LRND Options History — November 2024

In November 2024, LRND traded between $33.13 and $34.79. ATM implied volatility averaged 35.2%, placing in the 8.2% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 18.9% (HV 20d: 16.3%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2024-11-13: Largest IV drop — 65.7% change
  • 2024-11-12: Highest IV Rank — 27.3%
  • 2024-11-01: Largest Expected Move — 11.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.00$33.13$34.79$33.29$34.31
ATM IV35.2%22.3%65.1%39.9%28.5%
Expected Move7.5%6.1%11.4%11.4%8.2%
HV 20d16.3%12.9%18.5%13.5%16.2%
HV 60d14.1%13.6%14.7%13.7%14.0%
IV Rank8.2%0.0%27.3%11.1%4.0%
IV Percentile43.2%0.0%90.5%70.2%29.8%
Term Structure-5.1%-16.9%-1.8%-16.9%-7.8%
Skew 25d1.7%-2.0%4.7%1.5%1.6%
Skew 10d2.5%1.5%6.6%2.5%2.2%
Call IV 25d28.8%24.2%42.0%42.0%32.3%
Put IV 25d30.5%25.6%43.4%43.4%33.9%
Bid-Ask Spread %163.11161.99164.26163.12164.26
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$33.29$0.0039.9%11.4%13.5%11.1%0.0%1.5%-16.9%0000.00163.12N/AN/A0000
2024-11-04$33.13$0.0045.3%7.5%13.0%14.6%0.0%1.2%-3.4%0000.00162.96N/AN/A0000
2024-11-05$33.47$0.0047.1%7.5%12.9%15.7%0.0%2.4%-3.1%0000.00162.96N/AN/A0000
2024-11-06$34.23$0.0046.7%6.8%14.9%15.5%0.0%4.7%-2.1%0000.00162.96N/AN/A0000
2024-11-07$34.79$0.0039.3%6.1%15.7%10.8%0.0%1.4%-1.8%0000.00162.55N/AN/A0000
2024-11-08$34.68$0.0042.1%6.1%15.6%12.5%0.0%1.1%-2.0%0000.00161.99N/AN/A0000
2024-11-11$34.63$0.0055.6%6.4%15.6%21.2%0.0%1.1%-2.5%0000.00161.99N/AN/A0000
2024-11-12$34.52$0.0065.1%6.5%15.1%27.3%0.0%1.4%-3.0%0000.00162.95N/AN/A0000
2024-11-13$34.56$0.0022.3%6.4%15.1%0.0%0.0%1.0%-2.9%0000.00163.13N/AN/A0000
2024-11-14$34.16$0.0024.8%7.1%15.8%1.6%0.0%0.3%-4.0%0000.00163.13N/AN/A0000
2024-11-15$33.31$0.0030.5%8.7%18.3%5.2%0.0%-2.0%-7.1%0000.00163.13N/AN/A0000
2024-11-18$33.58$0.0026.6%7.6%18.5%2.7%0.0%-1.0%-5.9%0000.00163.13N/AN/A0000
2024-11-19$33.68$0.0027.0%7.7%18.4%3.0%0.0%-0.7%-6.5%0000.00163.13N/AN/A0000
2024-11-20$33.59$0.0025.5%7.3%17.8%2.0%0.0%1.7%-5.2%0000.00163.77N/AN/A0000
2024-11-21$33.77$0.0025.9%7.4%17.8%2.3%0.0%2.3%-5.2%0000.00163.39N/AN/A0000
2024-11-22$33.84$0.0026.3%7.5%17.8%2.6%0.0%3.9%-5.3%0000.00163.39N/AN/A0000
2024-11-25$34.18$0.0027.7%7.9%18.1%3.4%0.0%3.8%-5.4%0000.00163.39N/AN/A0000
2024-11-26$34.27$0.0028.2%8.1%17.9%3.8%0.0%4.2%-5.5%0000.00163.39N/AN/A0000
2024-11-27$34.07$0.0029.0%8.3%18.1%4.3%0.0%3.5%-6.4%0000.00163.39N/AN/A0000
2024-11-29$34.31$0.0028.5%8.2%16.2%4.0%0.0%1.6%-7.8%0000.00164.26N/AN/A0000