LRND Options History — October 2024 In October 2024, LRND traded between $32.81 and $33.85. ATM implied volatility averaged 30.9%, placing in the 5.4% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 19.5% (HV 20d: 11.4%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2024-10-09 : Largest IV drop — 37.5% change2024-10-08 : Highest IV Rank — 11.5%2024-10-31 : Largest Expected Move — 11.1%Monthly Statistics Metric Avg Min Max Open Close Price $33.39 $32.81 $33.85 $33.02 $33.02 ATM IV 30.9% 24.8% 40.5% 31.7% 38.8% Expected Move 8.3% 7.0% 11.1% 9.1% 11.1% HV 20d 11.4% 10.1% 13.9% 11.8% 13.9% HV 60d 17.5% 13.7% 18.8% 18.5% 14.4% IV Rank 5.4% 1.4% 11.5% 5.8% 10.4% IV Percentile 36.2% 6.3% 69.0% 40.5% 69.0% Term Structure -7.3% -16.8% -3.9% -7.4% -16.8% Skew 25d 2.3% 0.6% 3.8% 2.2% 0.6% Skew 10d 2.9% 2.1% 3.4% 2.5% 2.9% Call IV 25d 31.6% 25.9% 41.5% 36.8% 41.5% Put IV 25d 33.9% 28.7% 42.1% 38.9% 42.1% Bid-Ask Spread % 160.53 142.00 163.12 142.00 163.12 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 (23 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 2024-10-01 $33.02 $0.00 31.7% 9.1% 11.8% 5.8% 0.0% 2.2% -7.4% 0 0 0 0.00 142.00 N/A N/A 0 0 0 0 2024-10-02 $33.01 $0.00 32.6% 9.4% 11.8% 6.5% 0.0% 2.2% -8.2% 0 0 0 0.00 142.00 N/A N/A 0 0 0 0 2024-10-03 $32.81 $0.00 32.4% 7.0% 12.1% 6.3% 0.0% 2.7% -4.7% 0 0 0 0.00 161.96 N/A N/A 0 0 0 0 2024-10-04 $33.20 $0.00 33.3% 7.0% 10.1% 6.9% 0.0% 2.9% -4.5% 0 0 0 0.00 161.38 N/A N/A 0 0 0 0 2024-10-07 $32.84 $0.00 37.8% 7.2% 11.2% 9.8% 0.0% 1.9% -5.3% 0 0 0 0.00 162.05 N/A N/A 0 0 0 0 2024-10-08 $33.23 $0.00 40.5% 7.2% 11.5% 11.5% 0.0% 3.0% -4.2% 0 0 0 0.00 161.68 N/A N/A 0 0 0 0 2024-10-09 $33.47 $0.00 25.3% 7.3% 11.4% 1.7% 0.0% 3.8% -3.9% 0 0 0 0.00 161.79 N/A N/A 0 0 0 0 2024-10-10 $33.36 $0.00 26.6% 7.6% 10.9% 2.6% 0.0% 2.2% -6.5% 0 0 0 0.00 161.95 N/A N/A 0 0 0 0 2024-10-11 $33.65 $0.00 24.8% 7.1% 11.2% 1.4% 0.0% 3.0% -5.2% 0 0 0 0.00 162.22 N/A N/A 0 0 0 0 2024-10-14 $33.85 $0.00 25.6% 7.3% 11.2% 1.9% 0.0% 2.4% -5.9% 0 0 0 0.00 162.16 N/A N/A 0 0 0 0 2024-10-15 $33.51 $0.00 26.0% 7.5% 12.0% 2.2% 0.0% 1.4% -7.1% 0 0 0 0.00 161.77 N/A N/A 0 0 0 0 2024-10-16 $33.56 $0.00 25.8% 7.4% 12.0% 2.1% 0.0% 2.9% -6.2% 0 0 0 0.00 162.03 N/A N/A 0 0 0 0 2024-10-17 $33.55 $0.00 25.9% 7.4% 10.4% 2.2% 0.0% 2.2% -4.6% 0 0 0 0.00 162.33 N/A N/A 0 0 0 0 2024-10-18 $33.62 $0.00 26.4% 7.6% 10.4% 2.4% 0.0% 2.5% -4.7% 0 0 0 0.00 162.33 N/A N/A 0 0 0 0 2024-10-21 $33.50 $0.00 30.8% 8.8% 10.5% 5.3% 0.0% 2.1% -7.6% 0 0 0 0.00 162.33 N/A N/A 0 0 0 0 2024-10-22 $33.67 $0.00 28.5% 8.2% 10.6% 3.8% 0.0% 2.8% -6.0% 0 0 0 0.00 162.33 N/A N/A 0 0 0 0 2024-10-23 $33.21 $0.00 32.3% 9.3% 11.7% 6.3% 0.0% 1.1% -9.5% 0 0 0 0.00 162.33 N/A N/A 0 0 0 0 2024-10-24 $33.28 $0.00 33.0% 9.5% 11.5% 6.7% 0.0% 1.4% -9.9% 0 0 0 0.00 162.33 N/A N/A 0 0 0 0 2024-10-25 $33.42 $0.00 32.5% 9.3% 11.6% 6.3% 0.0% 1.6% -9.3% 0 0 0 0.00 162.75 N/A N/A 0 0 0 0 2024-10-28 $33.57 $0.00 31.6% 9.1% 11.5% 5.8% 0.0% 2.0% -10.1% 0 0 0 0.00 163.12 N/A N/A 0 0 0 0 2024-10-29 $33.80 $0.00 34.2% 9.8% 11.5% 7.5% 0.0% 2.9% -10.0% 0 0 0 0.00 163.12 N/A N/A 0 0 0 0 2024-10-30 $33.73 $0.00 35.3% 10.1% 11.6% 8.1% 0.0% 2.6% -11.0% 0 0 0 0.00 163.12 N/A N/A 0 0 0 0 2024-10-31 $33.02 $0.00 38.8% 11.1% 13.9% 10.4% 0.0% 0.6% -16.8% 0 0 0 0.00 163.12 N/A N/A 0 0 0 0
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