LRGF Options History — August 2021 In August 2021, LRGF traded between $43.66 and $44.95. ATM implied volatility averaged 14.3%, placing in the 6.0% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 4.0% (HV 20d: 10.3%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 7 of 22 days.
Notable Days 2021-08-03 : Highest Volume — 37 contracts2021-08-06 : Largest IV drop — 25.5% change2021-08-05 : Highest IV Rank — 13.1%2021-08-04 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $44.25 $43.66 $44.95 $43.66 $44.84 ATM IV 14.3% 11.0% 20.0% 15.3% 12.2% Expected Move 4.0% 3.2% 5.6% 4.4% 3.5% HV 20d 10.3% 7.8% 14.3% 14.3% 8.1% HV 60d 11.0% 10.2% 13.0% 13.0% 10.7% IV Rank 6.0% 1.9% 13.1% 7.3% 3.4% IV Percentile 14.6% 0.8% 51.2% 16.7% 4.8% Term Structure -1.1% -5.1% 2.5% -3.2% -3.0% Skew 25d 3.7% -0.7% 9.2% 3.8% 2.1% Skew 10d 5.5% 1.4% 14.6% 3.5% 1.4% Call IV 25d 12.8% 7.4% 18.9% 14.6% 13.7% Put IV 25d 16.5% 11.4% 22.2% 18.4% 15.8% Bid-Ask Spread % 136.68 126.14 155.43 155.43 138.92 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -4.6K -6.9K 0 0 -5.1K Net DEX 44.1K 0 59.9K 0 41.1K Net VEX -371 -469 0 0 -383 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.682 0 37 0 0 Total OI 31.955 0 37 0 37
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 2021-08-02 $43.66 $0.00 15.3% 4.4% 14.3% 7.3% 0.0% 3.8% -3.2% 0 0 0 0.00 155.43 N/A N/A 0 0 0 0 2021-08-03 $44.01 $0.00 17.5% 5.0% 14.3% 10.0% 0.0% 6.3% -4.7% 0 0 0 0.00 142.87 N/A N/A 0 37 0 0 2021-08-04 $43.84 $0.00 19.4% 5.6% 14.3% 12.4% 0.0% 4.0% -2.5% 0 0 0 0.00 150.35 N/A N/A 0 0 0 0 2021-08-05 $43.82 $0.00 20.0% 4.5% 13.5% 13.1% 0.0% 5.0% -0.7% -4.8K 58.7K -469 0.00 141.52 N/A N/A 0 0 0 37 2021-08-06 $43.95 $0.00 14.9% 3.2% 12.5% 6.8% 0.0% 2.8% 1.7% -5.3K 54.7K -467 0.00 142.31 N/A N/A 0 0 0 37 2021-08-09 $43.98 $0.00 12.7% 3.4% 12.4% 4.0% 0.0% 3.3% 0.7% -5.6K 55.4K -458 0.00 127.35 N/A N/A 0 0 0 37 2021-08-10 $44.11 $0.00 12.8% 3.4% 12.2% 4.2% 0.0% 7.5% 0.6% -5.5K 54.7K -445 0.00 126.14 N/A N/A 0 0 0 37 2021-08-11 $44.35 $0.00 11.0% 3.2% 12.3% 1.9% 0.0% 3.8% 2.0% -5.8K 49.9K -436 0.00 128.06 N/A N/A 0 0 0 37 2021-08-12 $44.41 $0.00 11.3% 3.2% 12.0% 2.2% 0.0% 0.6% 1.5% -5.8K 49.7K -422 0.00 127.05 N/A N/A 0 0 0 37 2021-08-13 $44.44 $0.00 13.4% 3.8% 11.6% 4.9% 0.0% 3.7% -0.8% -4.8K 51.6K -445 0.00 142.37 N/A N/A 0 0 0 37 2021-08-16 $44.56 $0.00 13.8% 3.9% 9.2% 5.3% 0.0% 4.7% -5.1% -6.0K 47.6K -412 0.00 128.11 N/A N/A 0 0 0 37 2021-08-17 $44.06 $0.00 17.1% 4.9% 7.8% 9.5% 0.0% 4.8% -2.3% -4.6K 56.5K -457 0.00 142.11 N/A N/A 0 0 0 37 2021-08-18 $43.84 $0.00 13.2% 3.8% 8.0% 4.6% 0.0% 0.6% -2.6% -4.8K 57.8K -455 0.00 131.14 N/A N/A 0 0 0 37 2021-08-19 $43.77 $0.00 15.4% 4.4% 8.1% 7.4% 0.0% 1.0% 2.4% -4.6K 59.9K -454 0.00 133.56 N/A N/A 0 0 0 37 2021-08-20 $44.12 $0.00 17.7% 5.1% 8.1% 10.2% 0.0% 7.0% 2.5% -4.6K 56.8K -454 0.00 142.95 N/A N/A 0 0 0 37 2021-08-23 $44.39 $0.00 14.2% 4.1% 8.3% 5.9% 0.0% 4.2% -2.0% -4.7K 52.4K -435 0.00 140.81 N/A N/A 0 0 0 37 2021-08-24 $44.51 $0.00 11.8% 3.4% 7.9% 2.9% 0.0% -0.7% -2.0% -4.9K 52.3K -433 0.00 131.63 N/A N/A 0 0 0 37 2021-08-25 $44.69 $0.00 11.9% 3.4% 7.9% 3.0% 0.0% 3.7% -1.1% -6.4K 43.2K -378 0.00 133.63 N/A N/A 0 0 0 37 2021-08-26 $44.40 $0.00 14.6% 4.2% 7.8% 6.4% 0.0% 0.8% -3.0% -5.4K 47.8K -412 0.00 129.91 N/A N/A 0 0 0 37 2021-08-27 $44.86 $0.00 12.2% 3.5% 8.4% 3.4% 0.0% 9.2% -0.3% -6.9K 38.4K -357 0.00 130.84 N/A N/A 0 0 0 37 2021-08-30 $44.95 $0.00 12.2% 3.5% 8.3% 3.4% 0.0% 3.3% -2.5% -5.2K 41.3K -385 0.00 139.88 N/A N/A 0 0 0 37 2021-08-31 $44.84 $0.00 12.2% 3.5% 8.1% 3.4% 0.0% 2.1% -3.0% -5.1K 41.1K -383 0.00 138.92 N/A N/A 0 0 0 37
« Jul 2021 | All History | Sep 2021 » Home LRGF History August 2021