LRGF Options History — February 2019 In February 2019, LRGF traded between $30.15 and $31.47. ATM implied volatility averaged 27.9%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 17.1% (HV 20d: 10.8%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days.
Notable Days 2019-02-25 : Largest IV spike — 246.4% change2019-02-27 : Highest IV Rank — 30.0%2019-02-27 : Largest Expected Move — 11.1%Monthly Statistics Metric Avg Min Max Open Close Price $30.85 $30.15 $31.47 $30.26 $31.14 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 27.9% 10.3% 48.6% 40.8% 38.3% Expected Move 7.3% 3.0% 11.1% 8.3% 11.0% HV 20d 10.8% 9.0% 13.9% 13.9% 9.0% HV 60d 20.0% 19.1% 20.9% 20.9% 19.1% IV Rank 18.1% 3.2% 30.0% 22.2% 29.5% IV Percentile 36.6% 3.9% 66.4% 33.3% 64.4% Term Structure -4.4% -16.1% 14.9% -5.3% -12.8% Skew 25d 5.6% -17.7% 17.9% 9.8% 6.4% Skew 10d 5.4% -15.5% 25.9% 4.6% 5.2% Call IV 25d 26.5% 9.3% 44.6% 26.3% 44.2% Put IV 25d 32.1% 10.5% 50.6% 36.1% 50.6% Bid-Ask Spread % 152.54 118.84 171.50 171.50 168.53 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 7.2K 4.4K 18.5K 4.4K 5.7K Net DEX -118.0K -216.4K -60.5K -68.9K -122.2K Net VEX -452 -660 -87 -660 -390 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 165 165 165 165 165
Daily Data (19 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 2019-02-01 $30.26 $30.00 40.8% 8.3% 13.9% 0.0% 0.0% 9.8% -5.3% 4.4K -68.9K -660 0.00 171.50 N/A N/A 0 0 105 60 2019-02-04 $30.37 $30.00 45.9% 8.3% 11.0% 0.0% 0.0% 9.8% -5.3% 4.6K -74.5K -632 0.00 170.65 N/A N/A 0 0 105 60 2019-02-05 $30.47 $30.00 48.6% 8.7% 10.7% 0.0% 0.0% 8.9% -7.1% 4.6K -80.5K -625 0.00 171.01 N/A N/A 0 0 105 60 2019-02-06 $30.54 $30.00 19.0% 5.5% 10.6% 0.0% 0.0% -17.7% -16.1% 7.1K -83.0K -509 0.00 119.83 N/A N/A 0 0 105 60 2019-02-07 $30.21 $30.00 12.5% 3.6% 11.6% 0.0% 0.0% 2.1% 1.2% 6.1K -69.2K -493 0.00 125.97 N/A N/A 0 0 105 60 2019-02-08 $30.15 $30.00 30.6% 8.8% 11.6% 0.0% 0.0% 17.9% -6.6% 4.5K -60.5K -594 0.00 170.08 N/A N/A 0 0 105 60 2019-02-11 $30.26 $30.00 31.2% 8.9% 11.6% 0.0% 0.0% 8.6% -3.7% 4.6K -67.0K -569 0.00 168.33 N/A N/A 0 0 105 60 2019-02-12 $30.63 $30.00 10.7% 3.1% 11.8% 0.0% 0.0% 4.8% 3.5% 6.5K -89.9K -426 0.00 123.08 N/A N/A 0 0 105 60 2019-02-13 $30.86 $30.00 29.7% 8.5% 11.8% 0.0% 0.0% 6.6% -7.3% 5.1K -103.7K -555 0.00 170.11 N/A N/A 0 0 105 60 2019-02-14 $30.88 $30.00 30.5% 8.8% 11.9% 22.2% 0.0% 6.6% -8.3% 5.2K -104.9K -546 0.00 169.32 N/A N/A 0 0 105 60 2019-02-15 $31.14 $30.00 10.3% 3.0% 11.9% 3.2% 0.0% 2.3% 6.1% 12.1K -168.6K -369 0.00 125.27 N/A N/A 0 0 105 60 2019-02-19 $31.26 $30.00 10.4% 3.0% 11.2% 3.3% 0.0% 11.2% 14.9% 12.8K -210.2K -87 0.00 125.87 N/A N/A 0 0 105 60 2019-02-20 $31.32 $30.00 34.4% 9.9% 9.0% 25.8% 0.0% 2.9% -10.7% 5.6K -133.5K -469 0.00 169.06 N/A N/A 0 0 105 60 2019-02-21 $31.14 $30.00 11.7% 3.4% 9.6% 4.5% 0.0% 15.0% 11.2% 12.6K -172.7K -278 0.00 126.10 N/A N/A 0 0 105 60 2019-02-22 $31.45 $30.00 10.8% 3.1% 9.9% 3.7% 0.0% 0.9% 1.1% 18.5K -216.4K -173 0.00 118.84 N/A N/A 0 0 105 60 2019-02-25 $31.47 $30.00 37.3% 10.7% 9.4% 28.6% 0.0% 3.1% -11.5% 6.0K -145.0K -405 0.00 167.32 N/A N/A 0 0 105 60 2019-02-26 $31.40 $30.00 38.5% 11.0% 9.0% 29.7% 0.0% 3.2% -12.8% 5.8K -139.1K -407 0.00 168.44 N/A N/A 0 0 105 60 2019-02-27 $31.28 $30.00 38.8% 11.1% 9.3% 30.0% 0.0% 4.5% -14.0% 5.8K -131.3K -392 0.00 169.03 N/A N/A 0 0 105 60 2019-02-28 $31.14 $30.00 38.3% 11.0% 9.0% 29.5% 0.0% 6.4% -12.8% 5.7K -122.2K -390 0.00 168.53 N/A N/A 0 0 105 60
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