LRGF Options History — December 2019

Name: LRGF Options Analytics - December 2019
Creator: Options Analysis Suite

In December 2019, LRGF traded between $33.36 and $34.49. ATM implied volatility averaged 47.5%, placing in the 32.9% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 39.5% (HV 20d: 8.0%). Max pain ranged from $34.00 to $34.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days.

Notable Days

2019-12-30: Highest Volume — 110 contracts
2019-12-17: Largest IV spike — 485.3% change
2019-12-10: Highest IV Rank — 55.9%
2019-12-03: Largest Expected Move — 18.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.09	$33.36	$34.49	$33.70	$34.47
Max Pain	$34.00	$34.00	$34.00	$34.00	$34.00
ATM IV	47.5%	7.7%	76.1%	59.3%	17.0%
Expected Move	12.1%	2.2%	18.1%	17.0%	4.9%
HV 20d	8.0%	6.3%	8.7%	6.3%	7.4%
HV 60d	10.9%	9.1%	11.6%	11.1%	9.1%
IV Rank	32.9%	0.7%	55.9%	42.3%	8.3%
IV Percentile	69.5%	1.2%	95.6%	90.1%	23.4%
Term Structure	-6.0%	-20.7%	51.3%	-19.1%	19.9%
VWIV	13.5%	13.5%	13.5%	13.5%	13.5%
Skew 25d	5.7%	-28.8%	27.5%	3.8%	-4.7%
Skew 10d	8.9%	-21.0%	27.5%	26.1%	-21.0%
Call IV 25d	28.4%	6.4%	55.0%	34.9%	36.6%
Put IV 25d	34.2%	9.0%	49.5%	38.7%	32.0%
Bid-Ask Spread %	193.33	135.23	200.00	193.41	200.00
Gamma HHI	0.51	0.51	0.51	0.51	0.51
Net GEX	-576	-12.1K	0	0	-12.1K
Net DEX	8.3K	0	174.6K	0	174.6K
Net VEX	-29	-615	0	0	-615
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	5.238	0	110	0	0
Total OI	5.238	0	110	0	110

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Put Vol	Put OI
2019-12-02	$33.70	$0.00	59.3%	17.0%	6.3%	42.3%	0.0%	3.8%	-19.1%	0	0	0	193.41	N/A	N/A	0	0
2019-12-03	$33.36	$0.00	63.1%	18.1%	7.1%	45.4%	0.0%	10.4%	-20.6%	0	0	0	194.87	N/A	N/A	0	0
2019-12-04	$33.62	$0.00	62.0%	17.8%	7.6%	44.6%	0.0%	11.8%	-20.7%	0	0	0	193.56	N/A	N/A	0	0
2019-12-05	$33.68	$0.00	64.0%	11.6%	7.5%	46.2%	0.0%	8.6%	-9.6%	0	0	0	200.00	N/A	N/A	0	0
2019-12-06	$33.98	$0.00	64.2%	11.7%	7.9%	46.3%	0.0%	12.3%	-10.2%	0	0	0	200.00	N/A	N/A	0	0
2019-12-09	$33.82	$0.00	72.5%	12.0%	8.1%	53.0%	0.0%	6.6%	-11.2%	0	0	0	200.00	N/A	N/A	0	0
2019-12-10	$33.74	$0.00	76.1%	12.0%	8.2%	55.9%	0.0%	7.8%	-11.3%	0	0	0	200.00	N/A	N/A	0	0
2019-12-11	$33.82	$0.00	42.5%	12.2%	8.2%	28.8%	0.0%	6.1%	-11.5%	0	0	0	200.00	N/A	N/A	0	0
2019-12-12	$34.11	$0.00	42.3%	12.1%	8.7%	28.6%	0.0%	5.1%	-11.7%	0	0	0	200.00	N/A	N/A	0	0
2019-12-13	$34.09	$0.00	25.0%	7.2%	8.7%	14.7%	0.0%	1.0%	-7.9%	0	0	0	150.95	N/A	N/A	0	0
2019-12-16	$34.17	$0.00	7.7%	2.2%	8.3%	0.7%	0.0%	1.4%	2.3%	0	0	0	135.23	N/A	N/A	0	0
2019-12-17	$34.16	$0.00	44.9%	12.9%	8.3%	30.7%	0.0%	4.5%	-14.5%	0	0	0	200.00	N/A	N/A	0	0
2019-12-18	$34.19	$0.00	45.6%	13.1%	8.3%	31.3%	0.0%	27.5%	-15.0%	0	0	0	200.00	N/A	N/A	0	0
2019-12-19	$34.24	$0.00	46.3%	13.3%	8.2%	31.9%	0.0%	5.4%	-15.5%	0	0	0	200.00	N/A	N/A	0	0
2019-12-20	$34.47	$0.00	46.9%	13.5%	8.4%	32.4%	0.0%	7.9%	-16.0%	0	0	0	200.00	N/A	N/A	0	0
2019-12-23	$34.43	$0.00	50.4%	14.5%	8.4%	35.2%	0.0%	7.9%	38.6%	0	0	0	200.00	N/A	N/A	0	0
2019-12-24	$34.41	$0.00	44.9%	12.9%	8.1%	30.7%	0.0%	7.5%	51.3%	0	0	0	200.00	N/A	N/A	0	0
2019-12-26	$34.49	$0.00	53.7%	15.4%	8.1%	37.8%	0.0%	9.1%	-17.0%	0	0	0	200.00	N/A	N/A	0	0
2019-12-27	$34.48	$0.00	54.9%	15.8%	8.1%	38.9%	0.0%	9.1%	-18.0%	0	0	0	200.00	N/A	N/A	0	0
2019-12-30	$34.36	$0.00	14.9%	4.3%	8.0%	6.6%	13.5%	-28.8%	-7.6%	0	0	0	192.00	N/A	N/A	110	0
2019-12-31	$34.47	$34.00	17.0%	4.9%	7.4%	8.3%	0.0%	-4.7%	19.9%	-12.1K	174.6K	-615	200.00	N/A	N/A	0	110