LRND Options History — September 2024

Name: LRND Options Analytics - September 2024
Creator: Options Analysis Suite

In September 2024, LRND traded between $31.22 and $33.41. ATM implied volatility averaged 32.3%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 16.8% (HV 20d: 15.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

2024-09-11: Largest IV drop — 38.8% change
2024-09-09: Highest IV Rank — 15.5%
2024-09-03: Largest Expected Move — 10.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$32.54	$31.22	$33.41	$31.84	$33.18
ATM IV	32.3%	26.9%	47.3%	37.3%	30.6%
Expected Move	8.4%	7.2%	10.7%	10.7%	8.8%
HV 20d	15.5%	14.3%	18.1%	18.1%	14.4%
HV 60d	18.4%	17.9%	18.7%	17.9%	18.5%
IV Rank	6.2%	2.7%	15.5%	9.2%	5.2%
IV Percentile	34.2%	16.3%	61.5%	50.8%	34.5%
Term Structure	-6.1%	-14.6%	-0.1%	-14.6%	-0.1%
Skew 25d	4.1%	1.2%	8.7%	3.7%	1.2%
Skew 10d	5.5%	2.2%	9.8%	3.0%	2.3%
Call IV 25d	31.6%	26.3%	39.2%	39.1%	36.3%
Put IV 25d	35.7%	30.5%	45.1%	42.9%	37.5%
Bid-Ask Spread %	144.39	142.40	161.89	161.89	143.41
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 (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2024-09-03	$31.84	$0.00	37.3%	10.7%	18.1%	9.2%	0.0%	3.7%	-14.6%	161.89	N/A	N/A
2024-09-04	$31.83	$0.00	34.2%	9.8%	17.6%	7.3%	0.0%	5.9%	-9.0%	160.62	N/A	N/A
2024-09-05	$31.79	$0.00	35.8%	7.2%	17.1%	8.3%	0.0%	4.2%	-4.9%	142.40	N/A	N/A
2024-09-06	$31.22	$0.00	42.1%	8.2%	16.8%	12.2%	0.0%	2.1%	-8.2%	142.40	N/A	N/A
2024-09-09	$31.38	$0.00	47.3%	8.5%	16.8%	15.5%	0.0%	2.8%	-8.8%	142.40	N/A	N/A
2024-09-10	$31.65	$0.00	43.9%	7.6%	16.9%	13.4%	0.0%	3.9%	-6.5%	142.40	N/A	N/A
2024-09-11	$31.95	$0.00	26.9%	7.7%	15.8%	2.7%	0.0%	4.5%	-6.0%	142.40	N/A	N/A
2024-09-12	$32.34	$0.00	27.0%	7.7%	16.2%	2.8%	0.0%	5.3%	-5.1%	142.40	N/A	N/A
2024-09-13	$32.50	$0.00	27.2%	7.8%	14.5%	3.0%	0.0%	5.9%	-4.9%	142.40	N/A	N/A
2024-09-16	$32.65	$0.00	29.4%	8.4%	14.6%	4.4%	0.0%	6.1%	-6.2%	142.40	N/A	N/A
2024-09-17	$32.65	$0.00	29.8%	8.6%	14.3%	4.7%	0.0%	5.4%	-6.5%	142.40	N/A	N/A
2024-09-18	$32.70	$0.00	30.3%	8.7%	14.3%	5.0%	0.0%	5.7%	-6.7%	142.40	N/A	N/A
2024-09-19	$33.27	$0.00	30.6%	8.8%	15.5%	5.1%	0.0%	8.5%	-5.1%	142.40	N/A	N/A
2024-09-20	$33.28	$0.00	31.1%	8.9%	14.8%	5.5%	0.0%	8.7%	-5.3%	142.40	N/A	N/A
2024-09-23	$33.24	$0.00	27.5%	7.9%	14.6%	3.1%	0.0%	1.4%	-4.3%	142.64	N/A	N/A
2024-09-24	$33.32	$0.00	28.0%	8.0%	14.5%	3.5%	0.0%	1.7%	-4.4%	142.64	N/A	N/A
2024-09-25	$33.21	$0.00	28.7%	8.2%	14.6%	3.9%	0.0%	1.3%	-5.1%	142.64	N/A	N/A
2024-09-26	$33.41	$0.00	29.2%	8.4%	14.4%	4.2%	0.0%	2.0%	-5.0%	142.64	N/A	N/A
2024-09-27	$33.33	$0.00	29.9%	8.6%	14.5%	4.7%	0.0%	1.8%	-5.6%	142.64	N/A	N/A
2024-09-30	$33.18	$0.00	30.6%	8.8%	14.4%	5.2%	0.0%	1.2%	-0.1%	143.41	N/A	N/A