LRGF Options History — January 2022 In January 2022, LRGF traded between $42.45 and $46.82. ATM implied volatility averaged 21.4%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 6.7% (HV 20d: 14.7%). Max pain ranged from $46.00 to $46.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 4 of 20 days.
Notable Days 2022-01-03 : Highest Volume — 38 contracts2022-01-26 : Largest IV spike — 64.9% change2022-01-26 : Highest IV Rank — 53.1%2022-01-26 : Largest Expected Move — 12.5%Monthly Statistics Metric Avg Min Max Open Close Price $44.69 $42.45 $46.82 $46.51 $43.62 Max Pain $46.00 $46.00 $46.00 $46.00 $46.00 ATM IV 21.4% 13.4% 43.7% 13.4% 21.2% Expected Move 5.9% 3.8% 12.5% 3.8% 6.1% HV 20d 14.7% 12.6% 16.0% 16.0% 15.6% HV 60d 14.2% 13.4% 15.4% 13.4% 15.4% IV Rank 18.5% 6.2% 53.1% 6.2% 18.2% IV Percentile 65.4% 14.7% 98.8% 14.7% 78.2% Term Structure -3.2% -24.9% 0.5% 0.4% -0.9% VWIV 19.9% 17.1% 22.6% 20.0% 22.6% Skew 25d 5.0% -3.9% 15.4% 1.0% 7.4% Skew 10d 2.6% -3.8% 15.2% -3.8% 5.1% Call IV 25d 16.4% 11.8% 29.0% 14.3% 18.6% Put IV 25d 21.4% 15.3% 37.5% 15.3% 26.1% Bid-Ask Spread % 141.98 117.21 159.93 147.05 137.85 Gamma HHI 0.90 0.78 1.00 0.80 1.00 Net GEX -5.9K -8.5K -3.6K -4.3K -8.5K Net DEX 41.0K 13.9K 68.4K 29.7K 51.2K Net VEX -191 -238 -106 -191 -198 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 37.7 37 38 38 37 Total OI 37.6 37 38 38 37
Daily Data (20 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 2022-01-03 $46.51 $46.00 13.4% 3.8% 16.0% 6.2% 20.0% 1.0% 0.4% -4.3K 29.7K -191 0.00 147.05 N/A N/A 0 38 0 38 2022-01-04 $46.82 $46.00 13.9% 4.0% 15.1% 7.0% 17.1% 2.3% -1.9% -3.6K 13.9K -106 0.00 149.99 N/A N/A 0 38 0 38 2022-01-05 $46.10 $46.00 21.9% 6.3% 15.3% 19.3% 22.6% -3.9% -4.9% -4.1K 31.4K -204 0.00 139.34 N/A N/A 0 38 0 38 2022-01-06 $45.95 $0.00 17.5% 4.1% 15.3% 12.5% 0.0% 4.5% 0.5% -4.7K 21.6K -150 0.00 145.61 N/A N/A 0 38 0 38 2022-01-07 $45.76 $0.00 17.2% 4.2% 15.2% 12.2% 0.0% 5.0% -1.3% -4.7K 22.5K -145 0.00 134.58 N/A N/A 0 38 0 38 2022-01-10 $45.41 $0.00 23.0% 4.8% 15.1% 21.1% 0.0% 6.5% -0.0% -5.8K 32.8K -192 0.00 139.98 N/A N/A 0 38 0 38 2022-01-11 $45.94 $0.00 20.6% 4.6% 15.6% 17.3% 0.0% 6.0% 0.1% -5.9K 25.7K -158 0.00 140.45 N/A N/A 0 38 0 38 2022-01-12 $46.05 $0.00 15.4% 4.4% 15.0% 9.3% 0.0% 4.0% -1.6% -4.6K 24.2K -158 0.00 155.98 N/A N/A 0 38 0 38 2022-01-13 $45.79 $0.00 15.3% 4.4% 14.6% 9.2% 0.0% 2.7% -3.3% -4.6K 32.5K -181 0.00 144.23 N/A N/A 0 38 0 38 2022-01-14 $45.72 $0.00 16.3% 4.7% 14.6% 10.7% 0.0% 6.6% 0.4% -5.6K 29.8K -169 0.00 144.74 N/A N/A 0 38 0 38 2022-01-18 $44.85 $0.00 18.7% 5.4% 15.9% 14.5% 0.0% 4.2% -3.6% -5.8K 30.7K -169 0.00 144.58 N/A N/A 0 38 0 38 2022-01-19 $44.57 $0.00 17.9% 5.1% 14.7% 13.2% 0.0% 4.5% -0.8% -5.8K 42.4K -201 0.00 134.83 N/A N/A 0 38 0 38 2022-01-20 $43.87 $0.00 20.5% 5.9% 14.3% 17.2% 0.0% 0.8% -4.5% -5.9K 43.9K -215 0.00 136.46 N/A N/A 0 38 0 37 2022-01-21 $43.11 $0.00 26.0% 7.4% 14.8% 25.6% 0.0% 3.0% -3.8% -6.5K 59.4K -238 0.00 141.48 N/A N/A 0 38 0 37 2022-01-24 $43.02 $0.00 26.0% 7.5% 14.1% 25.8% 0.0% 15.4% -0.8% -6.6K 63.2K -232 0.00 117.21 N/A N/A 0 37 0 37 2022-01-25 $42.93 $0.00 26.5% 7.6% 13.1% 26.5% 0.0% 9.4% -1.8% -8.3K 64.6K -227 0.00 143.67 N/A N/A 0 37 0 37 2022-01-26 $42.45 $0.00 43.7% 12.5% 13.0% 53.1% 0.0% 8.5% -24.9% -6.9K 68.4K -230 0.00 159.93 N/A N/A 0 37 0 37 2022-01-27 $42.47 $0.00 27.0% 7.7% 12.6% 27.2% 0.0% 3.1% -8.6% -6.9K 66.5K -227 0.00 141.69 N/A N/A 0 37 0 37 2022-01-28 $42.81 $0.00 25.2% 7.2% 13.4% 24.5% 0.0% 8.9% -3.0% -7.9K 65.1K -222 0.00 140.03 N/A N/A 0 37 0 37 2022-01-31 $43.62 $0.00 21.2% 6.1% 15.6% 18.2% 0.0% 7.4% -0.9% -8.5K 51.2K -198 0.00 137.85 N/A N/A 0 37 0 37
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