LRGF Options History — March 2022

In March 2022, LRGF traded between $41.62 and $45.54. ATM implied volatility averaged 23.3%, placing in the 36.3% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 0.8% (HV 20d: 22.5%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 9 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 2.25.

Notable Days

  • 2022-03-01: Highest Volume — 47 contracts
  • 2022-03-18: Largest IV spike — 62.8% change
  • 2022-03-07: Highest IV Rank — 67.5%
  • 2022-03-07: Largest Expected Move — 10.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.57$41.62$45.54$42.56$44.74
Max Pain$42.00$42.00$42.00$42.00$42.00
ATM IV23.3%13.6%35.3%25.5%22.4%
Expected Move6.7%3.7%10.1%7.3%5.4%
HV 20d22.5%19.6%24.6%19.8%19.7%
HV 60d18.9%17.7%19.5%17.7%19.5%
IV Rank36.3%11.2%67.5%42.2%34.1%
IV Percentile75.0%15.5%96.8%89.3%75.8%
Term Structure-1.2%-9.1%20.5%-6.6%-4.0%
VWIV30.0%24.9%35.3%30.6%28.7%
Skew 25d7.5%0.1%14.8%11.8%3.9%
Skew 10d9.4%0.1%24.1%24.1%3.2%
Call IV 25d17.5%12.0%21.8%21.8%17.1%
Put IV 25d25.0%17.4%33.6%33.6%21.0%
Bid-Ask Spread %133.51104.90181.50110.99123.09
Gamma HHI0.900.681.000.791.00
Net GEX-5.9K-18.5K1.6K-7.6K1.3K
Net DEX11.0K-28.6K71.9K44.1K-27.1K
Net VEX-169-255-115-255-116
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.250.003.703.700.00
Total Volume32.52210474710
Total OI32.52210474710

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$42.56$42.0025.5%7.3%19.8%42.2%30.6%11.8%-6.6%-7.6K44.1K-2553.70110.99N/AN/A10371037
2022-03-02$43.83$42.0024.4%7.0%22.4%39.2%26.1%14.1%0.3%-9.9K16.6K-2243.70132.64N/AN/A10371037
2022-03-03$43.50$42.0027.2%7.8%22.0%46.6%31.5%6.9%1.5%-7.4K18.1K-2333.70127.32N/AN/A10371037
2022-03-04$43.27$42.0031.4%9.0%21.5%57.5%24.9%11.0%0.8%-13.2K26.5K-2243.70130.58N/AN/A10371037
2022-03-07$42.34$42.0035.3%10.1%22.7%67.5%35.3%14.1%-0.1%-9.4K49.0K-2293.70142.85N/AN/A10371037
2022-03-08$41.96$42.0025.4%9.9%22.8%41.8%34.3%11.4%0.5%-9.9K53.0K-2193.70128.75N/AN/A10371037
2022-03-09$42.84$42.0022.9%10.0%24.0%35.5%30.4%0.4%-3.7%-11.5K34.1K-2123.70128.26N/AN/A10371037
2022-03-10$42.51$42.0021.1%7.6%23.1%30.6%28.5%3.6%-0.3%-13.8K42.9K-2093.70117.11N/AN/A10371037
2022-03-11$42.16$42.0023.9%8.2%22.6%37.9%28.7%12.9%5.1%-14.6K49.8K-2063.70113.39N/AN/A10371037
2022-03-14$41.62$0.0030.3%7.1%22.6%54.6%0.0%9.6%-5.6%-12.8K71.9K-1783.70104.90N/AN/A10371037
2022-03-15$42.41$0.0027.4%7.5%23.7%47.1%0.0%14.8%-1.8%-18.5K41.3K-1713.70107.01N/AN/A10371037
2022-03-16$42.97$0.0020.7%6.3%23.8%29.6%0.0%10.9%0.5%-7.9K35.8K-1653.70110.12N/AN/A10371037
2022-03-17$43.74$0.0013.6%9.4%24.6%11.2%0.0%6.9%20.5%-7.3K16.7K-1493.70181.50N/AN/A10371037
2022-03-18$44.24$0.0022.2%5.0%24.2%33.5%0.0%8.9%-4.2%-4.0K-15.0K-1253.70134.15N/AN/A10371037
2022-03-21$44.08$0.0019.4%4.9%24.1%26.2%0.0%2.4%0.9%1.2K-23.6K-1220.00123.58N/AN/A100100
2022-03-22$44.61$0.0018.2%4.2%23.7%23.1%0.0%4.2%-1.6%1.4K-25.0K-1220.00143.45N/AN/A100100
2022-03-23$44.23$0.0020.2%4.2%23.1%28.3%0.0%0.1%-8.5%1.4K-24.6K-1210.00154.94N/AN/A100100
2022-03-24$44.43$0.0022.0%4.1%23.0%33.0%0.0%4.3%-9.1%1.6K-24.6K-1220.00153.93N/AN/A100100
2022-03-25$44.60$0.0023.5%7.0%21.5%37.0%0.0%5.7%0.4%1.3K-25.1K-1210.00176.57N/AN/A100100
2022-03-28$44.85$0.0017.5%4.3%21.4%21.4%0.0%10.8%0.3%1.5K-25.4K-1200.00145.78N/AN/A100100
2022-03-29$45.54$0.0021.0%3.7%21.5%30.3%0.0%4.2%-6.4%1.4K-28.6K-1180.00139.44N/AN/A100100
2022-03-30$45.14$0.0019.9%4.5%19.6%27.4%0.0%0.8%-7.5%1.4K-28.4K-1150.00140.30N/AN/A100100
2022-03-31$44.74$0.0022.4%5.4%19.7%34.1%0.0%3.9%-4.0%1.3K-27.1K-1160.00123.09N/AN/A100100