LRGF Options History — August 2019 In August 2019, LRGF traded between $30.31 and $31.79. ATM implied volatility averaged 55.6%, placing in the 45.8% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 37.1% (HV 20d: 18.5%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days.
Notable Days 2019-08-21 : Largest IV spike — 181.0% change2019-08-13 : Highest IV Rank — 96.7%2019-08-23 : Largest Expected Move — 21.2%Monthly Statistics Metric Avg Min Max Open Close Price $30.98 $30.31 $31.79 $31.79 $31.27 ATM IV 55.6% 14.9% 109.8% 55.3% 47.8% Expected Move 11.9% 4.3% 21.2% 15.9% 13.7% HV 20d 18.5% 9.2% 23.2% 9.2% 22.8% HV 60d 14.4% 12.5% 15.7% 12.5% 15.1% IV Rank 45.8% 7.5% 96.7% 45.5% 38.4% IV Percentile 81.8% 17.5% 99.6% 93.4% 84.1% Term Structure -1.8% -22.8% 33.3% -14.4% 5.5% Skew 25d 5.4% -9.0% 26.0% 1.7% 2.2% Skew 10d 10.0% -8.5% 20.6% 9.0% 14.5% Call IV 25d 38.4% 10.4% 90.3% 47.8% 36.4% Put IV 25d 43.8% 13.2% 102.9% 49.5% 38.6% Bid-Ask Spread % 184.59 130.66 191.95 186.79 190.51 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 2019-08-01 $31.79 $0.00 55.3% 15.9% 9.2% 45.5% 0.0% 1.7% -14.4% 0 0 0 0.00 186.79 N/A N/A 0 0 0 0 2019-08-02 $31.41 $0.00 43.4% 12.5% 10.0% 34.4% 0.0% 10.2% -17.7% 0 0 0 0.00 189.44 N/A N/A 0 0 0 0 2019-08-05 $30.56 $0.00 66.2% 10.7% 13.7% 55.7% 0.0% 7.3% -5.0% 0 0 0 0.00 189.33 N/A N/A 0 0 0 0 2019-08-06 $30.88 $0.00 52.0% 6.5% 14.4% 42.4% 0.0% -9.0% -1.3% 0 0 0 0.00 174.37 N/A N/A 0 0 0 0 2019-08-07 $31.04 $0.00 86.4% 13.4% 14.5% 74.7% 0.0% 9.9% -12.3% 0 0 0 0.00 191.35 N/A N/A 0 0 0 0 2019-08-08 $31.54 $0.00 72.5% 10.3% 15.8% 61.6% 0.0% 6.2% -4.7% 0 0 0 0.00 189.55 N/A N/A 0 0 0 0 2019-08-09 $31.29 $0.00 77.7% 10.9% 15.3% 66.5% 0.0% 5.3% -7.1% 0 0 0 0.00 189.64 N/A N/A 0 0 0 0 2019-08-12 $30.79 $0.00 101.6% 11.2% 16.0% 89.1% 0.0% 5.2% -7.2% 0 0 0 0.00 191.26 N/A N/A 0 0 0 0 2019-08-13 $31.21 $0.00 109.8% 11.1% 17.1% 96.7% 0.0% 3.7% -7.5% 0 0 0 0.00 190.23 N/A N/A 0 0 0 0 2019-08-14 $30.31 $0.00 43.1% 12.4% 19.5% 34.1% 0.0% 3.3% -9.8% 0 0 0 0.00 190.90 N/A N/A 0 0 0 0 2019-08-15 $30.38 $0.00 42.3% 12.1% 19.6% 33.3% 0.0% 4.4% -9.4% 0 0 0 0.00 191.65 N/A N/A 0 0 0 0 2019-08-16 $30.82 $0.00 39.4% 11.3% 20.5% 30.5% 0.0% 3.6% -7.6% 0 0 0 0.00 190.78 N/A N/A 0 0 0 0 2019-08-19 $31.20 $0.00 28.2% 8.1% 21.2% 20.1% 0.0% 26.0% 33.3% 0 0 0 0.00 142.84 N/A N/A 0 0 0 0 2019-08-20 $30.95 $0.00 14.9% 4.3% 21.0% 7.5% 0.0% 2.8% 0.0% 0 0 0 0.00 130.66 N/A N/A 0 0 0 0 2019-08-21 $31.24 $0.00 41.8% 12.0% 21.2% 32.8% 0.0% 2.2% 7.6% 0 0 0 0.00 190.81 N/A N/A 0 0 0 0 2019-08-22 $31.30 $0.00 43.2% 12.4% 21.2% 34.1% 0.0% 2.2% 4.5% 0 0 0 0.00 190.37 N/A N/A 0 0 0 0 2019-08-23 $30.53 $0.00 74.0% 21.2% 22.6% 63.0% 0.0% 12.7% -22.8% 0 0 0 0.00 189.92 N/A N/A 0 0 0 0 2019-08-26 $30.61 $0.00 45.5% 13.0% 22.7% 36.2% 0.0% 3.2% 9.9% 0 0 0 0.00 189.24 N/A N/A 0 0 0 0 2019-08-27 $30.55 $0.00 46.4% 13.3% 22.7% 37.1% 0.0% 5.1% 9.4% 0 0 0 0.00 191.95 N/A N/A 0 0 0 0 2019-08-28 $30.73 $0.00 45.7% 13.1% 22.9% 36.4% 0.0% 7.9% 10.2% 0 0 0 0.00 189.10 N/A N/A 0 0 0 0 2019-08-29 $31.20 $0.00 46.8% 13.4% 23.2% 37.5% 0.0% 2.6% 6.7% 0 0 0 0.00 190.36 N/A N/A 0 0 0 0 2019-08-30 $31.27 $0.00 47.8% 13.7% 22.8% 38.4% 0.0% 2.2% 5.5% 0 0 0 0.00 190.51 N/A N/A 0 0 0 0
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