LRND Options History — August 2024 In August 2024, LRND traded between $29.91 and $32.56. ATM implied volatility averaged 48.3%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 24.2% (HV 20d: 24.0%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-08-14 : Largest IV drop — 66.6% change2024-08-13 : Highest IV Rank — 64.1%2024-08-14 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $31.68 $29.91 $32.56 $31.91 $32.56 ATM IV 48.3% 24.6% 124.8% 36.8% 29.4% Expected Move 9.7% 7.0% 11.9% 10.5% 8.4% HV 20d 24.0% 17.4% 26.7% 17.4% 20.2% HV 60d 16.7% 12.3% 17.7% 12.3% 17.3% IV Rank 16.1% 1.3% 64.1% 8.9% 4.3% IV Percentile 46.8% 5.6% 98.0% 44.8% 25.0% Term Structure -6.1% -12.6% -2.4% -12.2% -5.7% Skew 25d 4.0% 0.4% 9.4% 1.4% 4.5% Skew 10d 1.2% -8.3% 7.0% 2.2% 7.0% Call IV 25d 35.5% 27.2% 44.6% 41.5% 33.4% Put IV 25d 39.6% 30.9% 51.7% 42.9% 37.9% Bid-Ask Spread % 162.84 161.78 163.66 163.03 162.14 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 2024-08-01 $31.91 $0.00 36.8% 10.5% 17.4% 8.9% 0.0% 1.4% -12.2% 0 0 0 0.00 163.03 N/A N/A 0 0 0 0 2024-08-02 $30.90 $0.00 39.3% 11.3% 19.4% 10.5% 0.0% 2.1% -12.6% 0 0 0 0.00 162.35 N/A N/A 0 0 0 0 2024-08-05 $29.91 $0.00 64.6% 11.4% 21.7% 26.3% 0.0% 0.4% -6.6% 0 0 0 0.00 163.41 N/A N/A 0 0 0 0 2024-08-06 $30.36 $0.00 67.0% 11.4% 22.8% 27.9% 0.0% 3.4% -5.2% 0 0 0 0.00 163.66 N/A N/A 0 0 0 0 2024-08-07 $30.09 $0.00 71.1% 11.6% 22.3% 30.5% 0.0% 1.3% -5.8% 0 0 0 0.00 163.66 N/A N/A 0 0 0 0 2024-08-08 $30.81 $0.00 77.5% 11.2% 24.6% 34.4% 0.0% 5.6% -3.8% 0 0 0 0.00 163.66 N/A N/A 0 0 0 0 2024-08-09 $30.98 $0.00 82.7% 11.3% 24.6% 37.7% 0.0% 6.5% -3.7% 0 0 0 0.00 163.66 N/A N/A 0 0 0 0 2024-08-12 $30.84 $0.00 109.4% 11.8% 24.6% 54.4% 0.0% 5.8% -4.5% 0 0 0 0.00 163.66 N/A N/A 0 0 0 0 2024-08-13 $31.45 $0.00 124.8% 11.8% 25.9% 64.1% 0.0% 9.4% -3.8% 0 0 0 0.00 163.66 N/A N/A 0 0 0 0 2024-08-14 $31.40 $0.00 41.7% 11.9% 25.5% 12.0% 0.0% 9.2% -4.1% 0 0 0 0.00 163.66 N/A N/A 0 0 0 0 2024-08-15 $32.08 $0.00 24.6% 7.0% 26.7% 1.3% 0.0% 3.8% -2.4% 0 0 0 0.00 161.78 N/A N/A 0 0 0 0 2024-08-16 $32.11 $0.00 25.5% 7.3% 26.7% 1.9% 0.0% 3.3% -3.3% 0 0 0 0.00 162.56 N/A N/A 0 0 0 0 2024-08-19 $32.37 $0.00 27.2% 7.8% 26.3% 2.9% 0.0% 3.9% -4.2% 0 0 0 0.00 162.69 N/A N/A 0 0 0 0 2024-08-20 $32.48 $0.00 27.5% 7.9% 26.4% 3.1% 0.0% 4.5% -4.6% 0 0 0 0.00 162.69 N/A N/A 0 0 0 0 2024-08-21 $32.56 $0.00 25.6% 7.3% 25.0% 1.9% 0.0% 3.7% -3.9% 0 0 0 0.00 163.07 N/A N/A 0 0 0 0 2024-08-22 $32.20 $0.00 29.7% 8.5% 25.2% 4.5% 0.0% 2.8% -6.9% 0 0 0 0.00 162.18 N/A N/A 0 0 0 0 2024-08-23 $32.51 $0.00 26.5% 7.6% 25.3% 2.5% 0.0% 3.6% -4.5% 0 0 0 0.00 162.18 N/A N/A 0 0 0 0 2024-08-26 $32.41 $0.00 31.8% 9.1% 25.4% 5.8% 0.0% 3.5% -7.9% 0 0 0 0.00 162.18 N/A N/A 0 0 0 0 2024-08-27 $32.41 $0.00 32.5% 9.3% 24.9% 6.2% 0.0% 3.5% -8.4% 0 0 0 0.00 162.18 N/A N/A 0 0 0 0 2024-08-28 $32.22 $0.00 33.4% 9.6% 24.4% 6.8% 0.0% 3.3% -9.4% 0 0 0 0.00 162.18 N/A N/A 0 0 0 0 2024-08-29 $32.32 $0.00 34.0% 9.8% 23.6% 7.2% 0.0% 3.6% -9.7% 0 0 0 0.00 162.18 N/A N/A 0 0 0 0 2024-08-30 $32.56 $0.00 29.4% 8.4% 20.2% 4.3% 0.0% 4.5% -5.7% 0 0 0 0.00 162.14 N/A N/A 0 0 0 0
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