LRGF Options History — October 2019

In October 2019, LRGF traded between $30.91 and $33.01. ATM implied volatility averaged 49.8%, placing in the 40.0% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 34.9% (HV 20d: 14.8%). Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-10-15: Highest Volume — 16 contracts
  • 2019-10-29: Largest IV spike — 778.4% change
  • 2019-10-08: Highest IV Rank — 72.9%
  • 2019-10-31: Largest Expected Move — 18.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.98$30.91$33.01$31.49$32.75
ATM IV49.8%6.8%84.6%40.7%64.9%
Expected Move12.9%2.0%18.6%11.7%18.6%
HV 20d14.8%12.2%16.9%12.5%12.7%
HV 60d16.8%15.9%17.4%15.9%15.9%
IV Rank40.0%0.0%72.9%31.4%54.5%
IV Percentile76.1%0.0%98.0%71.8%92.9%
Term Structure-10.2%-25.1%11.7%11.7%-25.1%
Skew 25d16.0%-10.5%47.9%4.8%31.1%
Skew 10d16.0%-10.5%47.9%8.2%34.1%
Call IV 25d26.7%8.8%57.3%29.3%19.5%
Put IV 25d42.7%8.5%72.4%34.2%50.5%
Bid-Ask Spread %189.47137.82200.00182.35198.52
Gamma HHI1.001.001.001.001.00
Net GEX5101.2K00
Net DEX-6.3K-51.3K000
Net VEX-0-10000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.69601600
Total OI2.08701600

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$31.49$0.0040.7%11.7%12.5%31.4%0.0%4.8%11.7%0000.00182.35N/AN/A0000
2019-10-02$30.93$0.0046.9%13.5%13.6%37.3%0.0%20.5%-9.7%0000.00194.49N/AN/A0000
2019-10-03$31.05$0.0054.4%10.7%12.2%44.3%0.0%7.8%-4.4%0000.00197.24N/AN/A0000
2019-10-04$31.46$0.0070.7%13.2%13.1%59.8%0.0%-10.5%-8.5%0000.00198.52N/AN/A0000
2019-10-07$31.45$0.0082.1%13.7%13.1%70.5%0.0%9.4%-9.9%0000.00200.00N/AN/A0000
2019-10-08$30.91$0.0084.6%13.9%14.2%72.9%0.0%8.0%-10.3%0000.00197.24N/AN/A0000
2019-10-09$31.15$0.0048.3%13.8%14.2%38.5%0.0%8.5%-10.2%0000.00200.00N/AN/A0000
2019-10-10$31.36$0.0050.0%14.3%14.4%40.2%0.0%8.8%-12.7%0000.00198.52N/AN/A0000
2019-10-11$31.95$0.0046.3%13.3%16.1%36.7%0.0%10.2%-10.0%0000.00200.00N/AN/A0000
2019-10-14$31.76$0.0019.9%5.7%16.2%11.7%0.0%-4.7%-2.6%0000.00190.21N/AN/A0000
2019-10-15$32.10$0.0048.4%13.9%16.7%38.7%0.0%25.7%-10.5%0000.00200.00N/AN/A16000
2019-10-16$31.95$0.0049.4%14.1%16.8%39.6%0.0%14.3%-12.3%1.2K-41.5K-100.00200.00N/AN/A00160
2019-10-17$32.05$0.0049.4%14.2%16.8%39.6%0.0%45.4%-12.6%0-51.3K00.00191.64N/AN/A00160
2019-10-18$32.02$0.0050.3%14.4%16.7%40.5%0.0%14.7%-13.2%0-51.2K00.00200.00N/AN/A00160
2019-10-21$32.27$0.0053.7%15.4%16.9%43.7%0.0%44.1%-16.6%0000.00200.00N/AN/A0000
2019-10-22$32.36$0.0011.4%3.3%15.9%3.7%0.0%0.2%-2.7%0000.00139.74N/AN/A0000
2019-10-23$32.36$0.0032.8%9.4%15.8%23.9%0.0%24.3%2.5%0000.00139.21N/AN/A0000
2019-10-24$32.50$0.0057.0%16.3%15.7%46.7%0.0%47.9%-18.0%0000.00200.00N/AN/A0000
2019-10-25$32.79$0.0054.8%15.7%15.6%44.8%0.0%15.1%-18.1%0000.00197.86N/AN/A0000
2019-10-28$33.00$0.006.8%2.0%15.6%0.0%0.0%-0.3%2.4%0000.00137.82N/AN/A0000
2019-10-29$33.01$0.0059.9%17.2%14.3%49.9%0.0%12.7%-21.7%0000.00196.67N/AN/A0000
2019-10-30$32.97$0.0061.8%17.7%12.2%51.6%0.0%30.6%-23.3%0000.00197.86N/AN/A0000
2019-10-31$32.75$0.0064.9%18.6%12.7%54.5%0.0%31.1%-25.1%0000.00198.52N/AN/A0000