LRGF Options History — April 2021 In April 2021, LRGF traded between $41.00 and $42.62. ATM implied volatility averaged 20.1%, placing in the 6.7% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 8.9% (HV 20d: 11.3%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-04-13 : Highest Volume — 4 contracts2021-04-06 : Largest IV spike — 60.4% change2021-04-13 : Highest IV Rank — 23.6%2021-04-01 : Largest Expected Move — 6.3%Monthly Statistics Metric Avg Min Max Open Close Price $42.05 $41.00 $42.62 $41.00 $42.07 Max Pain $43.00 $43.00 $43.00 $43.00 $43.00 ATM IV 20.1% 14.6% 37.8% 21.9% 17.4% Expected Move 4.7% 4.2% 6.3% 6.3% 5.0% HV 20d 11.3% 9.7% 13.7% 13.7% 10.9% HV 60d 15.9% 14.4% 16.6% 16.5% 14.6% IV Rank 6.7% 1.4% 23.6% 8.4% 4.1% IV Percentile 22.5% 2.0% 67.9% 30.6% 18.7% Term Structure -1.6% -10.3% 1.2% -10.3% -4.5% VWIV 13.5% 13.5% 13.5% 13.5% 13.5% Skew 25d 5.5% -1.1% 10.0% 4.0% 1.0% Skew 10d 4.7% -2.1% 9.1% 1.4% 2.3% Call IV 25d 11.1% 6.6% 14.7% 10.1% 13.0% Put IV 25d 16.6% 13.4% 19.9% 14.1% 14.0% Bid-Ask Spread % 151.26 145.56 155.48 152.22 152.26 Gamma HHI 0.91 0.51 1.00 1.00 0.51 Net GEX 360 147 645 381 621 Net DEX -7.7K -10.0K -6.2K -6.2K -9.1K Net VEX -7 -12 0 -12 -8 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 0.238 0 4 0 0 Total OI 2.19 2 3 2 3
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 2021-04-01 $41.00 $0.00 21.9% 6.3% 13.7% 8.4% 0.0% 4.0% -10.3% 381 -6.2K -12 0.00 152.22 N/A N/A 0 0 2 0 2021-04-05 $41.65 $0.00 15.7% 4.3% 12.3% 2.5% 0.0% 10.0% -3.7% 406 -6.9K -9 0.00 155.48 N/A N/A 0 0 2 0 2021-04-06 $41.59 $0.00 25.2% 4.6% 12.4% 11.5% 0.0% 2.8% -1.0% 344 -6.6K -10 0.00 155.36 N/A N/A 0 0 2 0 2021-04-07 $41.47 $0.00 25.4% 4.7% 12.2% 11.7% 0.0% 6.5% -1.0% 326 -6.7K -10 0.00 151.32 N/A N/A 0 0 2 0 2021-04-08 $41.61 $0.00 26.1% 4.6% 12.2% 12.4% 0.0% 3.6% -0.9% 302 -6.7K -10 0.00 153.68 N/A N/A 0 0 2 0 2021-04-09 $41.90 $0.00 23.1% 4.2% 11.9% 9.6% 0.0% 5.8% -0.2% 366 -7.2K -8 0.00 148.02 N/A N/A 0 0 2 0 2021-04-12 $41.94 $0.00 36.3% 5.0% 11.9% 22.2% 0.0% 4.0% -1.1% 291 -7.0K -9 0.00 150.75 N/A N/A 0 0 2 0 2021-04-13 $41.97 $0.00 37.8% 4.9% 11.7% 23.6% 0.0% 5.9% -0.3% 292 -7.1K -8 0.00 150.30 N/A N/A 4 0 2 0 2021-04-14 $41.84 $0.00 15.3% 4.4% 11.9% 2.1% 0.0% 6.9% -0.9% 274 -7.2K -8 0.00 147.87 N/A N/A 0 0 2 0 2021-04-15 $42.27 $0.00 15.1% 4.3% 12.2% 1.9% 0.0% 8.6% -0.3% 357 -7.8K -5 0.00 152.25 N/A N/A 0 0 2 0 2021-04-16 $42.49 $0.00 15.0% 4.3% 10.9% 1.8% 0.0% 8.9% -1.2% 276 -7.7K -6 0.00 150.95 N/A N/A 0 0 2 0 2021-04-19 $42.16 $0.00 14.6% 4.2% 11.3% 1.4% 0.0% 3.6% 1.2% 259 -7.3K -7 0.00 149.70 N/A N/A 0 0 2 0 2021-04-20 $41.98 $0.00 18.4% 5.3% 11.6% 5.1% 0.0% 5.0% -2.2% 288 -7.3K -7 0.00 154.77 N/A N/A 0 0 2 0 2021-04-21 $42.36 $0.00 16.4% 4.7% 9.8% 3.2% 0.0% 10.0% 1.2% 364 -8.3K -1 0.00 148.54 N/A N/A 0 0 2 0 2021-04-22 $42.11 $0.00 14.8% 4.2% 10.1% 1.6% 0.0% 3.5% -3.1% 221 -7.7K -5 0.00 145.56 N/A N/A 0 0 2 0 2021-04-23 $42.50 $0.00 15.1% 4.3% 10.4% 1.9% 0.0% 8.0% 0.4% 147 -8.5K 0 0.00 152.54 N/A N/A 0 0 2 0 2021-04-26 $42.62 $0.00 16.0% 4.6% 9.7% 2.8% 13.5% 7.0% -1.4% 206 -8.2K -3 0.00 151.07 N/A N/A 1 0 2 0 2021-04-27 $42.56 $43.00 18.4% 5.3% 9.8% 5.1% 0.0% -1.1% -2.2% 645 -9.5K -9 0.00 149.83 N/A N/A 0 0 3 0 2021-04-28 $42.41 $43.00 20.0% 5.7% 9.9% 6.6% 0.0% 5.2% -3.0% 578 -9.5K -9 0.00 152.15 N/A N/A 0 0 3 0 2021-04-29 $42.59 $43.00 15.1% 4.3% 9.8% 1.9% 0.0% 6.9% 0.2% 618 -10.0K -6 0.00 151.81 N/A N/A 0 0 3 0 2021-04-30 $42.07 $43.00 17.4% 5.0% 10.9% 4.1% 0.0% 1.0% -4.5% 621 -9.1K -8 0.00 152.26 N/A N/A 0 0 3 0
« Mar 2021 | All History | May 2021 » Home LRGF History April 2021