LRGF Options History — October 2022 In October 2022, LRGF traded between $36.37 and $39.52. ATM implied volatility averaged 33.9%, placing in the 49.7% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 3.9% (HV 20d: 30.0%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-10-03 : Highest Volume — 1 contracts2022-10-31 : Largest IV spike — 51.7% change2022-10-11 : Highest IV Rank — 77.7%2022-10-31 : Largest Expected Move — 11.3%Monthly Statistics Metric Avg Min Max Open Close Price $37.77 $36.37 $39.52 $37.24 $39.37 ATM IV 33.9% 25.9% 46.8% 37.0% 39.3% Expected Move 9.2% 7.2% 11.3% 10.6% 11.3% HV 20d 30.0% 26.4% 33.9% 32.2% 26.4% HV 60d 26.1% 25.1% 26.6% 25.1% 26.6% IV Rank 49.7% 30.8% 77.7% 57.4% 60.1% IV Percentile 83.5% 55.6% 99.2% 92.5% 96.0% Term Structure -5.4% -15.4% 7.4% -4.6% -15.4% Skew 25d 10.4% 2.3% 20.0% 16.9% 10.9% Skew 10d 10.4% -6.2% 24.3% 2.5% 5.5% Call IV 25d 26.3% 19.9% 33.1% 21.1% 27.0% Put IV 25d 36.7% 24.2% 43.2% 38.0% 37.9% Bid-Ask Spread % 121.83 106.14 150.21 122.96 131.00 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.1K 943 1.2K 1.1K 1.1K Net DEX -22.1K -27.6K -18.1K -20.2K -27.6K Net VEX -104 -110 -98 -109 -98 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 1 1 1 1 1 Total OI 11 11 11 11 11
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 2022-10-03 $37.24 $0.00 37.0% 10.6% 32.2% 57.4% 0.0% 16.9% -4.6% 1.1K -20.2K -109 0.00 122.96 N/A N/A 1 0 11 0 2022-10-04 $38.28 $0.00 33.6% 9.6% 33.9% 50.2% 0.0% 13.9% -8.7% 1.1K -23.7K -110 0.00 118.16 N/A N/A 1 0 11 0 2022-10-05 $38.49 $0.00 32.6% 9.3% 33.3% 48.2% 0.0% 14.0% -6.0% 1.0K -24.2K -110 0.00 120.87 N/A N/A 1 0 11 0 2022-10-06 $38.05 $0.00 31.3% 7.2% 33.4% 45.5% 0.0% 2.3% 1.0% 1.0K -24.4K -108 0.00 150.21 N/A N/A 1 0 11 0 2022-10-07 $36.89 $0.00 37.5% 7.4% 33.4% 58.5% 0.0% 10.2% 7.4% 1.0K -20.5K -108 0.00 112.69 N/A N/A 1 0 11 0 2022-10-10 $36.77 $0.00 37.1% 8.8% 33.1% 57.5% 0.0% 12.8% -11.8% 969 -18.1K -105 0.00 106.84 N/A N/A 1 0 11 0 2022-10-11 $36.40 $0.00 46.8% 9.5% 29.9% 77.7% 0.0% 12.0% -1.9% 1.0K -19.2K -105 0.00 119.39 N/A N/A 1 0 11 0 2022-10-12 $36.46 $0.00 35.1% 10.1% 29.7% 53.3% 0.0% 11.2% -0.4% 989 -18.4K -104 0.00 131.50 N/A N/A 1 0 11 0 2022-10-13 $37.22 $0.00 27.8% 8.0% 29.6% 38.3% 0.0% 20.0% -4.8% 1.0K -19.4K -105 0.00 114.44 N/A N/A 1 0 11 0 2022-10-14 $36.37 $0.00 30.9% 8.9% 27.6% 44.8% 0.0% 7.9% 0.8% 943 -19.1K -103 0.00 113.15 N/A N/A 1 0 11 0 2022-10-17 $37.30 $0.00 28.1% 8.0% 29.2% 38.8% 0.0% 2.9% -0.0% 1.1K -20.3K -104 0.00 106.14 N/A N/A 1 0 11 0 2022-10-18 $37.67 $0.00 33.8% 9.7% 29.5% 49.0% 0.0% 3.9% -12.1% 1.0K -21.3K -105 0.00 128.85 N/A N/A 1 0 11 0 2022-10-19 $37.22 $0.00 33.9% 9.7% 29.2% 49.3% 0.0% 10.1% -2.9% 989 -21.1K -104 0.00 129.60 N/A N/A 1 0 11 0 2022-10-20 $36.98 $0.00 30.6% 8.8% 29.3% 41.0% 0.0% 7.5% -3.8% 1.1K -20.4K -103 0.00 138.75 N/A N/A 1 0 11 0 2022-10-21 $37.92 $0.00 29.6% 8.5% 29.2% 38.9% 0.0% 5.0% -9.6% 1.1K -20.9K -103 0.00 114.64 N/A N/A 1 0 11 0 2022-10-24 $38.37 $0.00 38.1% 10.9% 29.1% 57.4% 0.0% 8.2% -13.6% 1.2K -22.5K -103 0.00 121.57 N/A N/A 1 0 11 0 2022-10-25 $39.04 $0.00 36.2% 10.4% 29.4% 53.3% 0.0% 14.3% -11.9% 1.1K -24.7K -103 0.00 112.50 N/A N/A 1 0 11 0 2022-10-26 $38.87 $0.00 33.2% 9.5% 28.4% 46.6% 0.0% 12.9% -5.6% 1.1K -25.5K -102 0.00 113.40 N/A N/A 1 0 11 0 2022-10-27 $38.73 $0.00 33.6% 9.6% 26.7% 47.6% 0.0% 11.3% -5.6% 1.1K -25.7K -101 0.00 129.68 N/A N/A 1 0 11 0 2022-10-28 $39.52 $0.00 25.9% 7.4% 27.1% 30.8% 0.0% 9.1% -4.4% 1.2K -26.4K -100 0.00 121.98 N/A N/A 1 0 11 0 2022-10-31 $39.37 $0.00 39.3% 11.3% 26.4% 60.1% 0.0% 10.9% -15.4% 1.1K -27.6K -98 0.00 131.00 N/A N/A 1 0 11 0
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