LRGF Options History — April 2020 In April 2020, LRGF traded between $25.02 and $30.39. ATM implied volatility averaged 39.0%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded below realized volatility by 24.3% (HV 20d: 63.3%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2020-04-27 : Largest IV spike — 46.4% change2020-04-01 : Highest IV Rank — 40.5%2020-04-01 : Largest Expected Move — 17.3%Monthly Statistics Metric Avg Min Max Open Close Price $28.17 $25.02 $30.39 $25.02 $29.55 ATM IV 39.0% 24.1% 60.4% 60.4% 24.1% Expected Move 10.7% 6.9% 17.3% 17.3% 6.9% HV 20d 63.3% 41.4% 83.3% 79.5% 41.4% HV 60d 54.2% 50.4% 56.1% 50.4% 56.1% IV Rank 24.3% 13.1% 40.5% 40.5% 13.1% IV Percentile 46.2% 19.8% 80.2% 80.2% 19.8% Term Structure -3.8% -13.1% 8.1% -13.1% 3.1% Skew 25d 11.5% -0.1% 23.0% 12.3% 5.1% Skew 10d 10.5% 2.9% 15.1% 2.9% 6.9% Call IV 25d 28.9% 18.8% 44.7% 44.7% 26.5% Put IV 25d 40.4% 25.2% 57.0% 57.0% 31.6% Bid-Ask Spread % 133.62 114.39 143.75 131.39 140.31 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -446 -749 -101 -356 -312 Net DEX 53.4K 45.4K 58.3K 45.4K 58.0K Net VEX -25 -51 -7 -38 -10 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 20 20 20 20 20
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2020-04-01 $25.02 $0.00 60.4% 17.3% 79.5% 40.5% 0.0% 12.3% -13.1% -356 45.4K -38 0.00 131.39 N/A N/A 0 0 0 20 2020-04-02 $25.40 $0.00 46.5% 12.4% 79.9% 30.0% 0.0% 15.9% -0.6% -101 50.3K -7 0.00 125.50 N/A N/A 0 0 0 20 2020-04-03 $25.04 $0.00 48.3% 12.5% 79.9% 31.4% 0.0% 23.0% -3.5% -107 49.5K -7 0.00 114.39 N/A N/A 0 0 0 20 2020-04-06 $27.01 $0.00 45.5% 9.9% 83.3% 29.3% 0.0% 16.0% -3.1% -425 50.4K -33 0.00 128.91 N/A N/A 0 0 0 20 2020-04-07 $27.60 $0.00 56.4% 11.3% 83.2% 37.4% 0.0% 12.2% -3.6% -550 49.9K -45 0.00 130.52 N/A N/A 0 0 0 20 2020-04-08 $28.22 $0.00 37.1% 10.6% 82.3% 22.9% 0.0% 9.1% -5.9% -640 50.4K -45 0.00 138.81 N/A N/A 0 0 0 20 2020-04-09 $28.84 $0.00 32.7% 9.4% 74.6% 19.6% 0.0% 12.8% -2.2% -749 50.8K -51 0.00 130.65 N/A N/A 0 0 0 20 2020-04-13 $28.38 $0.00 40.9% 11.7% 74.0% 25.8% 0.0% 13.1% -8.7% -540 53.1K -33 0.00 140.36 N/A N/A 0 0 0 20 2020-04-14 $29.18 $0.00 39.2% 11.2% 68.2% 24.5% 0.0% 11.3% -7.1% -698 53.7K -38 0.00 143.13 N/A N/A 0 0 0 20 2020-04-15 $28.37 $0.00 41.1% 11.8% 68.9% 25.9% 0.0% 10.2% -6.6% -474 53.9K -23 0.00 143.75 N/A N/A 0 0 0 20 2020-04-16 $28.45 $0.00 33.5% 9.6% 61.9% 20.2% 0.0% 9.3% -0.3% -414 54.7K -19 0.00 128.43 N/A N/A 0 0 0 20 2020-04-17 $29.28 $0.00 31.4% 9.0% 61.1% 18.6% 0.0% 6.3% -3.2% -701 54.1K -37 0.00 127.47 N/A N/A 0 0 0 20 2020-04-20 $28.74 $0.00 36.0% 10.3% 58.2% 22.1% 0.0% 17.5% -6.1% -491 54.8K -22 0.00 120.27 N/A N/A 0 0 0 20 2020-04-21 $27.86 $0.00 46.7% 13.4% 56.2% 30.1% 0.0% 11.8% -11.9% -363 53.7K -18 0.00 136.66 N/A N/A 0 0 0 20 2020-04-22 $28.38 $0.00 45.1% 12.9% 47.9% 29.0% 0.0% 12.7% -6.2% -253 55.6K -12 0.00 143.59 N/A N/A 0 0 0 20 2020-04-23 $28.31 $0.00 32.6% 9.3% 46.0% 19.5% 0.0% 8.9% -3.3% -302 55.3K -12 0.00 136.59 N/A N/A 0 0 0 20 2020-04-24 $28.69 $0.00 29.3% 8.4% 45.7% 17.1% 0.0% 16.4% 8.1% -426 55.3K -18 0.00 132.01 N/A N/A 0 0 0 20 2020-04-27 $29.35 $0.00 43.0% 12.3% 46.0% 27.3% 0.0% 12.1% -6.5% -557 55.4K -25 0.00 143.22 N/A N/A 0 0 0 20 2020-04-28 $29.51 $0.00 24.1% 6.9% 45.8% 13.1% 0.0% -0.1% 0.3% -298 58.1K -8 0.00 131.51 N/A N/A 0 0 0 20 2020-04-29 $30.39 $0.00 24.9% 7.1% 45.8% 13.7% 0.0% 5.2% -0.2% -611 58.3K -21 0.00 138.59 N/A N/A 0 0 0 20 2020-04-30 $29.55 $0.00 24.1% 6.9% 41.4% 13.1% 0.0% 5.1% 3.1% -312 58.0K -10 0.00 140.31 N/A N/A 0 0 0 20
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