LRGF Options History — June 2021 In June 2021, LRGF traded between $41.64 and $43.14. ATM implied volatility averaged 15.0%, placing in the 3.6% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 4.0% (HV 20d: 11.0%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days.
Notable Days 2021-06-23 : Largest IV spike — 61.7% change2021-06-28 : Highest IV Rank — 8.5%2021-06-02 : Largest Expected Move — 5.8%Monthly Statistics Metric Avg Min Max Open Close Price $42.61 $41.64 $43.14 $42.65 $42.85 ATM IV 15.0% 9.5% 20.4% 13.6% 18.1% Expected Move 4.0% 2.5% 5.8% 3.9% 5.2% HV 20d 11.0% 8.6% 15.8% 15.8% 9.1% HV 60d 12.4% 11.7% 12.9% 12.8% 11.7% IV Rank 3.6% 0.0% 8.5% 1.3% 7.9% IV Percentile 13.1% 0.0% 41.3% 1.6% 32.1% Term Structure -1.7% -10.7% 2.2% -1.2% -3.2% Skew 25d 3.1% -3.6% 10.0% 7.2% 5.4% Skew 10d 4.2% -0.3% 9.0% 5.6% 4.2% Call IV 25d 12.8% 8.1% 19.0% 11.3% 14.2% Put IV 25d 15.9% 10.4% 22.2% 18.6% 19.6% Bid-Ask Spread % 144.23 126.86 173.33 126.86 145.04 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (22 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 2021-06-01 $42.65 $0.00 13.6% 3.9% 15.8% 1.3% 0.0% 7.2% -1.2% 0 0 0 0.00 126.86 N/A N/A 0 0 0 0 2021-06-02 $42.55 $0.00 20.4% 5.8% 15.4% 7.7% 0.0% 4.6% -4.6% 0 0 0 0.00 135.92 N/A N/A 0 0 0 0 2021-06-03 $42.58 $0.00 16.3% 2.5% 15.3% 3.8% 0.0% 2.1% 2.2% 0 0 0 0.00 129.50 N/A N/A 0 0 0 0 2021-06-04 $42.98 $0.00 14.4% 3.5% 15.6% 2.1% 0.0% 5.0% 1.5% 0 0 0 0.00 134.50 N/A N/A 0 0 0 0 2021-06-07 $43.00 $0.00 15.9% 3.3% 14.8% 3.4% 0.0% 4.9% -0.9% 0 0 0 0.00 135.89 N/A N/A 0 0 0 0 2021-06-08 $43.14 $0.00 16.6% 3.3% 14.8% 4.1% 0.0% 2.3% -0.3% 0 0 0 0.00 136.57 N/A N/A 0 0 0 0 2021-06-09 $42.95 $0.00 11.5% 3.3% 13.8% 0.0% 0.0% 2.3% 0.9% 0 0 0 0.00 151.32 N/A N/A 0 0 0 0 2021-06-10 $42.83 $0.00 16.4% 4.7% 10.9% 4.6% 0.0% 3.7% -1.3% 0 0 0 0.00 156.11 N/A N/A 0 0 0 0 2021-06-11 $42.89 $0.00 13.2% 3.8% 9.2% 1.6% 0.0% -0.3% -1.4% 0 0 0 0.00 131.90 N/A N/A 0 0 0 0 2021-06-14 $42.80 $0.00 12.4% 3.5% 8.7% 0.8% 0.0% 2.3% -3.2% 0 0 0 0.00 139.28 N/A N/A 0 0 0 0 2021-06-15 $42.84 $0.00 12.1% 3.5% 8.7% 0.5% 0.0% 6.8% -1.3% 0 0 0 0.00 135.19 N/A N/A 0 0 0 0 2021-06-16 $42.49 $0.00 17.5% 5.0% 9.1% 5.6% 0.0% 3.5% -2.0% 0 0 0 0.00 157.80 N/A N/A 0 0 0 0 2021-06-17 $42.22 $0.00 14.7% 4.2% 8.8% 3.0% 0.0% 10.0% -0.5% 0 0 0 0.00 151.43 N/A N/A 0 0 0 0 2021-06-18 $41.64 $0.00 16.2% 4.7% 8.6% 4.4% 0.0% -3.6% -4.1% 0 0 0 0.00 142.98 N/A N/A 0 0 0 0 2021-06-21 $42.08 $0.00 16.5% 4.7% 9.5% 4.7% 0.0% 7.5% -10.7% 0 0 0 0.00 158.89 N/A N/A 0 0 0 0 2021-06-22 $42.31 $0.00 10.0% 2.9% 9.1% 0.0% 0.0% 0.3% -0.7% 0 0 0 0.00 157.21 N/A N/A 0 0 0 0 2021-06-23 $42.24 $0.00 16.2% 4.7% 8.9% 5.7% 0.0% 4.0% 0.7% 0 0 0 0.00 151.09 N/A N/A 0 0 0 0 2021-06-24 $42.38 $0.00 9.5% 2.7% 9.0% 0.0% 0.0% -2.6% 0.6% 0 0 0 0.00 142.34 N/A N/A 0 0 0 0 2021-06-25 $42.55 $0.00 13.9% 4.0% 9.0% 4.0% 0.0% -1.3% 0.1% 0 0 0 0.00 141.97 N/A N/A 0 0 0 0 2021-06-28 $42.69 $0.00 18.7% 5.4% 9.1% 8.5% 0.0% 3.2% -3.2% 0 0 0 0.00 173.33 N/A N/A 0 0 0 0 2021-06-29 $42.79 $0.00 15.6% 4.5% 9.1% 5.6% 0.0% 1.3% -3.6% 0 0 0 0.00 137.85 N/A N/A 0 0 0 0 2021-06-30 $42.85 $0.00 18.1% 5.2% 9.1% 7.9% 0.0% 5.4% -3.2% 0 0 0 0.00 145.04 N/A N/A 0 0 0 0
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