LRGF Options History — May 2021

In May 2021, LRGF traded between $41.16 and $42.84. ATM implied volatility averaged 18.9%, placing in the 5.6% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 4.5% (HV 20d: 14.3%). Max pain ranged from $39.00 to $43.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2021-05-07: Highest Volume — 1 contracts
2021-05-11: Largest IV spike — 68.6% change
2021-05-11: Highest IV Rank — 17.2%
2021-05-03: Largest Expected Move — 6.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$42.23	$41.16	$42.84	$42.36	$42.62
Max Pain	$39.60	$39.00	$43.00	$43.00	$39.00
ATM IV	18.9%	12.3%	31.0%	22.0%	12.3%
Expected Move	5.1%	3.5%	6.3%	6.3%	3.5%
HV 20d	14.3%	9.8%	16.7%	9.8%	16.0%
HV 60d	15.3%	13.6%	16.3%	14.6%	13.6%
IV Rank	5.6%	0.0%	17.2%	8.5%	0.0%
IV Percentile	25.6%	0.0%	57.9%	36.5%	0.0%
Term Structure	-2.4%	-7.1%	2.1%	-7.1%	-1.7%
VWIV	29.4%	27.0%	31.7%	27.0%	31.7%
Skew 25d	4.7%	-1.1%	7.9%	6.8%	-1.1%
Skew 10d	4.0%	1.0%	9.7%	2.0%	1.9%
Call IV 25d	13.0%	8.9%	16.9%	14.1%	11.3%
Put IV 25d	17.7%	10.1%	21.7%	20.9%	10.1%
Bid-Ask Spread %	136.18	124.77	152.20	152.20	124.77
Gamma HHI	0.71	0.50	1.00	0.53	1.00
Net GEX	575	0	1.0K	597	0
Net DEX	-7.4K	-12.2K	-4.0K	-9.7K	-4.3K
Net VEX	-5	-12	0	-6	0
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	0.15	0	1	0	0
Total OI	2.75	1	4	3	1

Daily Data (20 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	Call Vol	Call OI
2021-05-03	$42.36	$43.00	22.0%	6.3%	9.8%	8.5%	0.0%	6.8%	-7.1%	597	-9.7K	-6	152.20	N/A	N/A	0	3
2021-05-04	$41.93	$43.00	21.4%	6.1%	10.5%	8.0%	0.0%	6.5%	-4.6%	612	-8.7K	-9	151.79	N/A	N/A	0	3
2021-05-05	$42.16	$43.00	21.3%	6.1%	10.6%	7.8%	0.0%	7.0%	-4.4%	622	-9.1K	-8	150.14	N/A	N/A	0	3
2021-05-06	$42.26	$39.00	20.1%	4.3%	10.5%	6.7%	0.0%	5.2%	-0.6%	638	-9.4K	-6	133.27	N/A	N/A	0	3
2021-05-07	$42.84	$39.00	19.3%	4.7%	11.3%	6.0%	0.0%	4.3%	-6.2%	674	-9.8K	-8	131.86	N/A	N/A	1	3
2021-05-10	$42.72	$39.00	18.4%	3.7%	11.4%	5.1%	0.0%	-1.1%	0.3%	1.0K	-12.2K	-6	132.44	N/A	N/A	0	4
2021-05-11	$42.08	$39.00	31.0%	5.9%	12.7%	17.2%	0.0%	4.9%	-1.0%	796	-10.2K	-12	136.10	N/A	N/A	0	4
2021-05-12	$41.16	$39.00	20.4%	5.8%	15.0%	7.0%	0.0%	4.0%	-4.8%	801	-7.7K	-12	130.78	N/A	N/A	0	4
2021-05-13	$41.89	$39.00	15.1%	4.3%	15.9%	2.0%	0.0%	1.3%	1.6%	654	-10.7K	-4	133.76	N/A	N/A	0	4
2021-05-14	$42.28	$39.00	18.0%	5.2%	16.1%	4.7%	27.0%	5.2%	-2.8%	1.0K	-10.8K	-8	136.37	N/A	N/A	1	4
2021-05-17	$42.22	$39.00	15.8%	4.5%	15.9%	2.6%	0.0%	7.3%	-0.3%	971	-6.7K	-4	135.49	N/A	N/A	0	3
2021-05-18	$42.03	$39.00	17.6%	5.1%	15.9%	4.4%	0.0%	5.7%	-2.6%	914	-6.2K	-4	134.47	N/A	N/A	0	3
2021-05-19	$41.65	$39.00	19.5%	5.6%	15.8%	6.1%	0.0%	4.4%	-4.1%	801	-5.3K	-4	133.08	N/A	N/A	0	3
2021-05-20	$42.26	$39.00	17.1%	4.9%	16.6%	3.8%	0.0%	6.9%	2.1%	1.0K	-6.7K	-2	132.93	N/A	N/A	0	3
2021-05-21	$42.18	$39.00	19.1%	5.5%	16.3%	5.7%	0.0%	3.8%	-3.8%	125	-4.0K	-1	133.23	N/A	N/A	0	3
2021-05-24	$42.56	$39.00	15.2%	4.4%	16.6%	2.0%	0.0%	7.9%	-1.8%	0	-4.3K	0	133.85	N/A	N/A	0	1
2021-05-25	$42.34	$39.00	19.9%	5.7%	16.7%	6.6%	0.0%	4.2%	-3.4%	112	-4.1K	-1	135.68	N/A	N/A	0	1
2021-05-26	$42.44	$39.00	19.7%	5.7%	16.7%	6.3%	31.7%	4.6%	-3.3%	104	-4.2K	-1	135.94	N/A	N/A	1	1
2021-05-27	$42.59	$39.00	14.1%	4.0%	16.6%	1.0%	0.0%	6.9%	0.5%	0	-4.3K	0	135.49	N/A	N/A	0	1
2021-05-28	$42.62	$39.00	12.3%	3.5%	16.0%	0.0%	0.0%	-1.1%	-1.7%	0	-4.3K	0	124.77	N/A	N/A	0	1