LRGF Options History — October 2021 In October 2021, LRGF traded between $42.15 and $44.74. ATM implied volatility averaged 18.0%, placing in the 11.6% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 4.4% (HV 20d: 13.6%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2021-10-20 : Highest Volume — 37 contracts2021-10-18 : Largest IV spike — 74.9% change2021-10-12 : Highest IV Rank — 34.6%2021-10-12 : Largest Expected Move — 5.3%Monthly Statistics Metric Avg Min Max Open Close Price $43.53 $42.15 $44.74 $42.49 $44.66 ATM IV 18.0% 9.3% 37.2% 17.9% 15.9% Expected Move 4.3% 2.7% 5.3% 5.1% 4.6% HV 20d 13.6% 11.8% 15.9% 12.9% 11.8% HV 60d 11.5% 10.8% 12.1% 11.9% 11.5% IV Rank 11.6% 0.0% 34.6% 10.5% 10.1% IV Percentile 40.8% 0.0% 90.9% 46.4% 32.1% Term Structure -1.0% -6.4% 4.6% -2.3% -3.3% Skew 25d 3.7% 0.1% 10.3% 1.7% 1.2% Skew 10d 4.5% -0.0% 11.4% 2.9% 1.4% Call IV 25d 12.6% 7.5% 20.4% 20.4% 13.3% Put IV 25d 16.3% 11.8% 23.3% 22.0% 14.5% Bid-Ask Spread % 146.27 135.86 157.42 157.42 145.29 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -5.8K -7.7K -4.9K -5.7K -5.1K Net DEX 58.2K 43.0K 75.6K 75.0K 47.1K Net VEX -378 -416 -322 -414 -342 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 14.095 0 37 0 37 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 2021-10-01 $42.49 $0.00 17.9% 5.1% 12.9% 10.5% 0.0% 1.7% -2.3% -5.7K 75.0K -414 0.00 157.42 N/A N/A 0 0 0 37 2021-10-04 $42.15 $0.00 19.3% 4.8% 13.0% 12.2% 0.0% 6.0% 3.3% -5.3K 73.7K -416 0.00 139.07 N/A N/A 0 0 0 37 2021-10-05 $42.59 $0.00 21.4% 3.7% 13.6% 14.9% 0.0% 9.6% 1.8% -6.5K 72.4K -409 0.00 137.63 N/A N/A 0 0 0 37 2021-10-06 $42.36 $0.00 23.5% 4.9% 13.6% 17.5% 0.0% 10.3% -2.7% -6.4K 75.6K -409 0.00 138.98 N/A N/A 0 0 0 37 2021-10-07 $42.93 $0.00 20.6% 3.5% 14.7% 13.9% 0.0% 3.8% 0.8% -6.0K 67.7K -408 0.00 151.86 N/A N/A 0 0 0 37 2021-10-08 $42.86 $0.00 20.5% 3.5% 14.6% 13.7% 0.0% 2.5% -0.6% -5.5K 65.2K -411 0.00 151.59 N/A N/A 0 0 0 37 2021-10-11 $42.75 $0.00 25.6% 4.7% 14.6% 20.2% 0.0% 8.7% -1.1% -6.2K 66.8K -407 0.00 136.79 N/A N/A 0 0 0 37 2021-10-12 $42.42 $0.00 37.2% 5.3% 14.7% 34.6% 0.0% 4.3% -1.8% -5.7K 69.0K -406 0.00 136.52 N/A N/A 0 0 0 37 2021-10-13 $42.61 $0.00 17.2% 4.9% 14.2% 9.6% 0.0% 1.1% -6.4% -5.1K 68.5K -403 0.00 155.10 N/A N/A 0 0 0 37 2021-10-14 $43.39 $0.00 17.3% 4.9% 15.9% 12.0% 0.0% 3.4% -1.2% -5.6K 59.7K -397 0.00 153.31 N/A N/A 0 0 0 37 2021-10-15 $43.62 $0.00 9.3% 2.7% 15.5% 0.0% 0.0% 3.5% 4.6% -6.7K 55.9K -383 0.00 142.67 N/A N/A 0 0 0 37 2021-10-18 $43.76 $0.00 16.4% 4.7% 13.5% 10.8% 0.0% 2.0% -0.3% -5.5K 57.3K -383 0.00 151.95 N/A N/A 0 0 0 37 2021-10-19 $43.97 $0.00 10.9% 3.1% 13.6% 2.4% 0.0% 1.4% -0.1% -7.4K 47.9K -346 0.00 138.47 N/A N/A 0 0 0 37 2021-10-20 $44.38 $0.00 14.3% 4.1% 13.7% 7.6% 0.0% 4.3% -1.8% -7.7K 43.0K -322 0.00 135.86 N/A N/A 0 37 0 37 2021-10-21 $44.57 $0.00 15.5% 4.5% 13.3% 9.5% 0.0% 6.2% -0.2% -5.1K 48.1K -351 0.00 150.43 N/A N/A 0 37 0 37 2021-10-22 $44.61 $0.00 13.8% 4.0% 13.3% 6.8% 0.0% 1.1% -2.1% -5.0K 46.3K -349 0.00 151.82 N/A N/A 0 37 0 37 2021-10-25 $44.74 $0.00 16.7% 4.8% 13.3% 11.4% 0.0% 4.5% -1.9% -4.9K 45.8K -347 0.00 150.47 N/A N/A 0 37 0 37 2021-10-26 $44.68 $0.00 13.8% 4.0% 11.8% 6.9% 0.0% 0.3% -2.8% -5.4K 46.2K -344 0.00 146.48 N/A N/A 0 37 0 37 2021-10-27 $44.16 $0.00 15.8% 4.5% 12.7% 10.0% 0.0% 1.7% -1.6% -5.4K 45.3K -348 0.00 149.34 N/A N/A 0 37 0 37 2021-10-28 $44.49 $0.00 15.1% 4.3% 11.8% 8.9% 0.0% 0.1% -1.8% -5.6K 45.6K -342 0.00 150.64 N/A N/A 0 37 0 37 2021-10-29 $44.66 $0.00 15.9% 4.6% 11.8% 10.1% 0.0% 1.2% -3.3% -5.1K 47.1K -342 0.00 145.29 N/A N/A 0 37 0 37
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