LRGF Options History — May 2023 In May 2023, LRGF traded between $40.53 and $42.20. ATM implied volatility averaged 19.0%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 4.6% (HV 20d: 14.4%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2023-05-31 : Highest Volume — 60 contracts2023-05-10 : Largest IV drop — 32.5% change2023-05-09 : Highest IV Rank — 30.9%2023-05-30 : Largest Expected Move — 6.1%Monthly Statistics Metric Avg Min Max Open Close Price $41.49 $40.53 $42.20 $41.80 $42.00 ATM IV 19.0% 15.4% 24.7% 15.4% 19.3% Expected Move 5.2% 4.4% 6.1% 4.4% 5.5% HV 20d 14.4% 12.5% 15.5% 12.5% 12.8% HV 60d 15.6% 15.2% 16.1% 15.5% 15.3% IV Rank 18.8% 11.3% 30.9% 11.3% 19.4% IV Percentile 18.6% 4.4% 46.4% 4.4% 23.4% Term Structure -2.5% -6.8% 4.8% -4.7% -4.2% Skew 25d 6.5% 0.7% 12.3% 0.7% 5.7% Skew 10d 7.2% 0.9% 10.0% 0.9% 9.7% Call IV 25d 11.5% 7.5% 16.4% 9.8% 15.0% Put IV 25d 18.1% 10.4% 21.6% 10.4% 20.6% Bid-Ask Spread % 136.21 126.29 148.72 143.02 134.73 Gamma HHI 0.50 0.43 0.56 0.44 0.51 Net GEX 1.4K 1.3K 1.6K 1.4K 1.4K Net DEX -42.1K -46.7K -38.3K -46.1K -42.5K Net VEX -82 -102 -59 -67 -82 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 2.727 0 60 0 60 Total OI 13 13 13 13 13
Daily Data (22 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 2023-05-01 $41.80 $0.00 15.4% 4.4% 12.5% 11.3% 0.0% 0.7% -4.7% 1.4K -46.1K -67 0.00 143.02 N/A N/A 0 0 13 0 2023-05-02 $41.20 $0.00 19.7% 5.6% 13.3% 20.3% 0.0% 4.3% -3.3% 1.3K -38.3K -102 0.00 135.80 N/A N/A 0 0 13 0 2023-05-03 $40.97 $0.00 21.1% 6.1% 12.9% 23.4% 0.0% 2.5% -4.6% 1.4K -38.9K -99 0.00 141.81 N/A N/A 0 0 13 0 2023-05-04 $40.53 $0.00 19.5% 4.7% 13.5% 20.0% 0.0% 7.2% -1.8% 1.5K -38.4K -96 0.00 136.27 N/A N/A 0 0 13 0 2023-05-05 $41.34 $0.00 22.4% 5.0% 15.3% 25.9% 0.0% 6.0% -1.6% 1.5K -42.9K -80 0.00 137.18 N/A N/A 0 0 13 0 2023-05-08 $41.36 $0.00 21.7% 4.8% 15.3% 24.5% 0.0% 9.2% -0.7% 1.3K -38.6K -102 0.00 132.91 N/A N/A 0 0 13 0 2023-05-09 $41.21 $0.00 24.7% 5.2% 15.3% 30.9% 0.0% 12.3% -2.3% 1.4K -38.6K -101 0.00 133.69 N/A N/A 0 0 13 0 2023-05-10 $41.38 $0.00 16.7% 4.8% 15.3% 14.0% 0.0% 9.3% -2.5% 1.5K -43.6K -78 0.00 135.76 N/A N/A 0 0 13 0 2023-05-11 $41.20 $0.00 17.5% 5.0% 14.6% 15.7% 0.0% 10.1% -2.6% 1.6K -42.4K -78 0.00 137.69 N/A N/A 0 0 13 0 2023-05-12 $41.13 $0.00 18.0% 5.2% 14.6% 16.8% 0.0% 3.9% -2.5% 1.6K -41.8K -83 0.00 139.57 N/A N/A 0 0 13 0 2023-05-15 $41.34 $0.00 18.3% 5.2% 14.7% 17.3% 0.0% 9.7% -2.1% 1.6K -44.0K -70 0.00 135.66 N/A N/A 0 0 13 0 2023-05-16 $41.11 $0.00 18.9% 5.4% 14.8% 18.7% 0.0% 7.1% -3.0% 1.6K -41.6K -82 0.00 142.63 N/A N/A 0 0 13 0 2023-05-17 $41.55 $0.00 17.5% 5.0% 15.3% 15.7% 0.0% 10.5% -1.0% 1.5K -43.1K -74 0.00 132.08 N/A N/A 0 0 13 0 2023-05-18 $41.97 $0.00 15.9% 4.6% 15.4% 12.4% 0.0% 7.7% 4.8% 1.5K -41.4K -89 0.00 133.35 N/A N/A 0 0 13 0 2023-05-19 $41.89 $0.00 17.8% 5.1% 15.5% 16.4% 0.0% 4.2% -2.9% 1.4K -46.7K -59 0.00 129.22 N/A N/A 0 0 13 0 2023-05-22 $41.95 $0.00 17.7% 5.1% 15.4% 16.2% 0.0% 4.0% -1.3% 1.4K -41.6K -87 0.00 126.29 N/A N/A 0 0 13 0 2023-05-23 $41.61 $0.00 18.7% 5.4% 14.3% 18.2% 0.0% 3.7% -3.0% 1.5K -44.7K -69 0.00 138.27 N/A N/A 0 0 13 0 2023-05-24 $41.28 $0.00 19.4% 5.6% 14.5% 19.7% 0.0% 9.0% -6.8% 1.5K -39.6K -89 0.00 148.72 N/A N/A 0 0 13 0 2023-05-25 $41.67 $0.00 18.6% 5.3% 13.4% 18.0% 0.0% 2.2% -1.2% 1.4K -39.5K -92 0.00 134.56 N/A N/A 0 0 13 0 2023-05-26 $42.17 $0.00 16.8% 4.8% 13.8% 14.2% 0.0% 9.0% -2.1% 1.3K -46.5K -63 0.00 134.63 N/A N/A 0 0 13 0 2023-05-30 $42.20 $0.00 21.4% 6.1% 13.8% 23.9% 0.0% 5.4% -5.7% 1.3K -45.5K -69 0.00 132.82 N/A N/A 0 0 13 0 2023-05-31 $42.00 $0.00 19.3% 5.5% 12.8% 19.4% 0.0% 5.7% -4.2% 1.4K -42.5K -82 0.00 134.73 N/A N/A 0 60 13 0
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