LRGF Options History — November 2021 In November 2021, LRGF traded between $44.13 and $45.90. ATM implied volatility averaged 17.1%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 7.9% (HV 20d: 9.2%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days.
Notable Days 2021-11-19 : Highest Volume — 38 contracts2021-11-26 : Largest IV spike — 57.5% change2021-11-30 : Highest IV Rank — 23.7%2021-11-30 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $45.27 $44.13 $45.90 $44.83 $44.13 ATM IV 17.1% 11.9% 24.7% 16.6% 24.7% Expected Move 4.6% 3.4% 7.1% 4.8% 7.1% HV 20d 9.2% 7.4% 11.8% 11.2% 11.8% HV 60d 11.6% 11.3% 12.5% 11.5% 12.5% IV Rank 12.0% 3.9% 23.7% 11.2% 23.7% IV Percentile 41.5% 3.6% 84.5% 39.3% 84.5% Term Structure -1.5% -5.7% 5.1% -4.4% -4.7% Skew 25d 3.2% -0.1% 7.1% 2.0% 7.1% Skew 10d 3.5% -3.3% 10.0% -0.1% 5.8% Call IV 25d 14.2% 11.3% 19.0% 13.7% 19.0% Put IV 25d 17.4% 12.7% 26.2% 15.8% 26.2% Bid-Ask Spread % 143.99 135.94 150.10 149.50 138.90 Gamma HHI 0.97 0.87 1.00 1.00 0.92 Net GEX -5.0K -5.7K -4.4K -5.7K -5.4K Net DEX 37.8K 24.4K 57.3K 38.5K 57.3K Net VEX -284 -335 -211 -298 -319 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 37.333 37 38 37 38 Total OI 37.286 37 38 37 38
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 2021-11-01 $44.83 $0.00 16.6% 4.8% 11.2% 11.2% 0.0% 2.0% -4.4% -5.7K 38.5K -298 0.00 149.50 N/A N/A 0 37 0 37 2021-11-02 $44.96 $0.00 16.4% 4.7% 10.8% 10.9% 0.0% 0.6% -4.0% -5.2K 40.6K -318 0.00 150.10 N/A N/A 0 37 0 37 2021-11-03 $45.17 $0.00 17.2% 4.9% 10.4% 12.1% 0.0% 4.6% -3.8% -4.6K 45.6K -335 0.00 144.83 N/A N/A 0 37 0 37 2021-11-04 $45.19 $0.00 17.4% 3.5% 9.7% 12.4% 0.0% 2.8% 0.9% -5.3K 33.5K -273 0.00 136.06 N/A N/A 0 37 0 37 2021-11-05 $45.21 $0.00 19.8% 4.3% 9.6% 16.1% 0.0% 3.6% -0.4% -4.7K 37.5K -310 0.00 135.94 N/A N/A 0 37 0 37 2021-11-08 $45.26 $0.00 20.7% 3.6% 9.5% 17.5% 0.0% 2.1% -0.1% -5.0K 31.0K -264 0.00 146.10 N/A N/A 0 37 0 37 2021-11-09 $45.40 $0.00 22.4% 4.7% 8.6% 20.2% 0.0% 2.6% -0.7% -4.9K 37.5K -290 0.00 147.32 N/A N/A 0 37 0 37 2021-11-10 $45.03 $0.00 15.3% 4.4% 9.5% 9.2% 0.0% 2.2% -0.4% -5.0K 33.1K -275 0.00 138.22 N/A N/A 0 37 0 37 2021-11-11 $45.37 $0.00 13.2% 3.8% 7.8% 5.9% 0.0% 2.6% 0.2% -5.0K 33.7K -284 0.00 146.32 N/A N/A 0 37 0 37 2021-11-12 $45.78 $0.00 12.9% 3.7% 8.1% 5.5% 0.0% 3.6% 0.7% -5.2K 36.1K -274 0.00 144.20 N/A N/A 0 37 0 37 2021-11-15 $45.69 $0.00 12.1% 3.5% 8.3% 4.3% 0.0% 1.1% -0.2% -5.4K 28.8K -246 0.00 143.88 N/A N/A 0 37 0 37 2021-11-16 $45.90 $0.00 11.9% 3.4% 8.3% 3.9% 0.0% 2.3% -0.1% -4.8K 24.4K -211 0.00 142.94 N/A N/A 0 37 0 37 2021-11-17 $45.59 $0.00 16.6% 4.7% 8.4% 11.1% 0.0% 2.0% -2.0% -4.6K 40.1K -298 0.00 144.79 N/A N/A 0 37 0 37 2021-11-18 $45.45 $0.00 13.9% 4.0% 8.5% 7.0% 0.0% 2.6% 0.6% -5.0K 29.2K -236 0.00 143.88 N/A N/A 0 37 0 37 2021-11-19 $45.42 $0.00 14.4% 4.1% 8.5% 7.8% 0.0% 3.0% -3.3% -4.8K 29.5K -253 0.00 144.30 N/A N/A 0 38 0 37 2021-11-22 $45.66 $0.00 14.2% 4.1% 8.6% 7.5% 0.0% -0.1% -1.6% -4.7K 37.3K -282 0.00 140.26 N/A N/A 0 38 0 38 2021-11-23 $45.45 $0.00 19.4% 5.6% 8.8% 15.5% 0.0% 6.3% -1.7% -5.0K 41.3K -281 0.00 146.51 N/A N/A 0 38 0 38 2021-11-24 $45.47 $0.00 15.0% 4.3% 7.4% 8.8% 0.0% 4.5% 5.1% -4.4K 46.0K -316 0.00 145.81 N/A N/A 0 38 0 38 2021-11-26 $44.77 $0.00 23.7% 6.8% 9.2% 22.2% 0.0% 6.6% -5.6% -5.1K 52.0K -312 0.00 148.20 N/A N/A 0 38 0 38 2021-11-29 $45.04 $0.00 21.3% 6.1% 9.4% 18.4% 0.0% 4.3% -5.7% -5.2K 41.7K -289 0.00 145.72 N/A N/A 0 38 0 38 2021-11-30 $44.13 $0.00 24.7% 7.1% 11.8% 23.7% 0.0% 7.1% -4.7% -5.4K 57.3K -319 0.00 138.90 N/A N/A 0 38 0 38
« Oct 2021 | All History | Dec 2021 » Home LRGF History November 2021