LRND Options History — July 2024 In July 2024, LRND traded between $32.01 and $33.98. ATM implied volatility averaged 31.1%, placing in the 5.2% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 20.4% (HV 20d: 10.7%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-07-10 : Largest IV drop — 41.3% change2024-07-24 : Highest IV Rank — 11.8%2024-07-24 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $33.12 $32.01 $33.98 $32.91 $32.48 ATM IV 31.1% 22.6% 41.3% 30.8% 36.0% Expected Move 8.4% 6.1% 11.9% 8.8% 10.3% HV 20d 10.7% 7.3% 16.4% 7.6% 16.4% HV 60d 11.5% 10.7% 12.5% 12.2% 11.7% IV Rank 5.2% 0.0% 11.8% 4.8% 8.4% IV Percentile 25.9% 0.0% 48.8% 24.2% 43.3% Term Structure -9.3% -20.4% -3.7% -12.3% -12.1% Skew 25d 0.8% -3.3% 2.9% 1.5% 2.1% Skew 10d 4.1% 1.0% 12.7% 4.7% 2.2% Call IV 25d 31.7% 23.5% 44.9% 35.8% 38.5% Put IV 25d 32.5% 25.2% 41.6% 37.3% 40.6% Bid-Ask Spread % 159.42 139.02 164.25 139.02 164.06 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 2024-07-01 $32.91 $0.00 30.8% 8.8% 7.6% 4.8% 0.0% 1.5% -12.3% 0 0 0 0.00 139.02 N/A N/A 0 0 0 0 2024-07-02 $33.17 $0.00 31.5% 9.0% 7.3% 5.3% 0.0% 2.4% -11.7% 0 0 0 0.00 139.02 N/A N/A 0 0 0 0 2024-07-03 $33.17 $0.00 31.5% 9.0% 7.4% 5.2% 0.0% 0.8% -9.4% 0 0 0 0.00 139.21 N/A N/A 0 0 0 0 2024-07-05 $33.63 $0.00 31.6% 6.1% 7.3% 5.3% 0.0% 1.8% -3.7% 0 0 0 0.00 162.36 N/A N/A 0 0 0 0 2024-07-08 $33.66 $0.00 36.7% 6.3% 7.4% 8.5% 0.0% 1.9% -4.2% 0 0 0 0.00 162.21 N/A N/A 0 0 0 0 2024-07-09 $33.70 $0.00 38.5% 6.4% 7.4% 9.6% 0.0% 2.0% -4.4% 0 0 0 0.00 162.21 N/A N/A 0 0 0 0 2024-07-10 $33.98 $0.00 22.6% 6.5% 7.6% 0.0% 0.0% 2.9% -3.9% 0 0 0 0.00 162.21 N/A N/A 0 0 0 0 2024-07-11 $33.66 $0.00 23.0% 6.6% 8.7% 0.2% 0.0% 1.9% -4.9% 0 0 0 0.00 162.21 N/A N/A 0 0 0 0 2024-07-12 $33.87 $0.00 23.2% 6.7% 8.5% 0.4% 0.0% 2.7% -4.6% 0 0 0 0.00 162.21 N/A N/A 0 0 0 0 2024-07-15 $33.80 $0.00 24.3% 7.0% 8.6% 1.1% 0.0% 2.5% -5.5% 0 0 0 0.00 162.21 N/A N/A 0 0 0 0 2024-07-16 $33.88 $0.00 24.1% 6.9% 8.5% 0.9% 0.0% 2.1% -5.4% 0 0 0 0.00 162.07 N/A N/A 0 0 0 0 2024-07-17 $33.33 $0.00 28.9% 8.3% 10.2% 4.0% 0.0% -0.2% -10.0% 0 0 0 0.00 162.07 N/A N/A 0 0 0 0 2024-07-18 $32.99 $0.00 29.7% 8.5% 10.9% 4.5% 0.0% -1.5% -11.6% 0 0 0 0.00 162.07 N/A N/A 0 0 0 0 2024-07-19 $32.75 $0.00 30.3% 8.7% 11.2% 4.8% 0.0% -2.5% -11.8% 0 0 0 0.00 162.07 N/A N/A 0 0 0 0 2024-07-22 $33.20 $0.00 31.8% 9.1% 12.2% 5.8% 0.0% -0.8% -13.2% 0 0 0 0.00 162.07 N/A N/A 0 0 0 0 2024-07-23 $33.13 $0.00 32.5% 9.3% 12.2% 6.2% 0.0% -1.1% -14.1% 0 0 0 0.00 162.07 N/A N/A 0 0 0 0 2024-07-24 $32.35 $0.00 41.3% 11.9% 14.9% 11.8% 0.0% -3.3% -20.4% 0 0 0 0.00 162.07 N/A N/A 0 0 0 0 2024-07-25 $32.15 $0.00 31.8% 9.1% 15.0% 5.8% 0.0% 1.4% -8.5% 0 0 0 0.00 163.54 N/A N/A 0 0 0 0 2024-07-26 $32.35 $0.00 32.3% 9.3% 15.1% 6.1% 0.0% 1.1% -8.8% 0 0 0 0.00 163.83 N/A N/A 0 0 0 0 2024-07-29 $32.42 $0.00 34.9% 10.0% 15.1% 7.7% 0.0% 1.2% -10.6% 0 0 0 0.00 164.25 N/A N/A 0 0 0 0 2024-07-30 $32.01 $0.00 36.3% 10.4% 15.7% 8.6% 0.0% -0.4% -13.1% 0 0 0 0.00 164.25 N/A N/A 0 0 0 0 2024-07-31 $32.48 $0.00 36.0% 10.3% 16.4% 8.4% 0.0% 2.1% -12.1% 0 0 0 0.00 164.06 N/A N/A 0 0 0 0
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