LRGF Options History — May 2019 In May 2019, LRGF traded between $29.55 and $31.88. ATM implied volatility averaged 37.3%, placing in the 28.6% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 24.6% (HV 20d: 12.7%). Max pain ranged from $33.00 to $33.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days.
Notable Days 2019-05-21 : Largest IV spike — 137.5% change2019-05-10 : Highest IV Rank — 86.9%2019-05-10 : Largest Expected Move — 14.6%Monthly Statistics Metric Avg Min Max Open Close Price $30.77 $29.55 $31.88 $31.76 $29.55 Max Pain $33.00 $33.00 $33.00 $33.00 $33.00 ATM IV 37.3% 14.0% 99.3% 36.6% 14.4% Expected Move 8.2% 4.0% 14.6% 10.5% 4.1% HV 20d 12.7% 6.8% 16.5% 6.8% 16.5% HV 60d 12.0% 10.5% 13.2% 10.5% 13.2% IV Rank 28.6% 6.6% 86.9% 27.9% 7.0% IV Percentile 55.7% 15.5% 99.5% 65.2% 16.1% Term Structure -5.0% -17.8% 11.3% -11.3% 2.0% Skew 25d 3.7% -22.0% 24.9% 6.2% 4.9% Skew 10d 8.2% -9.5% 27.2% 15.2% 2.2% Call IV 25d 31.0% 12.4% 55.7% 40.7% 14.4% Put IV 25d 34.7% 12.7% 64.9% 46.9% 19.3% Bid-Ask Spread % 166.56 117.13 192.70 192.70 117.13 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 85 12 121 119 12 Net DEX -707 -1.3K -21 -1.2K -21 Net VEX -3 -5 0 -5 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 1
Daily Data (22 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 2019-05-01 $31.76 $0.00 36.6% 10.5% 6.8% 27.9% 0.0% 6.2% -11.3% 119 -1.2K -5 0.00 192.70 N/A N/A 0 0 1 0 2019-05-02 $31.59 $0.00 38.8% 11.1% 7.0% 30.0% 0.0% 5.2% -13.6% 116 -1.2K -4 0.00 192.59 N/A N/A 0 0 1 0 2019-05-03 $31.88 $0.00 37.0% 10.6% 7.7% 28.3% 0.0% 8.4% -12.7% 121 -1.3K -5 0.00 192.16 N/A N/A 0 0 1 0 2019-05-06 $31.75 $33.00 43.5% 7.5% 7.4% 34.4% 0.0% 3.6% -4.7% 120 -1.2K -4 0.00 174.74 N/A N/A 0 0 1 0 2019-05-07 $31.14 $33.00 48.1% 8.3% 10.1% 38.7% 0.0% 4.0% -5.4% 105 -1.0K -4 0.00 174.43 N/A N/A 0 0 1 0 2019-05-08 $31.20 $33.00 52.5% 8.3% 10.0% 42.9% 0.0% 5.0% -6.0% 105 -1.0K -4 0.00 176.56 N/A N/A 0 0 1 0 2019-05-09 $31.01 $33.00 52.6% 8.2% 9.8% 42.9% 0.0% 12.5% -5.3% 109 -893 -4 0.00 175.07 N/A N/A 0 0 1 0 2019-05-10 $31.10 $33.00 99.3% 14.6% 9.9% 86.9% 0.0% 9.1% -17.8% 67 -1.3K -4 0.00 179.10 N/A N/A 0 0 1 0 2019-05-13 $30.29 $33.00 76.2% 8.8% 13.3% 65.2% 0.0% 2.1% -6.7% 85 -746 -3 0.00 175.56 N/A N/A 0 0 1 0 2019-05-14 $30.67 $33.00 37.5% 6.3% 14.3% 28.7% 0.0% -2.9% -1.7% 61 -150 -1 0.00 146.38 N/A N/A 0 0 1 0 2019-05-15 $30.71 $33.00 29.0% 8.3% 14.3% 20.8% 0.0% 2.3% -6.0% 96 -846 -3 0.00 176.67 N/A N/A 0 0 1 0 2019-05-16 $30.89 $33.00 28.7% 8.2% 14.5% 20.5% 0.0% 2.3% -5.3% 105 -849 -3 0.00 176.70 N/A N/A 0 0 1 0 2019-05-17 $30.70 $33.00 29.5% 8.5% 14.5% 21.2% 0.0% 2.1% -6.0% 96 -845 -3 0.00 176.93 N/A N/A 0 0 1 0 2019-05-20 $30.55 $33.00 14.0% 4.0% 14.5% 6.7% 0.0% 2.0% 11.3% 61 -130 -1 0.00 118.24 N/A N/A 0 0 1 0 2019-05-21 $30.90 $33.00 33.3% 9.6% 14.7% 24.8% 0.0% -22.0% -9.2% 102 -762 -3 0.00 161.19 N/A N/A 0 0 1 0 2019-05-22 $30.74 $33.00 14.0% 4.0% 14.7% 6.6% 0.0% 0.3% -0.4% 64 -118 -1 0.00 160.77 N/A N/A 0 0 1 0 2019-05-23 $30.23 $33.00 32.8% 9.4% 15.6% 24.4% 0.0% 6.3% -5.9% 86 -662 -3 0.00 176.80 N/A N/A 0 0 1 0 2019-05-24 $30.45 $33.00 17.0% 4.9% 16.0% 9.5% 0.0% 3.2% -0.9% 57 -125 -1 0.00 125.20 N/A N/A 0 0 1 0 2019-05-28 $30.12 $33.00 34.1% 9.8% 16.3% 25.6% 0.0% 0.4% -6.3% 84 -621 -2 0.00 174.94 N/A N/A 0 0 1 0 2019-05-29 $29.91 $33.00 17.0% 4.9% 16.2% 9.5% 0.0% 24.9% 9.9% 18 -29 0 0.00 144.18 N/A N/A 0 0 1 0 2019-05-30 $29.91 $33.00 34.5% 9.9% 16.2% 26.0% 0.0% 1.9% -7.4% 78 -565 -2 0.00 176.29 N/A N/A 0 0 1 0 2019-05-31 $29.55 $33.00 14.4% 4.1% 16.5% 7.0% 0.0% 4.9% 2.0% 12 -21 0 0.00 117.13 N/A N/A 0 0 1 0
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