LRGF Options History — September 2021 In September 2021, LRGF traded between $42.34 and $45.05. ATM implied volatility averaged 20.1%, placing in the 13.2% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 9.8% (HV 20d: 10.3%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2021-09-15 : Largest IV spike — 187.5% change2021-09-15 : Highest IV Rank — 47.8%2021-09-15 : Largest Expected Move — 13.7%Monthly Statistics Metric Avg Min Max Open Close Price $43.81 $42.34 $45.05 $44.85 $42.34 ATM IV 20.1% 12.1% 47.7% 17.6% 31.1% Expected Move 5.6% 2.7% 13.7% 5.0% 8.9% HV 20d 10.3% 7.9% 13.0% 7.9% 13.0% HV 60d 11.1% 10.3% 12.2% 10.6% 12.2% IV Rank 13.2% 3.2% 47.8% 10.1% 27.0% IV Percentile 45.5% 3.2% 93.7% 39.3% 82.9% Term Structure -3.8% -20.1% 1.9% -3.4% -13.0% Skew 25d 3.6% 0.7% 7.2% 3.8% 3.2% Skew 10d 4.1% -0.9% 10.4% 1.7% 9.7% Call IV 25d 17.0% 9.9% 62.5% 14.0% 21.4% Put IV 25d 20.6% 11.1% 64.5% 17.8% 24.6% Bid-Ask Spread % 153.87 137.02 189.84 139.55 165.44 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -5.0K -6.9K -4.0K -4.6K -4.8K Net DEX 56.7K 34.7K 73.4K 48.1K 73.4K Net VEX -412 -433 -345 -407 -420 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 37 37 37 37 37
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 2021-09-01 $44.85 $0.00 17.6% 5.0% 7.9% 10.1% 0.0% 3.8% -3.4% -4.6K 48.1K -407 0.00 139.55 N/A N/A 0 0 0 37 2021-09-02 $45.05 $0.00 19.2% 4.3% 7.9% 12.1% 0.0% 4.2% -0.2% -6.1K 34.7K -345 0.00 151.40 N/A N/A 0 0 0 37 2021-09-03 $45.03 $0.00 12.1% 2.7% 8.0% 3.2% 0.0% 1.3% 1.0% -5.0K 43.1K -382 0.00 140.43 N/A N/A 0 0 0 37 2021-09-07 $44.58 $0.00 22.6% 4.4% 8.9% 16.4% 0.0% 2.6% 0.3% -4.5K 52.4K -420 0.00 137.02 N/A N/A 0 0 0 37 2021-09-08 $44.47 $0.00 12.1% 3.5% 8.9% 3.3% 0.0% 2.9% -0.1% -5.3K 48.2K -398 0.00 158.17 N/A N/A 0 0 0 37 2021-09-09 $44.39 $0.00 12.3% 3.5% 8.8% 3.6% 0.0% 2.8% -0.9% -5.3K 49.2K -415 0.00 157.03 N/A N/A 0 0 0 37 2021-09-10 $44.12 $0.00 15.6% 4.5% 9.0% 7.6% 0.0% 1.3% -4.0% -4.9K 52.6K -413 0.00 140.40 N/A N/A 0 0 0 37 2021-09-13 $44.07 $0.00 17.0% 4.9% 9.0% 9.4% 0.0% 6.3% -3.8% -4.8K 56.0K -427 0.00 147.60 N/A N/A 0 0 0 37 2021-09-14 $43.76 $0.00 16.6% 4.8% 9.2% 8.9% 0.0% 2.0% -4.5% -4.9K 53.3K -414 0.00 152.59 N/A N/A 0 0 0 37 2021-09-15 $44.22 $0.00 47.7% 13.7% 9.2% 47.8% 0.0% 2.0% -20.1% -4.0K 56.9K -425 0.00 189.84 N/A N/A 0 0 0 37 2021-09-16 $44.17 $0.00 17.4% 5.0% 9.0% 9.8% 0.0% 4.1% 1.9% -5.0K 54.6K -413 0.00 160.70 N/A N/A 0 0 0 37 2021-09-17 $43.69 $0.00 14.6% 4.2% 9.8% 6.4% 0.0% 4.4% -3.2% -5.0K 55.7K -415 0.00 152.78 N/A N/A 0 0 0 37 2021-09-20 $42.80 $0.00 20.3% 5.8% 11.8% 13.5% 0.0% 6.7% -2.4% -4.5K 68.4K -433 0.00 145.39 N/A N/A 0 0 0 37 2021-09-21 $42.86 $0.00 32.4% 9.3% 11.5% 28.7% 0.0% 7.2% 1.7% -4.2K 67.6K -432 0.00 177.47 N/A N/A 0 0 0 37 2021-09-22 $43.20 $0.00 20.6% 5.9% 11.9% 13.9% 0.0% 4.8% -1.9% -4.8K 64.8K -424 0.00 146.69 N/A N/A 0 0 0 37 2021-09-23 $43.66 $0.00 17.6% 5.1% 12.5% 10.2% 0.0% 5.1% -3.2% -5.2K 58.5K -414 0.00 152.36 N/A N/A 0 0 0 37 2021-09-24 $43.60 $0.00 18.7% 5.4% 12.4% 11.5% 0.0% 6.1% -3.1% -5.2K 58.7K -413 0.00 155.85 N/A N/A 0 0 0 37 2021-09-27 $43.52 $0.00 19.8% 5.7% 11.6% 12.9% 0.0% 1.9% -7.4% -6.9K 57.1K -405 0.00 147.90 N/A N/A 0 0 0 37 2021-09-28 $42.86 $0.00 16.2% 4.6% 12.5% 8.4% 0.0% 0.7% -4.4% -5.4K 69.8K -420 0.00 164.84 N/A N/A 0 0 0 37 2021-09-29 $42.85 $0.00 20.2% 5.8% 12.5% 13.4% 0.0% 2.8% -9.3% -5.6K 66.4K -422 0.00 147.77 N/A N/A 0 0 0 37 2021-09-30 $42.34 $0.00 31.1% 8.9% 13.0% 27.0% 0.0% 3.2% -13.0% -4.8K 73.4K -420 0.00 165.44 N/A N/A 0 0 0 37
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