LRGF Options History — July 2023 In July 2023, LRGF traded between $44.09 and $45.97. ATM implied volatility averaged 15.6%, placing in the 6.1% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 4.7% (HV 20d: 10.9%). Max pain ranged from $38.00 to $42.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-17 : Highest Volume — 180 contracts2023-07-12 : Largest IV drop — 42.8% change2023-07-11 : Highest IV Rank — 11.5%2023-07-31 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $45.27 $44.09 $45.97 $44.64 $45.97 Max Pain $41.60 $38.00 $42.00 $38.00 $42.00 ATM IV 15.6% 11.6% 20.5% 15.3% 18.7% Expected Move 4.2% 3.3% 5.4% 4.4% 5.4% HV 20d 10.9% 9.6% 12.0% 10.9% 9.6% HV 60d 12.4% 11.4% 12.9% 12.5% 11.4% IV Rank 6.1% 1.7% 11.5% 5.7% 9.5% IV Percentile 12.8% 1.6% 34.9% 7.5% 31.7% Term Structure -1.7% -5.5% 2.4% -3.2% -4.8% Skew 25d 3.0% -0.2% 9.4% 8.4% 1.6% Skew 10d 2.6% -1.2% 8.0% 8.0% 1.1% Call IV 25d 12.0% 8.4% 14.9% 8.4% 14.9% Put IV 25d 15.0% 13.2% 17.8% 16.8% 16.6% Bid-Ask Spread % 145.78 139.99 153.06 142.81 147.69 Gamma HHI 0.39 0.28 0.51 0.42 0.41 Net GEX -5.8K -23.2K 8.6K 1.2K -20.0K Net DEX -46.2K -103.0K 25.5K -59.9K 1.9K Net VEX -517 -941 -94 -95 -920 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 13.25 0 180 0 0 Total OI 219.25 117 341 117 312
Daily Data (20 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 2023-07-03 $44.64 $38.00 15.3% 4.4% 10.9% 5.7% 0.0% 8.4% -3.2% 1.2K -59.9K -95 0.00 142.81 N/A N/A 0 0 23 94 2023-07-05 $44.56 $38.00 17.6% 5.0% 10.8% 8.3% 0.0% 9.4% -1.2% 784 -59.5K -94 0.00 145.76 N/A N/A 0 0 23 94 2023-07-06 $44.09 $42.00 17.5% 4.5% 11.7% 8.1% 0.0% 3.2% -0.3% -1.6K -38.8K -157 0.00 139.99 N/A N/A 0 0 23 94 2023-07-07 $44.16 $42.00 18.0% 4.0% 11.4% 8.8% 0.0% 2.4% 2.4% -1.4K -39.8K -154 0.00 142.59 N/A N/A 20 0 23 94 2023-07-10 $44.22 $42.00 17.9% 3.4% 11.4% 8.6% 0.0% 3.2% -1.2% 3.2K -76.9K -259 0.00 147.47 N/A N/A 0 0 43 94 2023-07-11 $44.56 $42.00 20.5% 3.3% 11.6% 11.5% 0.0% 4.4% -1.4% 4.6K -83.5K -258 0.00 153.06 N/A N/A 0 0 43 94 2023-07-12 $44.95 $42.00 11.7% 3.4% 11.6% 1.9% 0.0% 1.9% -1.7% 6.8K -92.7K -250 0.00 145.93 N/A N/A 0 0 43 94 2023-07-13 $45.39 $42.00 13.2% 3.8% 11.8% 3.5% 0.0% 4.3% -1.4% 8.6K -103.0K -258 0.00 145.41 N/A N/A 0 0 43 94 2023-07-14 $45.22 $42.00 12.4% 3.6% 12.0% 2.6% 0.0% 1.2% -2.4% 7.4K -100.6K -263 0.00 147.49 N/A N/A 0 24 43 94 2023-07-17 $45.50 $42.00 15.4% 4.4% 10.9% 5.9% 0.0% 4.4% -5.5% 3.4K -88.6K -388 0.00 145.02 N/A N/A 0 180 43 118 2023-07-18 $45.89 $42.00 11.6% 3.3% 11.0% 1.7% 0.0% 3.3% 1.7% -10.7K -12.7K -933 0.00 141.79 N/A N/A 0 0 43 298 2023-07-19 $45.97 $42.00 15.6% 4.5% 10.6% 6.1% 0.0% 2.3% -2.9% -9.0K -37.4K -849 0.00 148.25 N/A N/A 0 0 43 298 2023-07-20 $45.61 $42.00 16.0% 4.6% 10.9% 6.5% 0.0% 1.1% -2.2% -13.3K -28.9K -835 0.00 147.24 N/A N/A 0 0 43 298 2023-07-21 $45.66 $42.00 16.2% 4.7% 10.9% 6.8% 0.0% 1.4% -2.7% -11.3K -22.2K -830 0.00 149.66 N/A N/A 0 0 43 298 2023-07-24 $45.78 $42.00 16.6% 4.8% 10.4% 7.2% 0.0% 1.8% -2.6% -16.2K -31.1K -679 0.00 150.02 N/A N/A 0 0 33 238 2023-07-25 $45.97 $42.00 14.3% 4.1% 10.2% 4.7% 0.0% 1.6% -2.5% -13.9K -33.3K -675 0.00 147.77 N/A N/A 0 0 33 238 2023-07-26 $45.81 $42.00 13.0% 3.7% 9.9% 3.2% 0.0% 2.5% 1.2% -15.8K -18.8K -721 0.00 142.20 N/A N/A 0 20 33 238 2023-07-27 $45.45 $42.00 15.8% 4.5% 10.4% 6.3% 0.0% -0.2% -0.1% -23.2K 25.5K -941 0.00 141.81 N/A N/A 0 0 33 258 2023-07-28 $45.91 $42.00 14.4% 4.1% 10.7% 4.8% 0.0% 2.2% -3.5% -16.4K -22.8K -773 0.00 143.70 N/A N/A 0 21 33 258 2023-07-31 $45.97 $42.00 18.7% 5.4% 9.6% 9.5% 0.0% 1.6% -4.8% -20.0K 1.9K -920 0.00 147.69 N/A N/A 0 0 33 279
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