LRGF Options History — April 2022 In April 2022, LRGF traded between $41.54 and $44.95. ATM implied volatility averaged 23.7%, placing in the 37.3% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 5.7% (HV 20d: 17.9%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.22.
Notable Days 2022-04-14 : Highest Volume — 40 contracts2022-04-11 : Largest IV spike — 67.6% change2022-04-12 : Highest IV Rank — 80.0%2022-04-26 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $43.67 $41.54 $44.95 $44.23 $41.54 Max Pain $42.00 $42.00 $42.00 $42.00 $42.00 ATM IV 23.7% 14.6% 40.0% 26.1% 25.9% Expected Move 5.9% 4.2% 7.7% 5.5% 7.4% HV 20d 17.9% 14.9% 22.0% 20.1% 22.0% HV 60d 19.8% 19.3% 21.1% 19.3% 21.1% IV Rank 37.3% 13.7% 80.0% 43.7% 43.1% IV Percentile 73.0% 21.8% 99.2% 89.7% 87.7% Term Structure -1.6% -12.8% 5.4% -12.8% 3.2% VWIV 26.9% 26.9% 26.9% 26.9% 26.9% Skew 25d 5.9% -3.7% 12.3% 2.2% 10.7% Skew 10d 6.1% -1.0% 20.4% 4.0% 4.3% Call IV 25d 17.3% 10.7% 28.5% 19.1% 28.5% Put IV 25d 23.1% 14.7% 39.2% 21.3% 39.2% Bid-Ask Spread % 132.50 110.05 151.82 128.11 116.66 Gamma HHI 0.63 0.30 1.00 1.00 0.30 Net GEX 271 -8.3K 5.8K 1.3K -3.5K Net DEX -16.6K -68.9K 44.7K -25.1K 44.7K Net VEX -260 -471 -113 -118 -453 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.22 0.00 3.00 0.00 0.10 Total Volume 13.05 0 40 10 11 Total OI 45.75 10 91 10 91
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 2022-04-01 $44.23 $0.00 26.1% 5.5% 20.1% 43.7% 0.0% 2.2% -12.8% 1.3K -25.1K -118 0.00 128.11 N/A N/A 10 0 10 0 2022-04-04 $44.64 $0.00 19.4% 4.7% 18.4% 26.3% 0.0% 9.1% 1.3% 1.3K -25.3K -117 0.00 116.76 N/A N/A 10 0 10 0 2022-04-05 $44.12 $0.00 28.8% 5.8% 18.6% 50.6% 0.0% 8.3% -0.7% 1.4K -24.9K -116 0.00 146.08 N/A N/A 10 0 10 0 2022-04-06 $43.91 $0.00 20.6% 4.8% 17.5% 29.4% 0.0% 10.2% -0.0% 1.3K -23.2K -116 0.00 127.53 N/A N/A 10 0 10 0 2022-04-07 $44.37 $0.00 22.3% 6.5% 17.4% 33.7% 0.0% 10.9% -5.1% 1.6K -24.1K -117 0.00 134.95 N/A N/A 10 0 10 0 2022-04-08 $44.46 $0.00 20.6% 4.3% 17.0% 29.2% 0.0% 3.0% -0.7% 1.6K -25.3K -116 0.00 151.82 N/A N/A 10 0 10 0 2022-04-11 $43.79 $0.00 34.5% 4.6% 17.3% 65.5% 0.0% 5.7% 3.0% 1.4K -24.1K -114 0.00 134.34 N/A N/A 10 0 10 0 2022-04-12 $43.63 $0.00 40.0% 6.7% 16.3% 80.0% 26.9% 10.6% -2.8% 1.6K -23.8K -113 1.00 136.58 N/A N/A 10 10 10 0 2022-04-13 $44.20 $42.00 22.4% 6.4% 16.3% 33.9% 0.0% 7.0% 1.7% -437 -12.1K -159 0.00 148.31 N/A N/A 10 0 10 10 2022-04-14 $43.78 $42.00 19.6% 5.6% 15.5% 26.8% 0.0% 4.8% 1.0% -505 -13.0K -157 0.00 144.25 N/A N/A 40 0 10 10 2022-04-18 $43.60 $42.00 14.6% 4.2% 14.9% 13.7% 0.0% -3.7% -1.0% 4.6K -38.9K -317 0.00 136.37 N/A N/A 10 0 40 10 2022-04-19 $44.50 $42.00 15.6% 4.5% 16.7% 16.2% 0.0% 6.7% -2.7% 5.8K -51.9K -313 3.00 129.10 N/A N/A 10 30 40 10 2022-04-20 $44.95 $42.00 17.2% 4.9% 16.5% 20.3% 0.0% 5.3% 0.9% 3.7K -68.9K -353 0.00 140.66 N/A N/A 10 0 40 40 2022-04-21 $44.24 $42.00 22.3% 6.4% 17.2% 33.8% 0.0% 0.2% -3.2% 4.3K -47.6K -420 0.00 131.35 N/A N/A 10 0 40 40 2022-04-22 $43.17 $42.00 23.8% 6.8% 19.2% 37.7% 0.0% 1.8% -7.0% 600 -14.3K -434 0.00 133.63 N/A N/A 10 0 40 40 2022-04-25 $43.10 $42.00 24.1% 6.9% 19.1% 38.4% 0.0% 12.3% -5.2% -8.3K -12.3K -333 0.00 118.32 N/A N/A 10 0 40 51 2022-04-26 $42.24 $42.00 26.8% 7.7% 20.0% 45.5% 0.0% 3.4% -0.5% -3.3K 39.9K -432 0.00 110.05 N/A N/A 10 0 40 51 2022-04-27 $42.13 $42.00 22.0% 6.3% 18.8% 33.0% 0.0% 6.3% 5.4% -4.1K 30.8K -471 0.00 141.63 N/A N/A 0 0 40 51 2022-04-28 $42.79 $42.00 26.7% 7.7% 19.9% 45.2% 0.0% 2.6% -6.8% -4.8K 7.5K -430 0.00 123.50 N/A N/A 10 0 40 51 2022-04-29 $41.54 $42.00 25.9% 7.4% 22.0% 43.1% 0.0% 10.7% 3.2% -3.5K 44.7K -453 0.10 116.66 N/A N/A 10 1 40 51
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