LRGF Options History — January 2019

In January 2019, LRGF traded between $27.21 and $30.24. ATM implied volatility averaged 35.1%. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 12.1% (HV 20d: 23.0%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days.

Notable Days

  • 2019-01-29: Largest IV spike — 164.5% change
  • 2019-01-31: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.03$27.21$30.24$27.71$30.24
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV35.1%14.9%57.0%39.1%57.0%
Expected Move9.0%4.3%11.3%11.2%11.3%
HV 20d23.0%16.1%27.2%24.6%16.1%
HV 60d21.8%20.8%22.7%21.6%20.9%
Term Structure-3.9%-11.6%22.8%-11.6%-8.0%
Skew 25d6.4%0.5%11.3%4.6%6.8%
Skew 10d11.2%-3.8%23.7%-3.8%12.5%
Call IV 25d31.6%10.1%44.0%43.3%44.0%
Put IV 25d38.0%14.1%50.7%47.9%50.7%
Bid-Ask Spread %182.06140.75197.27174.04179.99
Gamma HHI1.001.001.001.001.00
Net GEX3.3K1.9K4.2K2.1K3.5K
Net DEX-870-73.8K67.1K67.1K-73.8K
Net VEX-670-738-571-579-673
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI165165165165165

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-01-02$27.71$0.0039.1%11.2%24.6%0.0%0.0%4.6%-11.6%2.1K67.1K-5790.00174.04N/AN/A0010560
2019-01-03$27.21$0.0047.3%9.5%23.6%0.0%0.0%5.3%-4.8%1.9K65.6K-5790.00193.46N/AN/A0010560
2019-01-04$27.98$0.0046.9%9.5%26.5%0.0%0.0%5.3%-3.0%2.5K34.7K-6710.00197.27N/AN/A0010560
2019-01-07$28.30$0.0049.3%9.4%27.1%0.0%0.0%6.7%-3.0%2.8K28.9K-6870.00195.10N/AN/A0010560
2019-01-08$28.52$0.0052.5%9.6%27.1%0.0%0.0%6.7%-3.9%2.9K17.4K-6970.00194.50N/AN/A0010560
2019-01-09$28.74$0.0031.7%9.1%27.1%0.0%0.0%7.0%-3.4%3.1K9.7K-7150.00191.62N/AN/A0010560
2019-01-10$28.88$0.0031.4%9.0%27.2%0.0%0.0%9.1%-3.8%3.3K6.5K-7110.00191.18N/AN/A0010560
2019-01-11$28.95$0.0031.5%9.0%26.9%0.0%0.0%8.3%-4.1%3.4K3.2K-7200.00190.37N/AN/A0010560
2019-01-14$28.79$0.0032.6%9.3%26.9%0.0%0.0%7.3%-4.7%3.2K14.1K-6880.00191.58N/AN/A0010560
2019-01-15$28.96$0.0027.8%8.0%26.3%0.0%0.0%5.2%-4.9%3.4K24.4K-6410.00189.47N/AN/A0010560
2019-01-16$29.09$0.0032.8%9.4%24.0%0.0%0.0%8.8%-3.8%3.6K4.8K-6800.00187.94N/AN/A0010560
2019-01-17$29.30$0.0027.3%7.8%24.0%0.0%0.0%5.8%-2.8%3.4K-19.6K-7300.00140.75N/AN/A0010560
2019-01-18$29.72$0.0031.4%9.0%23.2%0.0%0.0%11.3%-4.3%3.9K-41.5K-7380.00182.34N/AN/A0010560
2019-01-22$29.27$0.0015.4%4.4%22.9%0.0%0.0%1.1%22.8%3.6K-15.9K-6810.00169.33N/AN/A0010560
2019-01-23$29.32$0.0016.8%4.8%22.3%0.0%0.0%3.0%-0.9%3.8K16.6K-6000.00158.87N/AN/A0010560
2019-01-24$29.45$0.0038.8%11.1%20.1%0.0%0.0%6.5%-8.6%3.7K-27.4K-6900.00186.99N/AN/A0010560
2019-01-25$29.80$0.0034.9%10.0%17.0%0.0%0.0%7.6%-7.1%4.0K-44.8K-6900.00184.83N/AN/A0010560
2019-01-28$29.62$0.0014.9%4.3%17.2%0.0%0.0%0.5%-1.0%4.0K8.5K-5710.00157.88N/AN/A0010560
2019-01-29$29.70$0.0039.3%11.3%16.2%0.0%0.0%7.5%-10.1%3.9K-39.5K-6610.00185.69N/AN/A0010560
2019-01-30$30.05$0.0038.9%11.1%16.3%0.0%0.0%9.8%-10.4%4.2K-57.3K-6660.00180.00N/AN/A0010560
2019-01-31$30.24$30.0057.0%11.3%16.1%0.0%0.0%6.8%-8.0%3.5K-73.8K-6730.00179.99N/AN/A0010560