LRGF Options History — February 2022 In February 2022, LRGF traded between $41.74 and $44.79. ATM implied volatility averaged 22.6%, placing in the 26.5% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 4.4% (HV 20d: 18.2%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 3.70.
Notable Days 2022-02-17 : Highest Volume — 47 contracts2022-02-17 : Largest IV spike — 51.5% change2022-02-24 : Highest IV Rank — 54.7%2022-02-24 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $43.47 $41.74 $44.79 $44.02 $42.89 Max Pain $42.00 $42.00 $42.00 $42.00 $42.00 ATM IV 22.6% 15.0% 30.3% 20.1% 24.2% Expected Move 6.1% 4.3% 8.7% 5.8% 6.9% HV 20d 18.2% 16.3% 20.9% 16.3% 20.9% HV 60d 16.7% 15.5% 17.8% 15.5% 17.8% IV Rank 26.5% 8.7% 54.7% 16.6% 38.8% IV Percentile 76.7% 25.4% 94.8% 73.0% 86.5% Term Structure -2.3% -8.2% 2.7% -4.6% -3.6% VWIV 25.7% 22.1% 30.3% 25.3% 27.3% Skew 25d 6.7% -2.4% 11.6% 5.0% 4.2% Skew 10d 6.1% 1.3% 12.7% 3.2% 2.7% Call IV 25d 17.2% 13.3% 21.6% 19.7% 21.6% Put IV 25d 23.9% 17.5% 30.6% 24.7% 25.7% Bid-Ask Spread % 131.74 114.20 146.62 145.56 127.71 Gamma HHI 0.94 0.78 1.00 1.00 0.82 Net GEX -7.6K -12.3K -6.0K -6.0K -9.5K Net DEX 44.1K 27.5K 64.7K 38.0K 38.8K Net VEX -198 -293 -115 -177 -257 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.70 3.70 3.70 3.70 3.70 Total Volume 40.684 37 47 37 47 Total OI 40.158 37 47 37 47
Daily Data (19 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 2022-02-01 $44.02 $0.00 20.1% 5.8% 16.3% 16.6% 0.0% 5.0% -4.6% -6.0K 38.0K -177 0.00 145.56 N/A N/A 0 37 0 37 2022-02-02 $44.59 $0.00 22.9% 6.6% 16.9% 21.0% 0.0% 9.5% -1.9% -6.6K 37.0K -166 0.00 146.62 N/A N/A 0 37 0 37 2022-02-03 $43.97 $42.00 24.2% 5.5% 16.7% 23.0% 25.3% 9.0% -0.6% -6.4K 44.8K -186 0.00 133.95 N/A N/A 0 37 0 37 2022-02-04 $44.01 $42.00 23.3% 5.4% 16.8% 21.5% 25.2% 11.6% 2.3% -6.1K 39.7K -174 0.00 127.53 N/A N/A 0 37 0 37 2022-02-07 $43.71 $42.00 25.8% 5.3% 16.8% 25.4% 24.0% 8.2% -0.3% -6.8K 45.7K -183 0.00 135.28 N/A N/A 0 37 0 37 2022-02-08 $44.07 $42.00 24.9% 5.2% 17.1% 24.0% 22.4% 8.2% -0.0% -7.4K 40.9K -166 0.00 128.78 N/A N/A 0 37 0 37 2022-02-09 $44.79 $42.00 16.2% 4.6% 17.6% 10.5% 22.1% 5.2% 0.6% -6.5K 27.5K -128 0.00 138.40 N/A N/A 0 37 0 37 2022-02-10 $44.02 $42.00 19.1% 5.5% 18.5% 15.0% 27.9% 11.0% -3.0% -6.5K 37.5K -152 0.00 127.68 N/A N/A 0 37 0 37 2022-02-11 $43.48 $42.00 23.9% 6.8% 18.8% 22.4% 27.9% 10.5% -8.2% -6.8K 52.5K -176 0.00 144.57 N/A N/A 0 37 0 37 2022-02-14 $43.18 $42.00 24.3% 7.0% 18.8% 23.1% 27.2% 3.8% -6.0% -7.7K 58.8K -176 0.00 133.43 N/A N/A 0 37 0 37 2022-02-15 $43.68 $42.00 17.6% 5.0% 18.5% 12.8% 27.1% 10.3% 2.7% -6.7K 44.7K -161 0.00 135.90 N/A N/A 0 37 0 37 2022-02-16 $43.96 $42.00 15.0% 4.3% 18.5% 8.7% 22.8% 3.7% 0.6% -12.3K 33.1K -115 0.00 129.88 N/A N/A 0 37 0 37 2022-02-17 $43.24 $42.00 22.7% 6.5% 18.6% 34.8% 23.4% 2.5% -4.9% -9.0K 54.7K -161 3.70 131.05 N/A N/A 10 37 0 37 2022-02-18 $42.99 $42.00 22.3% 6.4% 17.7% 33.7% 27.2% 7.5% -2.0% -7.2K 38.1K -293 3.70 129.71 N/A N/A 10 37 10 37 2022-02-22 $42.41 $42.00 27.5% 7.9% 18.3% 47.4% 27.5% 5.1% -3.7% -7.5K 50.5K -282 3.70 122.70 N/A N/A 10 37 10 37 2022-02-23 $41.74 $42.00 25.7% 7.4% 19.1% 42.6% 25.7% -2.4% 0.9% -8.4K 64.7K -278 3.70 121.63 N/A N/A 10 37 10 37 2022-02-24 $42.11 $42.00 30.3% 8.7% 19.0% 54.7% 30.3% 9.6% -8.2% -7.3K 56.5K -275 3.70 128.57 N/A N/A 10 37 10 37 2022-02-25 $43.14 $42.00 19.9% 5.7% 20.9% 27.6% 24.1% 4.9% -3.5% -10.2K 33.8K -257 3.70 114.20 N/A N/A 10 37 10 37 2022-02-28 $42.89 $42.00 24.2% 6.9% 20.9% 38.8% 27.3% 4.2% -3.6% -9.5K 38.8K -257 3.70 127.71 N/A N/A 10 37 10 37
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