LRGF Options History — May 2022

In May 2022, LRGF traded between $39.05 and $42.96. ATM implied volatility averaged 29.9%, placing in the 53.6% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 0.8% (HV 20d: 29.1%). Max pain ranged from $42.00 to $43.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2022-05-02: Highest Volume — 10 contracts
2022-05-26: Largest IV spike — 24.6% change
2022-05-05: Highest IV Rank — 78.4%
2022-05-06: Largest Expected Move — 9.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$40.59	$39.05	$42.96	$41.37	$41.65
Max Pain	$42.86	$42.00	$43.00	$42.00	$43.00
ATM IV	29.9%	24.7%	39.4%	28.4%	29.4%
Expected Move	8.2%	7.1%	9.6%	8.2%	8.4%
HV 20d	29.1%	21.8%	32.9%	21.8%	32.1%
HV 60d	23.7%	21.0%	25.5%	21.0%	25.0%
IV Rank	53.6%	40.1%	78.4%	49.8%	52.3%
IV Percentile	90.2%	78.2%	98.8%	92.9%	90.1%
Term Structure	-4.0%	-13.2%	4.2%	1.9%	-4.4%
Skew 25d	9.6%	1.3%	20.6%	5.2%	13.6%
Skew 10d	11.7%	-4.9%	25.4%	4.3%	7.2%
Call IV 25d	27.2%	15.9%	34.7%	31.9%	16.1%
Put IV 25d	36.8%	29.7%	41.4%	37.1%	29.7%
Bid-Ask Spread %	107.99	95.62	131.28	96.82	130.65
Gamma HHI	0.50	0.32	0.80	0.34	0.56
Net GEX	-6.8K	-10.4K	-4.6K	-5.7K	-5.8K
Net DEX	76.5K	7.4K	137.0K	68.6K	34.6K
Net VEX	-321	-425	-224	-408	-224
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	10	10	10	10	10
Total OI	89.143	82	92	92	82

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2022-05-02	$41.37	$42.00	28.4%	8.2%	21.8%	49.8%	0.0%	5.2%	1.9%	-5.7K	68.6K	-408	96.82	N/A	N/A	10	40	52
2022-05-03	$41.85	$42.00	28.3%	8.1%	22.0%	49.3%	0.0%	8.6%	-3.3%	-5.7K	46.7K	-416	101.85	N/A	N/A	10	40	52
2022-05-04	$42.96	$42.00	31.7%	9.1%	24.1%	58.3%	0.0%	8.9%	-13.2%	-4.6K	7.4K	-389	131.28	N/A	N/A	10	40	52
2022-05-05	$41.49	$43.00	39.4%	8.4%	26.8%	78.4%	0.0%	2.0%	-11.5%	-4.9K	56.7K	-421	102.55	N/A	N/A	10	40	52
2022-05-06	$41.29	$43.00	31.2%	9.6%	26.4%	57.0%	0.0%	9.4%	-11.6%	-5.3K	63.1K	-425	103.81	N/A	N/A	10	40	52
2022-05-09	$40.15	$43.00	37.8%	8.5%	27.6%	74.2%	0.0%	15.9%	-2.4%	-5.0K	83.8K	-375	106.38	N/A	N/A	10	40	52
2022-05-10	$40.24	$43.00	38.0%	8.3%	27.5%	74.8%	0.0%	20.3%	-2.2%	-5.4K	73.0K	-422	104.52	N/A	N/A	10	40	52
2022-05-11	$39.69	$43.00	29.0%	8.3%	27.7%	51.3%	0.0%	13.7%	1.1%	-5.6K	90.0K	-363	99.47	N/A	N/A	10	40	52
2022-05-12	$39.45	$43.00	32.9%	9.4%	26.9%	61.3%	0.0%	8.5%	-6.5%	-6.5K	110.1K	-329	97.50	N/A	N/A	10	40	52
2022-05-13	$40.62	$43.00	25.3%	7.2%	29.6%	41.5%	0.0%	7.9%	-8.3%	-9.2K	94.8K	-318	99.35	N/A	N/A	10	40	52
2022-05-16	$40.46	$43.00	25.8%	7.4%	29.6%	42.8%	0.0%	13.0%	-1.7%	-7.9K	86.9K	-341	95.62	N/A	N/A	10	40	52
2022-05-17	$41.31	$43.00	30.3%	8.7%	29.6%	54.5%	0.0%	12.0%	-7.3%	-6.8K	65.8K	-341	116.90	N/A	N/A	10	40	52
2022-05-18	$39.48	$43.00	30.7%	8.8%	32.5%	55.8%	0.0%	1.6%	-2.3%	-9.6K	109.3K	-278	107.60	N/A	N/A	10	40	52
2022-05-19	$39.31	$43.00	27.7%	7.9%	32.4%	47.7%	0.0%	9.0%	-1.8%	-9.1K	134.3K	-239	108.31	N/A	N/A	10	40	52
2022-05-20	$39.05	$43.00	24.7%	7.1%	31.6%	40.1%	0.0%	1.3%	-3.1%	-7.6K	137.0K	-237	97.62	N/A	N/A	10	40	52
2022-05-23	$39.72	$43.00	25.4%	7.3%	32.6%	41.9%	0.0%	5.3%	-3.8%	-8.9K	86.5K	-235	102.97	N/A	N/A	10	40	42
2022-05-24	$39.60	$43.00	27.0%	7.7%	32.0%	46.0%	0.0%	7.6%	-1.2%	-8.0K	88.1K	-231	103.73	N/A	N/A	10	40	42
2022-05-25	$40.10	$43.00	24.8%	7.1%	32.5%	40.3%	0.0%	6.6%	4.2%	-10.4K	76.1K	-242	115.08	N/A	N/A	10	40	42
2022-05-26	$40.94	$43.00	30.9%	8.9%	32.9%	56.3%	0.0%	20.6%	-3.6%	-5.5K	60.4K	-258	123.82	N/A	N/A	10	40	42
2022-05-27	$41.75	$43.00	29.1%	8.4%	32.1%	51.6%	0.0%	10.6%	-3.6%	-4.8K	33.2K	-257	122.06	N/A	N/A	10	40	42
2022-05-31	$41.65	$43.00	29.4%	8.4%	32.1%	52.3%	0.0%	13.6%	-4.4%	-5.8K	34.6K	-224	130.65	N/A	N/A	10	40	42