LRGF Options History — June 2023 In June 2023, LRGF traded between $42.24 and $44.64. ATM implied volatility averaged 23.6%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 11.8% (HV 20d: 11.8%). Max pain ranged from $38.00 to $38.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-06-16 : Highest Volume — 24 contracts2023-06-09 : Largest IV spike — 167.3% change2023-06-09 : Highest IV Rank — 100.0%2023-06-01 : Largest Expected Move — 5.9%Monthly Statistics Metric Avg Min Max Open Close Price $43.52 $42.24 $44.64 $42.24 $44.64 Max Pain $38.00 $38.00 $38.00 $38.00 $38.00 ATM IV 23.6% 11.1% 101.2% 20.5% 15.1% Expected Move 4.3% 3.2% 5.9% 5.9% 4.3% HV 20d 11.8% 11.3% 13.0% 12.7% 12.2% HV 60d 13.4% 12.4% 15.5% 15.1% 12.6% IV Rank 19.6% 1.2% 100.0% 22.1% 5.5% IV Percentile 30.1% 0.8% 100.0% 27.8% 7.1% Term Structure -1.6% -6.2% 2.2% -5.5% -1.2% VWIV 9.3% 9.3% 9.3% 9.3% 9.3% Skew 25d 3.3% -0.4% 8.9% 6.2% 8.9% Skew 10d 4.1% 1.0% 8.7% 8.7% 1.2% Call IV 25d 11.8% 6.8% 15.9% 12.6% 6.8% Put IV 25d 15.1% 13.0% 19.1% 18.8% 15.7% Bid-Ask Spread % 146.14 129.59 154.12 129.59 143.75 Gamma HHI 0.48 0.33 0.79 0.64 0.45 Net GEX -108 -1.5K 3.3K -1.5K 2.0K Net DEX -48.5K -65.4K -35.2K -40.1K -62.0K Net VEX -92 -176 -15 -109 -88 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 2.095 0 24 0 0 Total OI 89 73 117 73 117
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 2023-06-01 $42.24 $0.00 20.5% 5.9% 12.7% 22.1% 0.0% 6.2% -5.5% -1.5K -40.1K -109 0.00 129.59 N/A N/A 0 0 13 60 2023-06-02 $43.00 $0.00 18.6% 5.3% 13.0% 18.0% 0.0% 3.2% -4.5% -391 -47.2K -68 0.00 136.84 N/A N/A 0 0 13 60 2023-06-05 $42.89 $38.00 23.0% 4.4% 11.5% 27.4% 0.0% 2.1% -1.1% -656 -45.3K -80 0.00 153.67 N/A N/A 0 0 13 60 2023-06-06 $43.05 $38.00 20.6% 4.4% 11.5% 22.3% 0.0% 3.0% -0.9% -595 -46.5K -65 0.00 154.12 N/A N/A 0 0 13 60 2023-06-07 $42.83 $38.00 37.1% 4.8% 11.6% 57.0% 0.0% 0.9% -4.3% -80 -49.1K -58 0.00 149.33 N/A N/A 0 0 13 60 2023-06-08 $43.03 $38.00 37.9% 4.2% 11.7% 58.6% 0.0% 4.0% -0.7% -22 -50.0K -50 0.00 152.79 N/A N/A 0 0 13 60 2023-06-09 $43.05 $38.00 101.2% 4.2% 11.4% 100.0% 0.0% 3.7% -1.1% -646 -45.8K -81 0.00 152.35 N/A N/A 0 0 13 60 2023-06-12 $43.39 $38.00 35.0% 4.5% 11.5% 27.3% 0.0% 5.7% -1.5% 235 -52.2K -37 0.00 152.38 N/A N/A 0 0 13 60 2023-06-13 $43.70 $38.00 33.6% 3.8% 11.6% 25.9% 0.0% 3.4% -3.6% 599 -50.6K -47 0.00 138.75 N/A N/A 0 0 13 60 2023-06-14 $43.66 $38.00 11.9% 3.4% 11.3% 2.0% 0.0% 1.0% -1.5% 309 -53.1K -22 0.00 141.45 N/A N/A 0 0 13 60 2023-06-15 $44.36 $38.00 14.0% 4.0% 11.9% 4.4% 9.3% 5.4% 2.2% 404 -56.1K -15 0.00 140.06 N/A N/A 10 0 13 60 2023-06-16 $44.17 $38.00 12.5% 3.6% 11.9% 2.7% 0.0% -0.4% -1.5% 3.3K -65.4K -61 0.00 144.18 N/A N/A 0 24 23 60 2023-06-20 $43.91 $38.00 16.3% 4.7% 12.2% 6.9% 0.0% 5.7% -1.9% -54 -45.4K -176 0.00 146.54 N/A N/A 0 0 23 84 2023-06-21 $43.72 $38.00 11.1% 3.2% 12.4% 1.2% 0.0% 0.3% -1.3% -506 -44.5K -139 0.00 145.78 N/A N/A 0 0 23 84 2023-06-22 $43.77 $38.00 11.3% 3.2% 11.8% 1.4% 0.0% 1.9% -0.6% -584 -45.1K -128 0.00 146.56 N/A N/A 0 0 23 84 2023-06-23 $43.47 $38.00 13.0% 3.7% 11.7% 3.3% 0.0% 1.8% 0.9% -1.0K -43.3K -138 0.00 148.65 N/A N/A 0 0 23 84 2023-06-26 $43.36 $38.00 17.3% 5.0% 11.5% 8.0% 0.0% 2.1% 0.9% -1.2K -35.2K -176 0.00 149.56 N/A N/A 0 0 23 84 2023-06-27 $43.89 $38.00 14.1% 4.1% 11.5% 4.5% 0.0% 4.5% 1.8% -270 -46.9K -127 0.00 143.74 N/A N/A 0 0 23 84 2023-06-28 $43.78 $38.00 15.0% 4.3% 11.6% 5.5% 0.0% 2.4% -2.3% -333 -44.3K -139 0.00 150.14 N/A N/A 0 10 23 84 2023-06-29 $43.98 $38.00 16.5% 4.7% 11.4% 7.1% 0.0% 4.3% -6.2% -1.3K -50.4K -127 0.00 148.77 N/A N/A 0 0 23 94 2023-06-30 $44.64 $38.00 15.1% 4.3% 12.2% 5.5% 0.0% 8.9% -1.2% 2.0K -62.0K -88 0.00 143.75 N/A N/A 0 0 23 94
« May 2023 | All History | Jul 2023 » Home LRGF History June 2023