LRGF Options History — November 2022 In November 2022, LRGF traded between $37.99 and $41.31. ATM implied volatility averaged 29.1%, placing in the 37.7% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 2.9% (HV 20d: 26.2%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-11-01 : Highest Volume — 1 contracts2022-11-16 : Largest IV spike — 25.0% change2022-11-01 : Highest IV Rank — 62.4%2022-11-01 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $39.83 $37.99 $41.31 $39.22 $41.31 ATM IV 29.1% 21.2% 40.4% 40.4% 25.8% Expected Move 7.8% 6.1% 11.6% 11.6% 7.4% HV 20d 26.2% 23.2% 30.1% 24.8% 27.3% HV 60d 27.9% 26.4% 29.1% 26.6% 28.6% IV Rank 37.7% 20.4% 62.4% 62.4% 30.5% IV Percentile 61.6% 25.4% 97.2% 97.2% 48.0% Term Structure -5.7% -16.8% -0.0% -16.8% -7.1% Skew 25d 4.5% -3.5% 10.0% 3.3% 5.2% Skew 10d 2.7% -5.4% 7.9% 7.9% 2.0% Call IV 25d 23.5% 18.5% 30.9% 26.1% 22.7% Put IV 25d 28.0% 21.4% 36.6% 29.4% 27.9% Bid-Ask Spread % 129.54 101.33 145.40 138.69 138.79 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.1K 993 1.4K 1.1K 1.2K Net DEX -29.2K -35.4K -22.8K -27.0K -34.8K Net VEX -89 -99 -73 -98 -75 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 0.81 0 1 1 0 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 2022-11-01 $39.22 $0.00 40.4% 11.6% 24.8% 62.4% 0.0% 3.3% -16.8% 1.1K -27.0K -98 0.00 138.69 N/A N/A 1 0 11 0 2022-11-02 $38.32 $0.00 33.0% 9.5% 26.2% 46.3% 0.0% 8.9% -6.6% 1.1K -25.4K -98 0.00 126.17 N/A N/A 1 0 11 0 2022-11-03 $37.99 $0.00 32.9% 7.1% 26.0% 46.1% 0.0% 3.9% -1.4% 1.2K -22.8K -99 0.00 138.21 N/A N/A 1 0 11 0 2022-11-04 $38.20 $0.00 39.1% 7.7% 23.4% 59.5% 0.0% 5.1% -0.0% 1.2K -23.1K -99 0.00 120.75 N/A N/A 1 0 11 0 2022-11-07 $38.66 $0.00 36.1% 8.4% 23.6% 53.0% 0.0% -1.0% -9.5% 1.3K -23.6K -98 0.00 101.33 N/A N/A 1 0 11 0 2022-11-08 $39.00 $0.00 38.0% 8.3% 23.2% 57.2% 0.0% 8.9% -9.8% 1.2K -24.9K -98 0.00 110.23 N/A N/A 1 0 11 0 2022-11-09 $38.13 $0.00 30.5% 8.7% 24.9% 40.8% 0.0% 8.8% -2.0% 1.2K -23.7K -97 0.00 128.98 N/A N/A 1 0 11 0 2022-11-10 $40.18 $0.00 23.7% 6.8% 30.1% 25.9% 0.0% 4.0% -2.1% 1.2K -31.2K -88 0.00 140.61 N/A N/A 1 0 11 0 2022-11-11 $40.68 $0.00 23.3% 6.7% 28.4% 25.1% 0.0% 8.5% -8.3% 1.1K -31.5K -90 0.00 117.51 N/A N/A 1 0 11 0 2022-11-14 $40.43 $0.00 26.2% 7.5% 27.7% 31.5% 0.0% 10.0% -6.3% 1.1K -31.7K -87 0.00 127.88 N/A N/A 1 0 11 0 2022-11-15 $40.62 $0.00 21.2% 6.1% 27.7% 20.4% 0.0% 2.6% -2.6% 993 -31.2K -88 0.00 126.84 N/A N/A 1 0 11 0 2022-11-16 $40.23 $0.00 26.5% 7.6% 27.5% 32.0% 0.0% 4.5% -3.0% 1.0K -29.9K -91 0.00 121.22 N/A N/A 1 0 11 0 2022-11-17 $39.99 $0.00 25.9% 7.4% 27.5% 30.8% 0.0% 3.2% -4.2% 1.0K -28.2K -91 0.00 120.93 N/A N/A 1 0 11 0 2022-11-18 $40.30 $0.00 26.8% 7.7% 26.4% 32.6% 0.0% -3.5% -6.0% 1.1K -30.1K -88 0.00 134.21 N/A N/A 1 0 11 0 2022-11-21 $40.09 $0.00 26.7% 7.6% 26.3% 32.4% 0.0% 3.6% -5.7% 1.1K -30.1K -88 0.00 125.08 N/A N/A 1 0 11 0 2022-11-22 $40.65 $0.00 23.3% 6.7% 26.1% 25.1% 0.0% 8.6% -0.7% 1.4K -32.4K -81 0.00 134.77 N/A N/A 1 0 11 0 2022-11-23 $40.91 $0.00 24.5% 7.0% 26.0% 27.6% 0.0% 7.0% -3.7% 1.1K -31.9K -82 0.00 141.09 N/A N/A 1 0 11 0 2022-11-25 $40.98 $0.00 26.7% 7.7% 25.9% 32.6% 0.0% 2.5% -6.3% 1.1K -35.4K -73 0.00 145.40 N/A N/A 0 0 11 0 2022-11-28 $40.30 $0.00 27.7% 7.9% 25.9% 34.6% 0.0% -2.3% -8.4% 1.1K -31.7K -81 0.00 137.76 N/A N/A 0 0 11 0 2022-11-29 $40.23 $0.00 33.0% 9.5% 25.9% 46.2% 0.0% 2.7% -8.8% 1.3K -32.5K -76 0.00 143.97 N/A N/A 0 0 11 0 2022-11-30 $41.31 $0.00 25.8% 7.4% 27.3% 30.5% 0.0% 5.2% -7.1% 1.2K -34.8K -75 0.00 138.79 N/A N/A 0 0 11 0
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