LRGF Options History — July 2022 In July 2022, LRGF traded between $37.96 and $41.56. ATM implied volatility averaged 31.8%, placing in the 58.4% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 6.8% (HV 20d: 25.0%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2022-07-20 : Highest Volume — 12 contracts2022-07-13 : Largest IV drop — 50.8% change2022-07-12 : Highest IV Rank — 100.0%2022-07-15 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $39.27 $37.96 $41.56 $38.36 $41.56 ATM IV 31.8% 20.6% 47.8% 29.4% 20.6% Expected Move 8.0% 5.9% 9.7% 8.4% 5.9% HV 20d 25.0% 18.8% 32.3% 32.2% 20.5% HV 60d 28.8% 28.6% 29.2% 28.8% 28.8% IV Rank 58.4% 29.3% 100.0% 52.4% 29.3% IV Percentile 81.7% 45.2% 100.0% 83.3% 45.2% Term Structure -3.4% -8.5% 0.4% -6.3% -2.2% Skew 25d 9.6% 4.6% 18.3% 4.6% 4.8% Skew 10d 8.4% -3.4% 20.0% -0.2% 0.5% Call IV 25d 23.0% 14.8% 29.8% 26.7% 21.6% Put IV 25d 32.7% 25.7% 39.0% 31.3% 26.4% Bid-Ask Spread % 116.89 98.86 137.38 126.42 120.31 Gamma HHI 0.86 0.54 1.00 1.00 0.63 Net GEX 1.0K 553 2.1K 703 2.1K Net DEX -6.3K -11.5K -2.7K -4.5K -11.5K Net VEX -38 -55 -21 -36 -52 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 10.8 10 12 10 12 Total OI 10.7 10 12 10 12
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 2022-07-01 $38.36 $0.00 29.4% 8.4% 32.2% 52.4% 0.0% 4.6% -6.3% 703 -4.5K -36 0.00 126.42 N/A N/A 10 0 10 0 2022-07-05 $38.41 $0.00 39.1% 8.0% 32.0% 77.7% 0.0% 6.9% -1.5% 666 -4.7K -35 0.00 106.04 N/A N/A 10 0 10 0 2022-07-06 $38.77 $0.00 35.8% 7.3% 32.2% 68.9% 0.0% 8.6% -8.5% 723 -3.7K -31 0.00 102.60 N/A N/A 10 0 10 0 2022-07-07 $39.19 $0.00 40.6% 8.0% 32.3% 81.5% 0.0% 8.9% -1.6% 867 -5.0K -35 0.00 102.92 N/A N/A 10 0 10 0 2022-07-08 $39.20 $0.00 41.7% 9.0% 32.2% 84.3% 0.0% 14.1% -0.9% 896 -6.4K -43 0.00 105.63 N/A N/A 10 0 10 0 2022-07-11 $38.69 $0.00 39.1% 7.8% 31.5% 77.5% 0.0% 7.8% -2.8% 746 -4.3K -30 0.00 98.86 N/A N/A 10 0 10 0 2022-07-12 $38.22 $0.00 47.8% 8.1% 29.8% 100.0% 0.0% 9.4% -0.0% 696 -3.9K -29 0.00 105.44 N/A N/A 10 0 10 0 2022-07-13 $38.22 $0.00 23.5% 6.7% 24.4% 36.8% 0.0% 8.2% -0.3% 556 -2.7K -21 0.00 105.38 N/A N/A 10 0 10 0 2022-07-14 $37.96 $0.00 27.4% 7.9% 24.6% 46.9% 0.0% 9.2% -4.2% 553 -2.8K -22 0.00 127.78 N/A N/A 10 0 10 0 2022-07-15 $38.68 $0.00 34.0% 9.7% 24.9% 64.0% 0.0% 9.7% -4.4% 741 -5.7K -38 0.00 113.14 N/A N/A 10 0 10 0 2022-07-18 $38.40 $0.00 33.7% 9.7% 20.0% 63.3% 0.0% 9.3% -3.9% 806 -6.4K -39 0.00 137.38 N/A N/A 10 0 10 0 2022-07-19 $39.54 $0.00 22.6% 6.5% 22.0% 34.4% 0.0% 11.9% -6.5% 728 -3.2K -25 0.00 125.15 N/A N/A 10 0 10 0 2022-07-20 $39.88 $0.00 29.9% 8.6% 21.0% 53.4% 0.0% 18.3% -4.0% 985 -6.9K -40 0.00 127.20 N/A N/A 12 0 10 0 2022-07-21 $40.11 $0.00 31.6% 9.0% 21.0% 57.7% 0.0% 9.6% -3.3% 1.3K -10.4K -55 0.00 119.00 N/A N/A 12 0 12 0 2022-07-22 $39.75 $0.00 26.0% 7.5% 21.3% 43.3% 0.0% 4.9% 0.4% 1.4K -9.5K -49 0.00 126.86 N/A N/A 12 0 12 0 2022-07-25 $39.72 $0.00 28.0% 8.0% 18.8% 48.5% 0.0% 12.8% -4.4% 1.4K -9.1K -49 0.00 127.83 N/A N/A 12 0 12 0 2022-07-26 $39.29 $0.00 24.8% 7.1% 19.3% 40.1% 0.0% 10.4% -3.3% 1.2K -5.3K -33 0.00 116.60 N/A N/A 12 0 12 0 2022-07-27 $40.50 $0.00 28.3% 8.1% 20.5% 49.3% 0.0% 13.5% -2.5% 1.5K -9.7K -49 0.00 127.04 N/A N/A 12 0 12 0 2022-07-28 $40.87 $0.00 32.3% 9.3% 20.5% 59.6% 0.0% 9.9% -7.5% 1.7K -10.1K -48 0.00 116.14 N/A N/A 12 0 12 0 2022-07-29 $41.56 $0.00 20.6% 5.9% 20.5% 29.3% 0.0% 4.8% -2.2% 2.1K -11.5K -52 0.00 120.31 N/A N/A 12 0 12 0
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