LRGF Options History — July 2021 In July 2021, LRGF traded between $42.03 and $43.79. ATM implied volatility averaged 19.2%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 7.2% (HV 20d: 12.0%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days.
Notable Days 2021-07-13 : Largest IV spike — 156.9% change2021-07-13 : Highest IV Rank — 36.0%2021-07-19 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $43.17 $42.03 $43.79 $42.99 $43.64 ATM IV 19.2% 11.2% 38.3% 12.9% 13.9% Expected Move 4.5% 2.6% 6.6% 3.7% 4.0% HV 20d 12.0% 8.7% 14.4% 9.1% 14.4% HV 60d 12.6% 11.7% 13.3% 11.7% 13.0% IV Rank 11.1% 2.1% 36.0% 3.2% 5.5% IV Percentile 31.7% 0.8% 82.1% 2.4% 6.7% Term Structure -1.5% -6.8% 3.2% -3.5% -2.6% Skew 25d 4.3% -1.7% 9.3% 8.0% 3.6% Skew 10d 4.8% 2.4% 11.5% 3.4% 2.9% Call IV 25d 12.5% 6.1% 16.3% 9.4% 13.6% Put IV 25d 16.9% 9.4% 25.5% 17.4% 17.2% Bid-Ask Spread % 150.76 133.68 172.89 141.86 153.67 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 (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 2021-07-01 $42.99 $0.00 12.9% 3.7% 9.1% 3.2% 0.0% 8.0% -3.5% 0 0 0 0.00 141.86 N/A N/A 0 0 0 0 2021-07-02 $43.22 $0.00 20.3% 5.8% 8.7% 10.0% 0.0% 2.5% -6.8% 0 0 0 0.00 160.35 N/A N/A 0 0 0 0 2021-07-06 $43.00 $0.00 22.4% 4.3% 8.9% 12.0% 0.0% 5.6% -0.5% 0 0 0 0.00 158.16 N/A N/A 0 0 0 0 2021-07-07 $43.27 $0.00 30.4% 4.7% 9.1% 19.3% 0.0% 5.7% 3.2% 0 0 0 0.00 140.60 N/A N/A 0 0 0 0 2021-07-08 $42.73 $0.00 35.4% 5.9% 10.1% 25.7% 0.0% 6.7% -2.4% 0 0 0 0.00 172.62 N/A N/A 0 0 0 0 2021-07-09 $43.38 $0.00 20.7% 3.3% 11.4% 14.0% 0.0% 3.2% -1.2% 0 0 0 0.00 153.03 N/A N/A 0 0 0 0 2021-07-12 $43.49 $0.00 14.9% 2.6% 11.4% 6.8% 0.0% 3.3% -0.6% 0 0 0 0.00 133.72 N/A N/A 0 0 0 0 2021-07-13 $43.23 $0.00 38.3% 3.6% 11.6% 36.0% 0.0% 2.7% -1.9% 0 0 0 0.00 146.86 N/A N/A 0 0 0 0 2021-07-14 $43.30 $0.00 16.8% 4.8% 11.6% 9.2% 0.0% 2.9% -2.2% 0 0 0 0.00 150.62 N/A N/A 0 0 0 0 2021-07-15 $43.03 $0.00 21.3% 6.1% 11.4% 14.8% 0.0% 7.3% -2.3% 0 0 0 0.00 172.89 N/A N/A 0 0 0 0 2021-07-16 $42.76 $0.00 12.2% 3.5% 11.4% 3.4% 0.0% 2.2% 0.1% 0 0 0 0.00 149.35 N/A N/A 0 0 0 0 2021-07-19 $42.03 $0.00 23.2% 6.6% 12.0% 17.1% 0.0% 9.3% 0.3% 0 0 0 0.00 133.68 N/A N/A 0 0 0 0 2021-07-20 $42.92 $0.00 18.5% 5.3% 13.7% 11.3% 0.0% 6.8% -3.5% 0 0 0 0.00 152.73 N/A N/A 0 0 0 0 2021-07-21 $43.10 $0.00 15.2% 4.4% 13.6% 7.1% 0.0% 4.1% -1.2% 0 0 0 0.00 163.72 N/A N/A 0 0 0 0 2021-07-22 $43.09 $0.00 13.2% 3.8% 13.6% 4.7% 0.0% 4.7% 0.3% 0 0 0 0.00 148.10 N/A N/A 0 0 0 0 2021-07-23 $43.44 $0.00 14.8% 4.2% 13.8% 6.6% 0.0% 4.1% -2.2% 0 0 0 0.00 157.62 N/A N/A 0 0 0 0 2021-07-26 $43.47 $0.00 11.2% 3.2% 13.8% 2.1% 0.0% 3.4% 0.6% 0 0 0 0.00 140.33 N/A N/A 0 0 0 0 2021-07-27 $43.22 $0.00 19.9% 5.7% 13.9% 13.0% 0.0% 7.0% -2.5% 0 0 0 0.00 148.71 N/A N/A 0 0 0 0 2021-07-28 $43.38 $0.00 12.6% 3.6% 14.0% 3.8% 0.0% -0.0% 0.7% 0 0 0 0.00 141.63 N/A N/A 0 0 0 0 2021-07-29 $43.79 $0.00 15.1% 4.3% 14.3% 7.0% 0.0% -1.7% -3.7% 0 0 0 0.00 145.63 N/A N/A 0 0 0 0 2021-07-30 $43.64 $0.00 13.9% 4.0% 14.4% 5.5% 0.0% 3.6% -2.6% 0 0 0 0.00 153.67 N/A N/A 0 0 0 0
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