LRGF Options History — February 2021 In February 2021, LRGF traded between $38.42 and $40.11. ATM implied volatility averaged 21.8%, placing in the 8.2% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 5.3% (HV 20d: 16.5%). Max pain ranged from $39.00 to $39.00. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2021-02-19 : Highest Volume — 4 contracts2021-02-18 : Largest IV spike — 309.7% change2021-02-18 : Highest IV Rank — 48.4%2021-02-18 : Largest Expected Move — 21.2%Monthly Statistics Metric Avg Min Max Open Close Price $39.43 $38.42 $40.11 $38.42 $39.09 Max Pain $39.00 $39.00 $39.00 $39.00 $39.00 ATM IV 21.8% 14.7% 74.1% 23.1% 18.4% Expected Move 6.0% 4.2% 21.2% 6.6% 5.3% HV 20d 16.5% 15.8% 17.8% 17.8% 16.3% HV 60d 13.0% 12.1% 13.9% 13.9% 13.7% IV Rank 8.2% 1.3% 48.4% 11.3% 4.2% IV Percentile 18.6% 2.4% 92.5% 20.2% 15.1% Term Structure 0.0% -9.7% 10.2% -3.4% 5.4% Skew 25d 2.6% -6.2% 7.6% 3.7% 6.9% Skew 10d 7.3% 2.2% 15.7% 3.4% 4.7% Call IV 25d 17.9% 12.3% 30.4% 21.4% 15.1% Put IV 25d 20.5% 14.7% 29.1% 25.1% 22.0% Bid-Ask Spread % 139.75 128.26 178.23 178.23 130.53 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 52 -1.0K 539 256 -243 Net DEX -7.5K -12.4K 258 -6.1K -244 Net VEX -53 -67 -22 -66 -25 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.211 0 4 0 0 Total OI 6.947 4 8 8 4
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-02-01 $38.42 $0.00 23.1% 6.6% 17.8% 11.3% 0.0% 3.7% -3.4% 256 -6.1K -66 0.00 178.23 N/A N/A 0 0 6 2 2021-02-02 $38.83 $0.00 16.7% 4.8% 17.3% 6.4% 0.0% 4.8% -6.6% 423 -7.5K -67 0.00 172.44 N/A N/A 0 0 6 2 2021-02-03 $38.66 $0.00 15.9% 4.6% 17.3% 5.8% 0.0% 7.6% -2.7% 497 -6.8K -67 0.00 148.89 N/A N/A 0 0 6 2 2021-02-04 $38.88 $39.00 21.4% 4.3% 16.9% 10.0% 0.0% 3.8% 5.0% 479 -7.6K -67 0.00 136.17 N/A N/A 0 0 6 2 2021-02-05 $39.19 $39.00 15.5% 4.5% 16.0% 4.4% 0.0% 7.3% 5.2% 539 -8.8K -67 0.00 135.02 N/A N/A 0 0 6 2 2021-02-08 $39.57 $39.00 25.2% 5.3% 16.3% 11.9% 0.0% -0.5% -3.6% 240 -9.8K -65 0.00 130.73 N/A N/A 0 0 6 2 2021-02-09 $39.75 $39.00 26.0% 5.4% 16.3% 12.6% 0.0% 1.8% -0.8% 387 -10.9K -65 0.00 138.52 N/A N/A 0 0 6 2 2021-02-10 $39.63 $39.00 19.8% 5.7% 16.3% 7.7% 0.0% 3.3% -3.3% 295 -10.3K -65 0.00 128.94 N/A N/A 0 0 6 2 2021-02-11 $39.91 $39.00 17.1% 4.9% 16.5% 3.2% 0.0% 5.2% -1.3% 61 -11.4K -62 0.00 130.09 N/A N/A 0 0 6 2 2021-02-12 $40.11 $39.00 19.6% 5.6% 16.5% 5.2% 0.0% 5.4% 0.2% 355 -11.9K -63 0.00 132.16 N/A N/A 0 0 6 2 2021-02-16 $40.06 $39.00 19.6% 5.6% 16.2% 5.2% 0.0% 4.6% -1.0% 332 -11.9K -61 0.00 135.08 N/A N/A 0 0 6 2 2021-02-17 $39.93 $39.00 18.1% 5.2% 16.1% 4.0% 0.0% -1.3% -2.6% -547 -12.4K -58 0.00 130.90 N/A N/A 0 0 6 2 2021-02-18 $39.77 $39.00 74.1% 21.2% 15.8% 48.4% 0.0% -1.2% 2.3% -21 -10.7K -62 0.00 164.21 N/A N/A 0 0 6 2 2021-02-19 $39.98 $39.00 16.2% 4.6% 15.9% 2.4% 0.0% 1.5% -1.5% 319 -12.2K -59 0.00 132.16 N/A N/A 4 0 6 2 2021-02-22 $39.42 $39.00 15.9% 4.6% 16.7% 2.2% 0.0% 0.7% 5.0% -293 -1.2K -25 0.00 130.63 N/A N/A 0 0 2 2 2021-02-23 $39.44 $39.00 14.7% 4.2% 16.6% 1.3% 0.0% -0.2% 4.0% -795 -1.0K -25 0.00 131.06 N/A N/A 0 0 2 2 2021-02-24 $39.81 $39.00 18.6% 5.3% 16.9% 4.4% 0.0% -6.2% -9.7% -1.0K -2.5K -22 0.00 128.26 N/A N/A 0 0 2 2 2021-02-25 $38.80 $39.00 19.3% 5.5% 16.5% 4.9% 0.0% 2.7% 10.2% -268 258 -25 0.00 141.17 N/A N/A 0 0 2 2 2021-02-26 $39.09 $39.00 18.4% 5.3% 16.3% 4.2% 0.0% 6.9% 5.4% -243 -244 -25 0.00 130.53 N/A N/A 0 0 2 2
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