LRGF Options History — June 2019 In June 2019, LRGF traded between $29.64 and $31.70. ATM implied volatility averaged 28.6%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 14.1% (HV 20d: 14.6%). Max pain ranged from $33.00 to $33.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 6 of 20 days.
Notable Days 2019-06-07 : Largest IV spike — 169.4% change2019-06-11 : Highest IV Rank — 37.0%2019-06-04 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $31.13 $29.64 $31.70 $29.64 $31.69 Max Pain $33.00 $33.00 $33.00 $33.00 $33.00 ATM IV 28.6% 11.3% 46.3% 17.3% 32.8% Expected Move 7.6% 3.2% 11.4% 5.0% 9.4% HV 20d 14.6% 10.3% 18.3% 16.0% 10.3% HV 60d 13.1% 12.5% 13.8% 13.1% 12.6% IV Rank 20.4% 4.2% 37.0% 9.8% 24.3% IV Percentile 43.2% 11.7% 84.5% 19.5% 53.9% Term Structure -4.2% -22.1% 14.4% 3.0% -8.0% Skew 25d 10.0% -9.8% 24.4% 5.3% 24.4% Skew 10d 11.9% 0.0% 32.1% 0.0% 32.1% Call IV 25d 19.7% 10.1% 39.3% 15.8% 16.3% Put IV 25d 29.7% 11.8% 49.9% 21.2% 40.7% Bid-Ask Spread % 170.95 114.49 197.69 138.63 192.16 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 63 0 133 24 0 Net DEX -368 -964 0 -47 0 Net VEX -1 -2 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0.75 0 1 1 0
Daily Data (20 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 2019-06-03 $29.64 $33.00 17.3% 5.0% 16.0% 9.8% 0.0% 5.3% 3.0% 24 -47 0 0.00 138.63 N/A N/A 0 0 1 0 2019-06-04 $30.28 $33.00 39.9% 11.4% 18.3% 31.0% 0.0% 10.5% -10.3% 89 -617 -2 0.00 174.23 N/A N/A 0 0 1 0 2019-06-05 $30.54 $33.00 28.5% 8.2% 17.6% 20.3% 0.0% -9.8% -22.1% 38 -57 0 0.00 138.82 N/A N/A 0 0 1 0 2019-06-06 $30.73 $0.00 14.8% 3.4% 17.7% 7.4% 0.0% 3.6% 1.0% 57 -95 0 0.00 122.65 N/A N/A 0 0 1 0 2019-06-07 $31.01 $0.00 39.8% 8.0% 17.9% 30.9% 0.0% 4.7% -4.8% 111 -835 -2 0.00 197.60 N/A N/A 0 0 1 0 2019-06-10 $31.18 $0.00 29.8% 6.3% 18.0% 21.5% 0.0% 4.1% 14.4% 128 -756 -2 0.00 180.81 N/A N/A 0 0 1 0 2019-06-11 $31.13 $0.00 46.3% 6.6% 15.1% 37.0% 0.0% -3.7% 1.7% 133 -608 -1 0.00 141.33 N/A N/A 0 0 1 0 2019-06-12 $31.10 $0.00 28.8% 8.3% 14.5% 20.6% 0.0% 4.7% -4.4% 118 -811 -2 0.00 197.69 N/A N/A 0 0 1 0 2019-06-13 $31.20 $0.00 29.5% 8.5% 14.5% 21.2% 0.0% 4.5% -5.0% 119 -874 -2 0.00 196.60 N/A N/A 0 0 1 0 2019-06-14 $31.19 $0.00 14.1% 4.0% 14.4% 6.8% 0.0% 2.5% 0.7% 12 -8 0 0.00 114.49 N/A N/A 0 0 1 0 2019-06-17 $31.01 $0.00 30.8% 8.8% 14.4% 22.4% 0.0% 3.2% -6.2% 115 -772 -1 0.00 197.21 N/A N/A 0 0 1 0 2019-06-18 $31.31 $0.00 31.4% 9.0% 14.6% 23.0% 0.0% 22.6% -8.3% 126 -879 -1 0.00 194.95 N/A N/A 0 0 1 0 2019-06-19 $31.49 $0.00 32.4% 9.3% 14.2% 24.0% 0.0% 23.3% -7.9% 130 -964 -1 0.00 194.95 N/A N/A 0 0 1 0 2019-06-20 $31.70 $0.00 11.3% 3.2% 14.1% 4.2% 0.0% 1.7% 4.3% 59 -42 0 0.00 123.86 N/A N/A 0 0 1 0 2019-06-21 $31.66 $0.00 29.8% 8.5% 12.4% 21.5% 0.0% 23.7% -7.2% 0 0 0 0.00 194.18 N/A N/A 0 0 1 0 2019-06-24 $31.53 $0.00 32.3% 9.3% 12.5% 23.9% 0.0% 24.1% -6.0% 0 0 0 0.00 194.39 N/A N/A 0 0 0 0 2019-06-25 $31.30 $0.00 34.8% 10.0% 12.1% 26.3% 0.0% 23.2% -7.4% 0 0 0 0.00 194.40 N/A N/A 0 0 0 0 2019-06-26 $31.34 $0.00 33.6% 9.6% 11.6% 25.1% 0.0% 23.2% -7.3% 0 0 0 0.00 194.75 N/A N/A 0 0 0 0 2019-06-27 $31.48 $0.00 15.1% 4.3% 11.6% 7.7% 0.0% 3.6% -4.8% 0 0 0 0.00 135.26 N/A N/A 0 0 0 0 2019-06-28 $31.69 $0.00 32.8% 9.4% 10.3% 24.3% 0.0% 24.4% -8.0% 0 0 0 0.00 192.16 N/A N/A 0 0 0 0
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