LRGF Options History — March 2023

In March 2023, LRGF traded between $39.16 and $41.36. ATM implied volatility averaged 24.2%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 7.0% (HV 20d: 17.2%). Max pain ranged from $38.00 to $38.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-03-13: Highest Volume — 20 contracts
  • 2023-03-13: Largest IV spike — 75.6% change
  • 2023-03-13: Highest IV Rank — 87.4%
  • 2023-03-03: Largest Expected Move — 7.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.25$39.16$41.36$40.47$41.30
Max Pain$38.00$38.00$38.00$38.00$38.00
ATM IV24.2%13.0%51.8%24.3%17.6%
Expected Move5.8%3.7%7.3%7.0%5.1%
HV 20d17.2%13.3%19.7%15.5%19.5%
HV 60d17.0%16.4%17.5%16.9%16.9%
IV Rank27.1%2.8%87.4%27.5%12.9%
IV Percentile34.4%0.4%99.6%39.7%8.7%
Term Structure-1.2%-6.8%18.8%-5.4%-0.3%
Skew 25d4.4%-1.9%14.3%3.6%4.1%
Skew 10d2.3%-5.6%9.3%9.0%-4.2%
Call IV 25d16.1%7.2%20.0%18.6%14.9%
Put IV 25d20.4%16.2%27.9%22.2%19.1%
Bid-Ask Spread %138.21117.56153.13125.40136.94
Gamma HHI0.520.390.680.510.53
Net GEX932-1512.3K4081.3K
Net DEX-34.7K-46.0K-24.5K-36.5K-40.6K
Net VEX-85-126-21-23-109
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume102000
Total OI14.30412161413

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$40.47$38.0024.3%7.0%15.5%27.5%0.0%3.6%-5.4%408-36.5K-230.00125.40N/AN/A00113
2023-03-02$40.75$38.0024.2%6.9%13.3%27.1%0.0%3.5%-6.3%338-37.5K-220.00140.54N/AN/A00113
2023-03-03$41.34$38.0025.4%7.3%14.4%29.9%0.0%4.3%-5.1%386-38.5K-210.00140.36N/AN/A20113
2023-03-06$41.36$0.0026.2%5.1%14.3%31.5%0.0%1.8%0.6%100-46.0K-350.00151.47N/AN/A00133
2023-03-07$40.78$0.0020.5%4.4%14.9%19.1%0.0%2.4%0.0%300-43.0K-380.00144.24N/AN/A00133
2023-03-08$40.80$0.0029.8%5.3%14.0%39.3%0.0%3.9%-1.1%322-42.7K-380.00153.13N/AN/A00133
2023-03-09$40.00$0.0026.0%5.3%15.2%31.1%0.0%2.8%4.7%935-37.8K-410.00134.71N/AN/A00133
2023-03-10$39.16$0.0029.5%5.6%16.5%38.8%0.0%0.8%-0.9%2.3K-28.2K-470.00135.67N/AN/A00133
2023-03-13$39.27$0.0051.8%6.8%16.6%87.4%0.0%5.2%-0.5%2.1K-28.1K-400.00141.00N/AN/A200133
2023-03-14$39.59$0.0041.2%6.2%16.2%64.3%0.0%3.3%-2.8%576-26.6K-1230.00152.79N/AN/A00133
2023-03-15$39.31$0.0021.7%6.2%16.0%21.7%0.0%10.6%-4.5%258-24.5K-1220.00128.36N/AN/A00133
2023-03-16$40.12$0.0019.8%5.7%18.2%17.5%0.0%8.1%18.8%-151-28.0K-1260.00138.15N/AN/A00133
2023-03-17$39.59$0.0021.3%6.1%18.3%20.8%0.0%5.5%-2.0%153-26.5K-1180.00131.71N/AN/A00133
2023-03-20$39.98$0.0018.9%5.4%18.8%15.7%0.0%4.3%2.1%1.3K-31.0K-1180.00133.10N/AN/A00120
2023-03-21$40.64$0.0019.8%5.7%19.0%17.5%0.0%5.0%-1.5%1.3K-33.0K-1120.00149.36N/AN/A00120
2023-03-22$40.22$0.0020.9%6.0%19.2%19.9%0.0%-1.9%-5.6%1.2K-34.6K-1060.00143.82N/AN/A10120
2023-03-23$39.80$0.0019.1%5.5%19.1%16.0%0.0%-1.5%-6.8%1.5K-34.7K-1260.00130.70N/AN/A00130
2023-03-24$39.92$0.0022.0%6.3%18.7%22.5%0.0%11.2%-4.1%1.5K-34.5K-1250.00124.22N/AN/A00130
2023-03-27$40.17$0.0021.7%6.2%18.8%21.8%0.0%3.5%-3.8%1.4K-35.3K-1210.00146.59N/AN/A00130
2023-03-28$39.93$0.0022.0%6.3%18.9%22.4%0.0%0.4%-3.6%1.4K-34.5K-1240.00146.46N/AN/A00130
2023-03-29$40.55$0.0013.0%3.7%19.7%2.8%0.0%14.3%3.6%1.4K-37.0K-1160.00132.52N/AN/A00130
2023-03-30$40.78$0.0019.1%5.5%19.6%16.2%0.0%5.5%-2.3%1.3K-39.6K-1090.00117.56N/AN/A00130
2023-03-31$41.30$0.0017.6%5.1%19.5%12.9%0.0%4.1%-0.3%1.3K-40.6K-1090.00136.94N/AN/A00130