LRGF Options History — July 2019 In July 2019, LRGF traded between $31.94 and $32.64. ATM implied volatility averaged 25.0%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 16.8% (HV 20d: 8.2%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days.
Notable Days 2019-07-31 : Largest IV spike — 396.0% change2019-07-31 : Highest IV Rank — 43.4%2019-07-31 : Largest Expected Move — 15.2%Monthly Statistics Metric Avg Min Max Open Close Price $32.32 $31.94 $32.64 $31.95 $32.28 ATM IV 25.0% 9.5% 53.1% 32.7% 53.1% Expected Move 6.8% 2.7% 15.2% 9.4% 15.2% HV 20d 8.2% 7.8% 10.4% 10.4% 8.0% HV 60d 12.7% 12.6% 12.9% 12.7% 12.7% IV Rank 17.0% 2.4% 43.4% 24.2% 43.4% IV Percentile 33.1% 5.0% 92.5% 53.2% 92.5% Term Structure -4.3% -32.3% 14.2% -8.7% -20.2% Skew 25d 3.9% -2.5% 19.7% 7.1% 4.6% Skew 10d 6.4% -6.7% 28.7% 16.9% 14.4% Call IV 25d 19.9% 8.6% 36.0% 36.0% 34.8% Put IV 25d 23.8% 9.3% 43.1% 43.1% 39.4% Bid-Ask Spread % 169.98 121.36 195.59 188.41 195.59 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 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 0 0 0 0
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 2019-07-01 $31.95 $0.00 32.7% 9.4% 10.4% 24.2% 0.0% 7.1% -8.7% 0 0 0 0.00 188.41 N/A N/A 0 0 0 0 2019-07-02 $31.94 $0.00 10.9% 3.1% 8.2% 3.8% 0.0% -0.5% 0.6% 0 0 0 0.00 140.93 N/A N/A 0 0 0 0 2019-07-03 $32.23 $0.00 11.0% 3.1% 8.2% 3.8% 0.0% 4.9% 0.8% 0 0 0 0.00 126.99 N/A N/A 0 0 0 0 2019-07-05 $32.20 $0.00 37.3% 7.1% 8.2% 28.6% 0.0% 7.1% -1.6% 0 0 0 0.00 186.41 N/A N/A 0 0 0 0 2019-07-08 $32.10 $0.00 40.5% 7.3% 8.0% 31.6% 0.0% 6.8% -1.5% 0 0 0 0.00 187.59 N/A N/A 0 0 0 0 2019-07-09 $32.06 $0.00 12.7% 3.4% 8.0% 5.4% 0.0% 1.7% 0.9% 0 0 0 0.00 121.36 N/A N/A 0 0 0 0 2019-07-10 $32.16 $0.00 25.8% 7.4% 7.9% 17.7% 0.0% 3.8% -2.8% 0 0 0 0.00 186.55 N/A N/A 0 0 0 0 2019-07-11 $32.22 $0.00 26.7% 7.6% 7.8% 18.6% 0.0% 3.4% -3.7% 0 0 0 0.00 187.41 N/A N/A 0 0 0 0 2019-07-12 $32.59 $0.00 25.6% 7.3% 8.5% 17.5% 0.0% -2.5% -2.6% 0 0 0 0.00 183.79 N/A N/A 0 0 0 0 2019-07-15 $32.58 $0.00 26.7% 7.7% 8.5% 18.6% 0.0% 19.7% -2.8% 0 0 0 0.00 186.20 N/A N/A 0 0 0 0 2019-07-16 $32.51 $0.00 27.2% 7.8% 8.2% 19.1% 0.0% 5.4% -2.4% 0 0 0 0.00 186.58 N/A N/A 0 0 0 0 2019-07-17 $32.26 $0.00 28.9% 8.3% 8.5% 20.6% 0.0% 2.9% -4.9% 0 0 0 0.00 187.21 N/A N/A 0 0 0 0 2019-07-18 $32.32 $0.00 28.6% 8.2% 8.3% 20.4% 0.0% 3.5% -5.6% 0 0 0 0.00 187.01 N/A N/A 0 0 0 0 2019-07-19 $32.30 $0.00 29.5% 8.5% 8.1% 21.2% 0.0% 3.8% -6.2% 0 0 0 0.00 187.03 N/A N/A 0 0 0 0 2019-07-22 $32.19 $0.00 30.9% 8.9% 8.2% 22.6% 0.0% 3.2% -6.7% 0 0 0 0.00 188.29 N/A N/A 0 0 0 0 2019-07-23 $32.45 $0.00 31.0% 8.9% 8.4% 22.6% 0.0% 3.2% -7.9% 0 0 0 0.00 187.21 N/A N/A 0 0 0 0 2019-07-24 $32.64 $0.00 10.8% 3.1% 7.8% 3.7% 0.0% 2.0% 14.2% 0 0 0 0.00 146.67 N/A N/A 0 0 0 0 2019-07-25 $32.48 $0.00 12.2% 3.5% 8.2% 5.0% 0.0% 0.1% -4.0% 0 0 0 0.00 138.23 N/A N/A 0 0 0 0 2019-07-26 $32.59 $0.00 28.1% 8.1% 8.2% 20.0% 0.0% 1.1% -32.3% 0 0 0 0.00 176.98 N/A N/A 0 0 0 0 2019-07-29 $32.57 $0.00 9.5% 2.7% 8.0% 2.4% 0.0% 1.5% 0.5% 0 0 0 0.00 126.16 N/A N/A 0 0 0 0 2019-07-30 $32.45 $0.00 10.7% 3.1% 7.8% 3.6% 0.0% 2.7% 2.2% 0 0 0 0.00 136.93 N/A N/A 0 0 0 0 2019-07-31 $32.28 $0.00 53.1% 15.2% 8.0% 43.4% 0.0% 4.6% -20.2% 0 0 0 0.00 195.59 N/A N/A 0 0 0 0
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