LRGF Options History — January 2021

Name: LRGF Options Analytics - January 2021
Creator: Options Analysis Suite

In January 2021, LRGF traded between $37.19 and $39.41. ATM implied volatility averaged 34.6%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 23.0% (HV 20d: 11.6%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days.

Notable Days

2021-01-13: Highest Volume — 1 contracts
2021-01-29: Largest IV spike — 127.8% change
2021-01-12: Highest IV Rank — 48.4%
2021-01-29: Largest Expected Move — 15.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$38.60	$37.19	$39.41	$37.19	$37.83
ATM IV	34.6%	13.2%	70.9%	50.1%	55.2%
Expected Move	7.2%	3.8%	15.8%	7.4%	15.8%
HV 20d	11.6%	9.4%	17.0%	9.6%	17.0%
HV 60d	15.1%	13.2%	15.6%	15.3%	14.5%
IV Rank	20.7%	4.7%	48.4%	32.7%	35.8%
IV Percentile	42.5%	2.4%	90.1%	77.0%	81.7%
Term Structure	-4.4%	-23.2%	10.6%	-10.7%	-13.7%
Skew 25d	7.6%	-0.1%	24.8%	12.7%	4.7%
Skew 10d	8.5%	2.4%	27.6%	9.9%	4.7%
Call IV 25d	19.5%	10.6%	42.6%	17.0%	40.6%
Put IV 25d	27.1%	14.5%	45.3%	29.7%	45.3%
Bid-Ask Spread %	168.40	145.96	193.22	174.38	182.38
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	460	76	923	534	140
Net DEX	-9.1K	-11.8K	-5.8K	-8.7K	-7.1K
Net VEX	-66	-72	-57	-57	-67
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.105	0	1	0	0
Total OI	7.105	6	8	6	8

Daily Data (19 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	Call OI	Put OI
2021-01-04	$37.19	$0.00	50.1%	7.4%	9.6%	32.7%	0.0%	12.7%	-10.7%	534	-8.7K	-57	174.38	N/A	N/A	0	6	0
2021-01-05	$37.50	$0.00	52.7%	9.3%	9.4%	34.7%	0.0%	8.2%	-3.3%	542	-9.6K	-59	187.09	N/A	N/A	0	6	0
2021-01-06	$37.98	$0.00	51.0%	8.5%	10.2%	33.4%	0.0%	15.7%	-2.2%	579	-9.7K	-59	184.15	N/A	N/A	0	6	0
2021-01-07	$38.65	$0.00	36.4%	4.7%	11.5%	22.3%	0.0%	4.1%	10.6%	784	-11.1K	-61	158.07	N/A	N/A	0	6	0
2021-01-08	$38.66	$0.00	55.2%	7.4%	10.9%	36.6%	0.0%	7.7%	4.7%	560	-11.6K	-61	152.75	N/A	N/A	0	6	0
2021-01-11	$38.67	$0.00	46.8%	8.9%	10.9%	30.2%	0.0%	8.3%	-2.9%	785	-11.2K	-61	170.20	N/A	N/A	0	6	0
2021-01-12	$38.84	$0.00	70.9%	5.7%	10.7%	48.4%	0.0%	10.9%	-8.6%	636	-11.8K	-61	159.60	N/A	N/A	0	6	0
2021-01-13	$38.88	$0.00	15.3%	4.4%	10.7%	6.5%	0.0%	3.0%	0.1%	923	-11.8K	-61	145.96	N/A	N/A	1	6	0
2021-01-14	$38.89	$0.00	15.6%	4.5%	10.3%	6.7%	0.0%	3.3%	-0.1%	682	-9.6K	-67	146.20	N/A	N/A	1	6	1
2021-01-15	$38.61	$0.00	13.2%	3.8%	10.8%	4.9%	0.0%	1.3%	-1.4%	639	-5.8K	-70	152.53	N/A	N/A	0	6	2
2021-01-19	$38.97	$0.00	17.1%	4.9%	11.1%	7.8%	0.0%	5.6%	-1.8%	366	-7.5K	-72	175.02	N/A	N/A	0	6	2
2021-01-20	$39.38	$0.00	32.9%	9.4%	11.2%	19.7%	0.0%	6.9%	-21.6%	179	-9.5K	-72	180.04	N/A	N/A	0	6	2
2021-01-21	$39.41	$0.00	14.9%	4.3%	10.8%	6.2%	0.0%	9.4%	-1.4%	270	-9.3K	-71	154.96	N/A	N/A	0	6	2
2021-01-22	$39.24	$0.00	14.5%	4.2%	11.1%	4.7%	0.0%	6.4%	-1.4%	263	-8.4K	-71	155.22	N/A	N/A	0	6	2
2021-01-25	$39.16	$0.00	20.8%	6.0%	11.2%	9.5%	0.0%	24.8%	0.7%	315	-8.4K	-70	164.13	N/A	N/A	0	6	2
2021-01-26	$39.09	$0.00	35.4%	10.1%	11.2%	20.7%	0.0%	5.3%	-23.2%	181	-8.7K	-70	181.30	N/A	N/A	0	6	2
2021-01-27	$38.03	$0.00	35.2%	10.1%	15.4%	20.5%	0.0%	-0.1%	-4.0%	76	-6.5K	-67	193.22	N/A	N/A	0	6	2
2021-01-28	$38.47	$0.00	24.2%	7.0%	15.7%	12.2%	0.0%	5.9%	-3.2%	290	-6.6K	-68	182.33	N/A	N/A	0	6	2
2021-01-29	$37.83	$0.00	55.2%	15.8%	17.0%	35.8%	0.0%	4.7%	-13.7%	140	-7.1K	-67	182.38	N/A	N/A	0	6	2