LRGF Options History — August 2018

In August 2018, LRGF traded between $32.99 and $34.17. ATM implied volatility averaged 24.2%. The 30-day expected move averaged 6.9%. Net GEX was positive for 0 of 13 trading days. Term structure was in contango for 2 of 13 days.

Notable Days

  • 2018-08-28: Largest IV spike — 292.8% change
  • 2018-08-31: Largest Expected Move — 9.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.69$32.99$34.17$32.99$33.98
ATM IV24.2%6.9%31.9%27.6%31.9%
Expected Move6.9%2.0%9.2%7.9%9.2%
Term Structure-2.5%-7.6%15.3%-7.3%-7.0%
Skew 25d3.0%-5.3%6.3%-5.3%5.7%
Skew 10d8.5%-13.2%15.8%-13.2%15.6%
Call IV 25d25.8%6.3%33.0%32.0%33.0%
Put IV 25d28.7%7.7%38.7%26.7%38.7%
Bid-Ask Spread %146.75111.69170.24158.85151.94
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (13 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-08-15$32.99$0.0027.6%7.9%0.0%0.0%0.0%-5.3%-7.3%0000.00158.85N/AN/A0000
2018-08-16$33.26$0.0026.8%7.7%0.0%0.0%0.0%3.9%-4.5%0000.00153.32N/AN/A0000
2018-08-17$33.40$0.0027.5%7.9%0.0%0.0%0.0%2.0%-6.1%0000.00148.87N/AN/A0000
2018-08-20$33.55$0.006.9%2.0%0.0%0.0%0.0%1.4%15.3%0000.00111.69N/AN/A0000
2018-08-21$33.67$0.0026.7%7.6%0.0%0.0%0.0%5.4%-4.7%0000.00170.24N/AN/A0000
2018-08-22$33.60$0.0026.8%7.7%0.0%0.0%0.0%5.3%-1.6%0000.00163.38N/AN/A0000
2018-08-23$33.59$0.0026.9%7.7%0.0%0.0%0.0%5.1%-1.7%0000.00150.41N/AN/A0000
2018-08-24$33.77$0.0027.0%7.7%0.0%0.0%0.0%6.0%-1.7%0000.00152.82N/AN/A0000
2018-08-27$33.98$0.007.7%2.2%0.0%0.0%0.0%-0.1%1.1%0000.00119.99N/AN/A0000
2018-08-28$34.03$0.0030.2%8.6%0.0%0.0%0.0%5.8%-2.8%0000.00148.46N/AN/A0000
2018-08-29$34.17$0.0029.7%8.5%0.0%0.0%0.0%6.3%-3.6%0000.00148.04N/AN/A0000
2018-08-30$33.95$0.0019.5%5.6%0.0%0.0%0.0%-2.8%-7.6%0000.00129.76N/AN/A0000
2018-08-31$33.98$0.0031.9%9.2%0.0%0.0%0.0%5.7%-7.0%0000.00151.94N/AN/A0000