LRND Options History — June 2024 In June 2024, LRND traded between $31.24 and $33.02. ATM implied volatility averaged 29.5%, placing in the 3.9% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 19.8% (HV 20d: 9.7%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2024-06-12 : Largest IV drop — 35.7% change2024-06-04 : Highest IV Rank — 11.7%2024-06-04 : Largest Expected Move — 12.1%Monthly Statistics Metric Avg Min Max Open Close Price $32.37 $31.24 $33.02 $31.24 $32.86 ATM IV 29.5% 23.2% 42.3% 33.5% 28.5% Expected Move 7.7% 6.3% 12.1% 9.6% 8.2% HV 20d 9.7% 7.8% 10.4% 9.3% 7.8% HV 60d 12.6% 12.5% 13.0% 12.8% 12.6% IV Rank 3.9% 0.0% 11.7% 6.3% 3.4% IV Percentile 15.4% 0.4% 36.1% 24.6% 16.3% Term Structure -8.2% -20.1% -3.9% -9.6% -10.5% Skew 25d 1.2% 0.6% 2.8% 1.6% 1.4% Skew 10d 3.6% 1.8% 6.5% 1.8% 4.4% Call IV 25d 29.9% 25.0% 38.5% 36.4% 33.1% Put IV 25d 31.1% 26.3% 41.3% 37.9% 34.5% Bid-Ask Spread % 143.28 139.02 163.78 163.78 139.02 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 (19 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 2024-06-03 $31.24 $0.00 33.5% 9.6% 9.3% 6.3% 0.0% 1.6% -9.6% 0 0 0 0.00 163.78 N/A N/A 0 0 0 0 2024-06-04 $31.36 $0.00 42.3% 12.1% 9.1% 11.7% 0.0% 1.4% -20.1% 0 0 0 0.00 163.03 N/A N/A 0 0 0 0 2024-06-05 $31.80 $0.00 35.1% 10.1% 10.2% 7.4% 0.0% 2.8% -8.3% 0 0 0 0.00 163.03 N/A N/A 0 0 0 0 2024-06-06 $31.91 $0.00 31.9% 6.3% 10.1% 5.4% 0.0% 1.3% -4.4% 0 0 0 0.00 140.21 N/A N/A 0 0 0 0 2024-06-07 $31.94 $0.00 33.0% 6.4% 10.2% 6.0% 0.0% 1.4% -4.5% 0 0 0 0.00 140.21 N/A N/A 0 0 0 0 2024-06-10 $32.05 $0.00 37.2% 6.6% 10.1% 8.6% 0.0% 1.1% -4.2% 0 0 0 0.00 140.54 N/A N/A 0 0 0 0 2024-06-11 $32.22 $0.00 38.8% 6.7% 10.2% 9.6% 0.0% 1.4% -3.9% 0 0 0 0.00 140.54 N/A N/A 0 0 0 0 2024-06-12 $32.50 $0.00 24.9% 7.1% 10.3% 1.1% 0.0% 1.0% -7.5% 0 0 0 0.00 139.88 N/A N/A 0 0 0 0 2024-06-13 $32.46 $0.00 25.3% 7.3% 9.7% 1.3% 0.0% 1.0% -7.9% 0 0 0 0.00 139.86 N/A N/A 0 0 0 0 2024-06-14 $32.40 $0.00 25.7% 7.4% 9.8% 1.6% 0.0% 0.9% -8.4% 0 0 0 0.00 139.86 N/A N/A 0 0 0 0 2024-06-17 $32.73 $0.00 23.2% 6.6% 10.3% 0.0% 0.0% 0.9% -6.4% 0 0 0 0.00 139.18 N/A N/A 0 0 0 0 2024-06-18 $32.62 $0.00 23.6% 6.8% 10.4% 0.3% 0.0% 0.6% -7.1% 0 0 0 0.00 139.02 N/A N/A 0 0 0 0 2024-06-20 $32.67 $0.00 24.4% 7.0% 10.4% 0.8% 0.0% 0.6% -7.6% 0 0 0 0.00 139.02 N/A N/A 0 0 0 0 2024-06-21 $32.72 $0.00 24.8% 7.1% 10.3% 1.0% 0.0% 0.8% -7.9% 0 0 0 0.00 139.02 N/A N/A 0 0 0 0 2024-06-24 $32.70 $0.00 26.2% 7.5% 9.5% 1.9% 0.0% 0.7% -9.3% 0 0 0 0.00 139.02 N/A N/A 0 0 0 0 2024-06-25 $32.84 $0.00 26.8% 7.7% 9.4% 2.3% 0.0% 1.1% -9.2% 0 0 0 0.00 139.02 N/A N/A 0 0 0 0 2024-06-26 $32.91 $0.00 27.3% 7.8% 9.1% 2.6% 0.0% 1.4% -9.5% 0 0 0 0.00 139.02 N/A N/A 0 0 0 0 2024-06-27 $33.02 $0.00 27.9% 8.0% 8.9% 3.0% 0.0% 1.8% -9.6% 0 0 0 0.00 139.02 N/A N/A 0 0 0 0 2024-06-28 $32.86 $0.00 28.5% 8.2% 7.8% 3.4% 0.0% 1.4% -10.5% 0 0 0 0.00 139.02 N/A N/A 0 0 0 0
« May 2024 | All History | Jul 2024 » Home LRND History June 2024