LRND Options History — December 2024 In December 2024, LRND traded between $34.17 and $35.53. ATM implied volatility averaged 29.6%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 14.3% (HV 20d: 15.3%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-12-11 : Largest IV drop — 38.4% change2024-12-30 : Highest IV Rank — 13.8%2024-12-30 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $34.86 $34.17 $35.53 $34.58 $34.17 ATM IV 29.6% 22.0% 36.2% 30.3% 30.6% Expected Move 7.9% 6.0% 10.4% 8.7% 8.8% HV 20d 15.3% 10.0% 18.1% 16.2% 17.9% HV 60d 14.4% 13.3% 15.9% 13.4% 15.8% IV Rank 6.2% 0.0% 13.8% 5.1% 8.4% IV Percentile 38.5% 0.0% 75.0% 41.3% 47.2% Term Structure -8.4% -24.2% -3.2% -7.8% -9.1% Skew 25d 3.4% -0.2% 7.2% 4.2% 1.3% Skew 10d 7.0% 1.3% 13.6% 8.5% 1.3% Call IV 25d 28.0% 19.5% 37.4% 33.8% 35.7% Put IV 25d 31.3% 24.5% 39.5% 38.0% 36.9% Bid-Ask Spread % 155.06 151.74 164.26 164.26 152.63 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 (21 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 2024-12-02 $34.58 $0.00 30.3% 8.7% 16.2% 5.1% 0.0% 4.2% -7.8% 0 0 0 0.00 164.26 N/A N/A 0 0 0 0 2024-12-03 $34.53 $0.00 31.2% 8.9% 16.1% 5.7% 0.0% 2.1% -8.5% 0 0 0 0.00 164.26 N/A N/A 0 0 0 0 2024-12-04 $35.00 $0.00 32.1% 9.2% 16.3% 6.3% 0.0% 3.6% -7.6% 0 0 0 0.00 164.26 N/A N/A 0 0 0 0 2024-12-05 $34.86 $0.00 33.2% 6.4% 14.6% 7.0% 0.0% 7.2% -3.2% 0 0 0 0.00 157.10 N/A N/A 0 0 0 0 2024-12-06 $35.12 $0.00 30.1% 6.0% 13.7% 5.0% 0.0% 4.4% -4.0% 0 0 0 0.00 152.02 N/A N/A 0 0 0 0 2024-12-09 $35.02 $0.00 34.0% 6.2% 13.7% 7.5% 0.0% 3.9% -4.9% 0 0 0 0.00 151.81 N/A N/A 0 0 0 0 2024-12-10 $34.87 $0.00 35.7% 6.3% 13.8% 8.6% 0.0% 3.2% -5.5% 0 0 0 0.00 151.81 N/A N/A 0 0 0 0 2024-12-11 $35.34 $0.00 22.0% 6.3% 14.4% 0.0% 0.0% 5.7% -4.5% 0 0 0 0.00 151.81 N/A N/A 0 0 0 0 2024-12-12 $35.21 $0.00 22.4% 6.4% 14.5% 0.3% 0.0% 5.1% -5.1% 0 0 0 0.00 151.81 N/A N/A 0 0 0 0 2024-12-13 $35.14 $0.00 22.7% 6.5% 13.8% 0.7% 0.0% 4.7% -5.5% 0 0 0 0.00 151.81 N/A N/A 0 0 0 0 2024-12-16 $35.53 $0.00 24.8% 7.1% 10.0% 2.7% 0.0% 7.1% -5.7% 0 0 0 0.00 151.81 N/A N/A 0 0 0 0 2024-12-17 $35.40 $0.00 24.0% 6.9% 10.1% 2.0% 0.0% 6.4% -5.9% 0 0 0 0.00 151.81 N/A N/A 0 0 0 0 2024-12-18 $34.20 $0.00 26.5% 7.6% 16.6% 4.4% 0.0% 1.6% -7.6% 0 0 0 0.00 156.56 N/A N/A 0 0 0 0 2024-12-19 $34.23 $0.00 35.8% 10.3% 16.6% 13.5% 0.0% 1.5% -11.2% 0 0 0 0.00 157.71 N/A N/A 0 0 0 0 2024-12-20 $34.55 $0.00 26.9% 7.7% 16.8% 4.8% 0.0% 2.1% -6.7% 0 0 0 0.00 157.71 N/A N/A 0 0 0 0 2024-12-23 $34.81 $0.00 28.4% 8.2% 16.9% 6.3% 0.0% 2.8% -7.0% 0 0 0 0.00 157.71 N/A N/A 0 0 0 0 2024-12-24 $35.11 $0.00 25.3% 7.3% 16.8% 3.3% 0.0% 1.5% -5.9% 0 0 0 0.00 151.74 N/A N/A 0 0 0 0 2024-12-26 $35.26 $0.00 34.1% 9.8% 16.9% 11.8% 0.0% 1.8% -21.7% 0 0 0 0.00 152.57 N/A N/A 0 0 0 0 2024-12-27 $34.69 $0.00 35.2% 10.1% 17.8% 12.9% 0.0% 0.5% -24.2% 0 0 0 0.00 152.57 N/A N/A 0 0 0 0 2024-12-30 $34.36 $0.00 36.2% 10.4% 18.1% 13.8% 0.0% -0.2% -15.2% 0 0 0 0.00 152.57 N/A N/A 0 0 0 0 2024-12-31 $34.17 $0.00 30.6% 8.8% 17.9% 8.4% 0.0% 1.3% -9.1% 0 0 0 0.00 152.63 N/A N/A 0 0 0 0
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