 155.75 N/A N/A 0 0 0 0 2024-05-08 $30.93 $0.00 39.9% 6.5% 17.5% 5.2% 0.0% 1.6% -2.2% 0 0 0 0.00 162.10 N/A N/A 0 0 0 0 2024-05-09 $30.98 $0.00 41.6% 6.5% 16.9% 5.8% 0.0% 1.5% -2.3% 0 0 0 0.00 162.49 N/A N/A 0 0 0 0 2024-05-10 $30.93 $0.00 44.5% 6.6% 15.6% 6.8% 0.0% 1.4% -2.5% 0 0 0 0.00 162.49 N/A N/A 0 0 0 0 2024-05-13 $31.02 $0.00 58.8% 6.8% 14.6% 11.5% 0.0% 1.6% -2.7% 0 0 0 0.00 162.49 N/A N/A 0 0 0 0 2024-05-14 $31.23 $0.00 67.5% 6.9% 14.8% 14.4% 0.0% 2.0% -2.6% 0 0 0 0.00 162.49 N/A N/A 0 0 0 0 2024-05-15 $31.59 $0.00 25.7% 7.4% 14.6% 0.5% 0.0% 3.2% -2.9% 0 0 0 0.00 162.49 N/A N/A 0 0 0 0 2024-05-16 $31.57 $0.00 23.2% 6.6% 14.3% 0.0% 0.0% 0.5% -3.7% 0 0 0 0.00 161.84 N/A N/A 0 0 0 0 2024-05-17 $31.57 $0.00 24.5% 7.0% 12.4% 0.4% 0.0% 0.7% -3.7% 0 0 0 0.00 162.12 N/A N/A 0 0 0 0 2024-05-20 $31.69 $0.00 23.9% 6.8% 11.9% 0.2% 0.0% 1.1% -4.1% 0 0 0 0.00 162.16 N/A N/A 0 0 0 0 2024-05-21 $31.68 $0.00 23.9% 6.9% 11.3% 0.5% 0.0% 0.9% -3.7% 0 0 0 0.00 161.59 N/A N/A 0 0 0 0 2024-05-22 $31.69 $0.00 24.7% 7.1% 11.3% 0.9% 0.0% 0.9% -4.1% 0 0 0 0.00 161.68 N/A N/A 0 0 0 0 2024-05-23 $31.38 $0.00 27.3% 7.8% 10.5% 2.5% 0.0% 0.1% -5.2% 0 0 0 0.00 163.05 N/A N/A 0 0 0 0 2024-05-24 $31.56 $0.00 25.9% 7.4% 9.2% 1.7% 0.0% 1.4% -4.2% 0 0 0 0.00 162.13 N/A N/A 0 0 0 0 2024-05-28 $31.42 $0.00 30.4% 8.7% 9.3% 4.4% 0.0% 0.9% -7.4% 0 0 0 0.00 162.13 N/A N/A 0 0 0 0 2024-05-29 $31.34 $0.00 29.9% 8.6% 8.6% 4.1% 0.0% 0.7% -7.3% 0 0 0 0.00 163.33 N/A N/A 0 0 0 0 2024-05-30 $30.98 $0.00 28.0% 8.0% 9.9% 3.0% 0.0% 1.5% -5.3% 0 0 0 0.00 163.01 N/A N/A 0 0 0 0 2024-05-31 $30.92 $0.00 28.7% 8.2% 9.9% 3.4% 0.0% 1.5% -6.4% 0 0 0 0.00 165.47 N/A N/A 0 0 0 0
« Apr 2024 | All History | Jun 2024 » Home LRND History May 2024