LRGF Options History — November 2019 In November 2019, LRGF traded between $33.11 and $34.12. ATM implied volatility averaged 50.1%, placing in the 37.5% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 42.0% (HV 20d: 8.1%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 5 of 20 days.
Notable Days 2019-11-06 : Largest IV spike — 665.5% change2019-11-12 : Highest IV Rank — 100.0%2019-11-01 : Largest Expected Move — 18.6%Monthly Statistics Metric Avg Min Max Open Close Price $33.63 $33.11 $34.12 $33.11 $33.97 ATM IV 50.1% 7.3% 130.7% 64.9% 7.3% Expected Move 10.3% 2.1% 18.6% 18.6% 2.1% HV 20d 8.1% 6.4% 12.5% 12.5% 6.4% HV 60d 13.0% 11.0% 15.7% 15.7% 11.0% IV Rank 37.5% 0.4% 100.0% 54.5% 0.4% IV Percentile 64.8% 0.4% 100.0% 92.5% 0.4% Term Structure -4.2% -26.1% 39.9% -26.1% -0.8% Skew 25d 7.1% -7.5% 32.4% 32.4% 0.5% Skew 10d 12.5% -3.2% 40.2% 40.2% 2.6% Call IV 25d 22.0% 5.7% 39.9% 17.5% 8.9% Put IV 25d 29.1% 9.3% 49.9% 49.9% 9.4% Bid-Ask Spread % 174.91 120.24 196.13 196.13 131.00 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 (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 2019-11-01 $33.11 $0.00 64.9% 18.6% 12.5% 54.5% 0.0% 32.4% -26.1% 0 0 0 0.00 196.13 N/A N/A 0 0 0 0 2019-11-04 $33.33 $0.00 74.1% 11.6% 12.5% 63.2% 0.0% -3.3% -12.4% 0 0 0 0.00 187.04 N/A N/A 0 0 0 0 2019-11-05 $33.40 $0.00 10.7% 2.7% 10.0% 3.6% 0.0% 3.6% 2.7% 0 0 0 0.00 120.24 N/A N/A 0 0 0 0 2019-11-06 $33.30 $0.00 81.9% 11.9% 10.2% 70.5% 0.0% -5.5% -13.2% 0 0 0 0.00 188.98 N/A N/A 0 0 0 0 2019-11-07 $33.48 $0.00 85.9% 12.1% 10.1% 74.3% 0.0% -7.5% -14.1% 0 0 0 0.00 187.83 N/A N/A 0 0 0 0 2019-11-08 $33.51 $0.00 58.0% 11.5% 8.4% 48.0% 0.0% 8.1% -11.0% 0 0 0 0.00 189.57 N/A N/A 0 0 0 0 2019-11-11 $33.50 $0.00 71.2% 3.0% 7.8% 60.5% 0.0% 4.5% -2.7% 0 0 0 0.00 123.15 N/A N/A 0 0 0 0 2019-11-12 $33.50 $0.00 130.7% 12.7% 7.3% 100.0% 0.0% 8.2% -15.0% 0 0 0 0.00 188.56 N/A N/A 0 0 0 0 2019-11-13 $33.50 $0.00 44.4% 12.7% 6.9% 30.4% 0.0% 8.2% -14.3% 0 0 0 0.00 189.57 N/A N/A 0 0 0 0 2019-11-14 $33.51 $0.00 26.8% 7.7% 6.9% 16.1% 0.0% 24.3% 23.9% 0 0 0 0.00 189.57 N/A N/A 0 0 0 0 2019-11-15 $33.77 $0.00 26.0% 7.5% 7.1% 15.5% 0.0% 7.4% 24.0% 0 0 0 0.00 187.15 N/A N/A 0 0 0 0 2019-11-18 $33.82 $0.00 25.9% 7.4% 6.8% 15.4% 0.0% 6.2% 39.9% 0 0 0 0.00 157.93 N/A N/A 0 0 0 0 2019-11-19 $33.79 $0.00 45.1% 12.9% 6.9% 30.9% 0.0% 9.0% -9.6% 0 0 0 0.00 186.74 N/A N/A 0 0 0 0 2019-11-20 $33.67 $0.00 45.9% 13.2% 7.2% 31.6% 0.0% 9.7% -9.9% 0 0 0 0.00 189.57 N/A N/A 0 0 0 0 2019-11-21 $33.62 $0.00 46.7% 13.4% 7.2% 32.2% 0.0% 9.6% -10.4% 0 0 0 0.00 189.57 N/A N/A 0 0 0 0 2019-11-22 $33.68 $0.00 47.5% 13.6% 6.7% 32.9% 0.0% 1.4% -10.8% 0 0 0 0.00 192.08 N/A N/A 0 0 0 0 2019-11-25 $33.92 $0.00 7.7% 2.2% 6.8% 0.7% 0.0% 2.4% 3.3% 0 0 0 0.00 135.17 N/A N/A 0 0 0 0 2019-11-26 $34.01 $0.00 49.7% 14.3% 6.8% 34.6% 0.0% 10.5% -12.8% 0 0 0 0.00 183.97 N/A N/A 0 0 0 0 2019-11-27 $34.12 $0.00 50.7% 14.5% 6.7% 35.4% 0.0% 11.5% -13.7% 0 0 0 0.00 184.38 N/A N/A 0 0 0 0 2019-11-29 $33.97 $0.00 7.3% 2.1% 6.4% 0.4% 0.0% 0.5% -0.8% 0 0 0 0.00 131.00 N/A N/A 0 0 0 0
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