LRGF Options History — April 2019 In April 2019, LRGF traded between $31.41 and $32.06. ATM implied volatility averaged 19.0%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 8.2% (HV 20d: 10.8%). Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-04-08 : Highest Volume — 1 contracts2019-04-08 : Largest IV spike — 291.1% change2019-04-08 : Highest IV Rank — 35.3%2019-04-26 : Largest Expected Move — 9.0%Monthly Statistics Metric Avg Min Max Open Close Price $31.76 $31.41 $32.06 $31.41 $31.95 ATM IV 19.0% 7.5% 44.4% 37.5% 9.1% Expected Move 5.0% 2.2% 9.0% 7.9% 2.6% HV 20d 10.8% 6.4% 14.2% 14.2% 6.4% HV 60d 11.3% 10.5% 13.0% 13.0% 10.5% IV Rank 11.4% 0.6% 35.3% 28.8% 2.1% IV Percentile 20.6% 1.2% 81.5% 65.0% 4.5% Term Structure -1.2% -10.9% 14.1% -10.9% 1.5% Skew 25d 4.3% -2.5% 19.1% 4.4% -0.1% Skew 10d 7.6% -0.2% 25.7% 9.6% 0.1% Call IV 25d 18.0% 8.0% 42.3% 42.3% 10.4% Put IV 25d 22.3% 8.4% 46.7% 46.7% 10.4% Bid-Ask Spread % 155.68 122.33 195.64 195.64 140.73 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 128 0 252 0 229 Net DEX -670 -1.3K 0 0 -648 Net VEX -3 -5 0 0 -3 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.238 0 1 0 0 Total OI 0.714 0 1 0 1
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 2019-04-01 $31.41 $0.00 37.5% 7.9% 14.2% 28.8% 0.0% 4.4% -10.9% 0 0 0 0.00 195.64 N/A N/A 0 0 0 0 2019-04-02 $31.41 $0.00 12.9% 3.0% 14.2% 5.7% 0.0% 1.3% -7.4% 0 0 0 0.00 129.56 N/A N/A 0 0 0 0 2019-04-03 $31.51 $0.00 11.1% 5.1% 13.7% 3.9% 0.0% 19.1% 0.9% 0 0 0 0.00 135.01 N/A N/A 0 0 0 0 2019-04-04 $31.62 $0.00 12.2% 2.8% 13.1% 5.0% 0.0% 1.8% 1.2% 0 0 0 0.00 125.05 N/A N/A 0 0 0 0 2019-04-05 $31.84 $0.00 11.4% 2.7% 12.9% 4.2% 0.0% 2.7% 0.8% 0 0 0 0.00 122.33 N/A N/A 0 0 0 0 2019-04-08 $31.82 $0.00 44.4% 7.6% 12.0% 35.3% 0.0% 5.7% -3.4% 0 0 0 0.00 193.29 N/A N/A 1 0 0 0 2019-04-09 $31.63 $0.00 10.0% 2.5% 12.2% 2.9% 0.0% -0.0% 1.5% 206 -729 -4 0.00 129.83 N/A N/A 1 0 1 0 2019-04-10 $31.82 $0.00 26.8% 7.7% 12.2% 18.7% 0.0% 6.3% -3.8% 116 -1.3K -5 0.00 193.00 N/A N/A 1 0 1 0 2019-04-11 $31.82 $0.00 27.2% 7.8% 12.2% 19.1% 0.0% 6.3% -4.2% 117 -1.3K -5 0.00 192.56 N/A N/A 1 0 1 0 2019-04-12 $31.89 $0.00 26.6% 7.6% 12.2% 18.5% 0.0% 6.0% -4.1% 120 -1.3K -5 0.00 191.50 N/A N/A 1 0 1 0 2019-04-15 $31.87 $0.00 9.2% 2.6% 12.1% 2.2% 0.0% 0.4% 1.5% 224 -782 -4 0.00 127.09 N/A N/A 0 0 1 0 2019-04-16 $31.68 $0.00 7.5% 2.2% 12.2% 0.6% 0.0% 0.8% 14.1% 224 -961 -5 0.00 132.13 N/A N/A 0 0 1 0 2019-04-17 $31.62 $0.00 26.4% 7.6% 11.7% 18.4% 0.0% -2.5% -0.5% 219 -737 -4 0.00 141.90 N/A N/A 0 0 1 0 2019-04-18 $31.72 $0.00 29.3% 8.4% 10.5% 21.0% 0.0% 6.0% -5.2% 118 -1.2K -5 0.00 193.87 N/A N/A 0 0 1 0 2019-04-22 $31.70 $0.00 8.5% 2.4% 7.0% 1.5% 0.0% 1.0% 2.8% 192 -531 -3 0.00 136.83 N/A N/A 0 0 1 0 2019-04-23 $32.01 $0.00 29.4% 8.4% 7.3% 21.2% 0.0% 7.9% -8.3% 130 -1.3K -5 0.00 189.53 N/A N/A 0 0 1 0 2019-04-24 $32.06 $0.00 9.1% 2.6% 7.3% 2.1% 0.0% 0.7% 1.4% 252 -788 -4 0.00 132.24 N/A N/A 0 0 1 0 2019-04-25 $31.93 $0.00 9.5% 2.7% 7.6% 2.4% 0.0% -0.1% 1.4% 229 -733 -4 0.00 136.22 N/A N/A 0 0 1 0 2019-04-26 $31.87 $0.00 31.5% 9.0% 7.7% 23.1% 0.0% 6.5% -8.3% 124 -1.3K -5 0.00 192.45 N/A N/A 0 0 1 0 2019-04-29 $31.88 $0.00 8.9% 2.6% 7.5% 1.9% 0.0% 16.2% 4.3% 184 -496 -3 0.00 138.46 N/A N/A 0 0 1 0 2019-04-30 $31.95 $0.00 9.1% 2.6% 6.4% 2.1% 0.0% -0.1% 1.5% 229 -648 -3 0.00 140.73 N/A N/A 0 0 1 0
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