LRGF Options History — August 2022

In August 2022, LRGF traded between $40.20 and $43.52. ATM implied volatility averaged 23.4%, placing in the 36.5% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 3.5% (HV 20d: 19.8%). Max pain ranged from $41.00 to $41.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2022-08-31: Highest Volume — 32 contracts
2022-08-10: Largest IV drop — 49.3% change
2022-08-31: Highest IV Rank — 72.0%
2022-08-31: Largest Expected Move — 10.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.99	$40.20	$43.52	$41.43	$40.20
Max Pain	$41.00	$41.00	$41.00	$41.00	$41.00
ATM IV	23.4%	14.9%	37.0%	24.6%	37.0%
Expected Move	6.5%	4.3%	10.6%	7.1%	10.6%
HV 20d	19.8%	17.7%	21.1%	20.4%	20.1%
HV 60d	25.8%	24.4%	28.3%	28.3%	25.1%
IV Rank	36.5%	14.5%	72.0%	39.7%	72.0%
IV Percentile	53.2%	13.5%	93.7%	62.3%	93.7%
Term Structure	-0.5%	-8.7%	16.7%	-2.3%	-8.7%
VWIV	21.8%	15.9%	32.5%	20.7%	32.5%
Skew 25d	4.3%	0.1%	7.7%	4.3%	3.1%
Skew 10d	4.1%	-4.1%	11.4%	-1.4%	-4.1%
Call IV 25d	19.0%	12.8%	29.5%	24.0%	26.8%
Put IV 25d	23.4%	15.7%	34.2%	28.3%	29.9%
Bid-Ask Spread %	130.06	98.29	146.03	110.54	125.35
Gamma HHI	0.59	0.38	0.80	0.66	0.38
Net GEX	3.0K	2.0K	5.8K	2.1K	2.1K
Net DEX	-17.2K	-28.0K	-9.1K	-12.7K	-10.3K
Net VEX	-53	-77	-29	-54	-34
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	5.391	0	32	12	32
Total OI	20.696	12	32	12	32

Daily Data (23 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
2022-08-01	$41.43	$0.00	24.6%	7.1%	20.4%	39.7%	0.0%	4.3%	-2.3%	2.1K	-12.7K	-54	110.54	N/A	N/A	12	12
2022-08-02	$41.25	$0.00	25.1%	7.2%	20.6%	40.9%	0.0%	5.1%	-3.6%	2.2K	-13.8K	-54	98.29	N/A	N/A	12	12
2022-08-03	$41.89	$0.00	31.6%	9.0%	20.9%	57.7%	0.0%	4.7%	-5.3%	2.0K	-16.3K	-61	125.58	N/A	N/A	12	12
2022-08-04	$41.67	$41.00	24.7%	6.2%	21.0%	39.8%	20.7%	6.1%	-5.0%	2.3K	-15.3K	-58	103.32	N/A	N/A	12	12
2022-08-05	$41.71	$41.00	23.4%	6.1%	21.0%	36.5%	20.8%	6.2%	-4.2%	2.2K	-12.7K	-51	101.35	N/A	N/A	12	12
2022-08-08	$41.85	$41.00	25.5%	5.9%	20.1%	42.0%	18.9%	6.8%	-2.2%	2.6K	-17.2K	-58	104.69	N/A	N/A	12	12
2022-08-09	$41.50	$41.00	31.9%	6.6%	19.7%	58.5%	0.0%	4.6%	-1.2%	2.2K	-13.9K	-50	145.43	N/A	N/A	0	12
2022-08-10	$42.48	$41.00	16.2%	4.6%	20.8%	17.7%	0.0%	3.6%	-0.3%	3.3K	-17.6K	-55	133.89	N/A	N/A	0	12
2022-08-11	$42.43	$41.00	20.9%	6.0%	20.5%	30.1%	0.0%	0.9%	-0.3%	2.8K	-18.9K	-57	142.01	N/A	N/A	0	12
2022-08-12	$43.11	$41.00	20.7%	5.9%	20.2%	29.4%	0.0%	6.2%	-0.2%	3.1K	-23.7K	-60	143.31	N/A	N/A	0	12
2022-08-15	$43.36	$41.00	21.2%	6.1%	19.7%	30.9%	0.0%	5.3%	-1.9%	3.1K	-25.5K	-58	143.90	N/A	N/A	0	12
2022-08-16	$43.52	$41.00	15.6%	4.5%	17.7%	16.3%	0.0%	3.9%	1.6%	3.8K	-26.5K	-56	131.20	N/A	N/A	0	12
2022-08-17	$43.13	$41.00	14.9%	4.3%	18.3%	14.5%	15.9%	1.7%	4.4%	4.1K	-22.2K	-52	136.75	N/A	N/A	20	12
2022-08-18	$43.28	$41.00	16.4%	4.7%	18.2%	18.3%	0.0%	4.3%	15.8%	5.8K	-28.0K	-77	131.95	N/A	N/A	0	32
2022-08-19	$42.60	$41.00	16.3%	4.7%	19.0%	18.1%	0.0%	0.1%	16.7%	4.5K	-19.6K	-61	132.45	N/A	N/A	0	32
2022-08-22	$41.66	$41.00	24.3%	7.0%	21.1%	38.8%	0.0%	2.4%	1.1%	3.4K	-16.8K	-58	140.61	N/A	N/A	0	32
2022-08-23	$41.68	$41.00	25.7%	7.4%	20.5%	42.4%	0.0%	4.6%	1.2%	3.5K	-17.7K	-62	146.03	N/A	N/A	0	32
2022-08-24	$41.84	$41.00	16.6%	4.8%	17.8%	18.9%	0.0%	4.1%	1.8%	3.1K	-11.0K	-34	129.64	N/A	N/A	0	32
2022-08-25	$42.32	$41.00	24.7%	7.1%	17.9%	40.0%	0.0%	6.2%	-3.3%	4.2K	-20.9K	-62	144.87	N/A	N/A	0	32
2022-08-26	$41.07	$41.00	25.0%	7.2%	20.3%	40.7%	0.0%	3.4%	-4.7%	3.0K	-16.6K	-55	137.17	N/A	N/A	0	32
2022-08-29	$40.85	$41.00	27.9%	8.0%	20.3%	48.2%	0.0%	4.5%	-6.0%	2.4K	-10.0K	-33	143.38	N/A	N/A	0	32
2022-08-30	$40.87	$41.00	27.6%	7.9%	20.3%	47.5%	0.0%	7.7%	-5.4%	2.3K	-9.1K	-29	139.63	N/A	N/A	0	32
2022-08-31	$40.20	$41.00	37.0%	10.6%	20.1%	72.0%	32.5%	3.1%	-8.7%	2.1K	-10.3K	-34	125.35	N/A	N/A	32	32