LRGF Options History — June 2022 In June 2022, LRGF traded between $36.53 and $41.89. ATM implied volatility averaged 32.9%, placing in the 61.4% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 1.9% (HV 20d: 31.0%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-06-01 : Highest Volume — 10 contracts2022-06-16 : Largest IV spike — 39.2% change2022-06-16 : Highest IV Rank — 86.9%2022-06-16 : Largest Expected Move — 12.2%Monthly Statistics Metric Avg Min Max Open Close Price $39.10 $36.53 $41.89 $41.26 $37.87 Max Pain $43.00 $43.00 $43.00 $43.00 $43.00 ATM IV 32.9% 22.0% 42.7% 32.2% 32.4% Expected Move 9.1% 6.3% 12.2% 9.2% 9.3% HV 20d 31.0% 26.8% 33.7% 32.0% 32.2% HV 60d 26.7% 24.5% 28.8% 24.7% 28.7% IV Rank 61.4% 32.9% 86.9% 59.6% 60.2% IV Percentile 90.9% 61.1% 99.2% 94.4% 90.5% Term Structure -3.8% -12.5% 12.7% -12.5% -5.0% Skew 25d 7.5% 1.0% 11.7% 4.7% 10.2% Skew 10d 11.4% -7.4% 25.9% 5.1% -1.9% Call IV 25d 28.8% 22.1% 37.8% 22.1% 26.3% Put IV 25d 36.3% 26.8% 47.6% 26.8% 36.5% Bid-Ask Spread % 120.58 104.66 134.34 122.65 125.86 Gamma HHI 0.83 0.57 1.00 0.59 1.00 Net GEX -4.7K -24.6K 1.0K -6.1K 596 Net DEX 47.1K -8.5K 146.7K 42.8K -3.6K Net VEX -99 -223 -25 -223 -32 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 54.571 10 82 82 10
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2022-06-01 $41.26 $43.00 32.2% 9.2% 32.0% 59.6% 0.0% 4.7% -12.5% -6.1K 42.8K -223 0.00 122.65 N/A N/A 10 0 40 42 2022-06-02 $41.81 $0.00 28.5% 6.6% 30.8% 49.9% 0.0% 9.6% -5.8% -7.3K 38.5K -203 0.00 116.90 N/A N/A 10 0 40 42 2022-06-03 $41.26 $0.00 34.5% 8.4% 28.6% 65.6% 0.0% 5.7% -3.0% -5.7K 39.2K -213 0.00 111.92 N/A N/A 10 0 40 42 2022-06-06 $41.46 $0.00 36.8% 7.8% 28.6% 71.7% 0.0% 6.9% -0.9% -6.7K 37.5K -191 0.00 127.72 N/A N/A 10 0 40 42 2022-06-07 $41.89 $0.00 30.9% 7.0% 26.8% 56.3% 0.0% 10.9% -6.3% -14.9K 15.2K -137 0.00 125.71 N/A N/A 10 0 40 42 2022-06-08 $41.49 $0.00 22.0% 6.3% 27.1% 32.9% 0.0% 9.4% 2.4% -10.3K 27.3K -161 0.00 115.71 N/A N/A 10 0 40 42 2022-06-09 $40.50 $0.00 27.6% 7.9% 28.1% 47.5% 0.0% 3.3% -1.5% -24.6K 50.1K -165 0.00 123.24 N/A N/A 10 0 40 42 2022-06-10 $39.25 $0.00 37.2% 10.7% 30.3% 72.7% 0.0% 10.3% -10.9% -8.2K 90.3K -157 0.00 127.60 N/A N/A 10 0 40 42 2022-06-13 $37.45 $0.00 31.3% 9.0% 32.5% 57.2% 0.0% 10.2% 3.0% -6.1K 128.8K -81 0.00 106.08 N/A N/A 10 0 40 42 2022-06-14 $37.42 $0.00 30.9% 8.9% 32.5% 56.3% 0.0% 7.1% -0.3% -4.9K 132.1K -78 0.00 104.66 N/A N/A 10 0 40 42 2022-06-15 $38.02 $0.00 30.6% 8.8% 32.0% 55.5% 0.0% 8.4% -9.7% -5.8K 140.8K -66 0.00 114.77 N/A N/A 10 0 40 42 2022-06-16 $36.53 $0.00 42.7% 12.2% 31.2% 86.9% 0.0% 9.7% -2.3% -2.1K 141.3K -50 0.00 121.37 N/A N/A 10 0 40 42 2022-06-17 $36.87 $0.00 38.9% 11.1% 31.5% 77.0% 0.0% 8.6% 12.7% -1.6K 146.7K -39 0.00 118.24 N/A N/A 10 0 40 42 2022-06-21 $37.68 $0.00 38.8% 11.1% 32.7% 76.7% 0.0% 7.2% -6.5% 619 -4.6K -38 0.00 125.33 N/A N/A 10 0 10 0 2022-06-22 $37.60 $0.00 29.3% 8.4% 31.9% 52.1% 0.0% 11.5% -8.2% 518 -2.8K -25 0.00 115.99 N/A N/A 10 0 10 0 2022-06-23 $37.96 $0.00 32.8% 9.4% 32.2% 61.1% 0.0% 5.3% -4.8% 635 -4.1K -33 0.00 116.68 N/A N/A 10 0 10 0 2022-06-24 $39.07 $0.00 36.1% 10.3% 33.7% 69.7% 0.0% 11.7% -3.3% 809 -7.3K -49 0.00 134.34 N/A N/A 10 0 10 0 2022-06-27 $39.11 $0.00 34.0% 9.8% 32.7% 64.4% 0.0% 3.5% -10.8% 1.0K -8.0K -54 0.00 124.94 N/A N/A 10 0 10 0 2022-06-28 $38.33 $0.00 30.3% 8.7% 32.2% 54.8% 0.0% 1.5% -1.2% 895 -8.5K -55 0.00 128.85 N/A N/A 10 0 10 0 2022-06-29 $38.22 $0.00 32.8% 9.4% 32.2% 61.0% 0.0% 1.0% -5.7% 624 -3.4K -28 0.00 123.54 N/A N/A 10 0 10 0 2022-06-30 $37.87 $0.00 32.4% 9.3% 32.2% 60.2% 0.0% 10.2% -5.0% 596 -3.6K -32 0.00 125.86 N/A N/A 10 0 10 0
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