LRGF Options History — August 2023

In August 2023, LRGF traded between $43.86 and $45.97. ATM implied volatility averaged 16.4%, placing in the 7.0% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 5.8% (HV 20d: 10.6%). Max pain ranged from $42.00 to $43.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 5 of 23 days.

Notable Days

  • 2023-08-04: Highest Volume — 20 contracts
  • 2023-08-14: Largest IV spike — 43.6% change
  • 2023-08-08: Highest IV Rank — 14.2%
  • 2023-08-02: Largest Expected Move — 5.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.81$43.86$45.97$45.97$45.50
Max Pain$42.91$42.00$43.00$42.00$43.00
ATM IV16.4%11.4%22.9%15.4%17.8%
Expected Move4.3%3.1%5.3%4.4%5.1%
HV 20d10.6%9.4%13.0%9.6%12.2%
HV 60d11.1%10.9%11.4%11.1%11.2%
IV Rank7.0%1.5%14.2%5.9%8.5%
IV Percentile19.9%1.6%59.1%11.5%30.2%
Term Structure-0.8%-7.6%18.1%-3.5%-1.3%
Skew 25d2.7%-2.7%7.1%1.9%2.4%
Skew 10d1.0%-5.7%4.1%1.2%-5.7%
Call IV 25d12.6%8.3%15.9%14.2%15.1%
Put IV 25d15.3%9.6%18.3%16.1%17.5%
Bid-Ask Spread %134.96114.67145.46145.46139.05
Gamma HHI0.420.320.500.320.35
Net GEX-30.0K-46.2K-10.2K-10.2K-12.4K
Net DEX19.9K-49.2K88.8K-49.2K-38.0K
Net VEX-743-1.0K-356-591-356
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.8702000
Total OI315.217298332312298

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$45.97$42.0015.4%4.4%9.6%5.9%0.0%1.9%-3.5%-10.2K-49.2K-5910.00145.46N/AN/A0033279
2023-08-02$45.36$42.0018.4%5.3%10.9%9.1%0.0%1.2%-5.0%-25.6K24.8K-9820.00144.96N/AN/A0033279
2023-08-03$45.30$43.0016.6%3.5%10.1%7.2%0.0%2.5%1.8%-25.8K26.6K-9860.00131.32N/AN/A0033279
2023-08-04$45.03$43.0017.7%3.7%10.4%8.4%0.0%1.7%-1.1%-26.1K19.6K-9370.00131.06N/AN/A02033279
2023-08-07$45.33$43.0019.8%3.2%10.6%10.7%0.0%4.1%3.7%-24.8K17.2K-9380.00131.20N/AN/A0033299
2023-08-08$45.22$43.0022.9%3.1%10.4%14.2%0.0%2.3%3.6%-26.1K19.9K-9280.00132.87N/AN/A0033299
2023-08-09$45.00$43.0015.9%4.6%10.2%6.4%0.0%4.4%-3.0%-29.1K29.2K-8280.00135.79N/AN/A0033299
2023-08-10$44.81$43.0015.1%4.3%9.6%5.6%0.0%3.8%-2.6%-28.4K31.0K-8290.00131.04N/AN/A0033299
2023-08-11$44.86$43.0011.4%3.3%9.5%1.5%0.0%1.3%-0.7%-25.5K-21.1K-4550.00133.26N/AN/A0033299
2023-08-14$45.06$43.0016.4%4.7%9.4%7.0%0.0%-2.7%-6.5%-25.7K12.4K-7630.00114.67N/AN/A0033299
2023-08-15$44.55$43.0014.3%4.1%9.5%4.7%0.0%2.4%-7.6%-35.5K41.6K-8070.00131.25N/AN/A0033299
2023-08-16$44.32$43.0016.9%4.8%9.5%7.5%0.0%4.9%-3.2%-42.2K81.5K-1.0K0.00137.35N/AN/A0033299
2023-08-17$43.86$43.0014.2%4.1%9.8%4.6%0.0%5.1%18.1%-46.2K78.4K-9370.00127.26N/AN/A0033299
2023-08-18$44.00$43.0014.7%4.2%9.9%5.1%0.0%6.7%4.9%-45.6K88.8K-9920.00129.15N/AN/A0033299
2023-08-21$44.30$43.0017.9%5.1%10.2%8.6%0.0%0.7%-3.4%-44.2K42.5K-8230.00140.99N/AN/A0033265
2023-08-22$44.03$43.0015.2%4.4%10.1%5.7%0.0%0.7%-1.0%-45.3K71.9K-8620.00136.57N/AN/A0033265
2023-08-23$44.61$43.0017.2%4.9%11.5%7.9%0.0%2.8%-3.3%-34.1K-5.8K-4190.00141.32N/AN/A0033265
2023-08-24$44.08$43.0016.0%4.6%11.8%6.5%0.0%4.1%-1.0%-34.4K38.5K-6670.00135.42N/AN/A0033265
2023-08-25$44.34$43.0015.6%4.5%11.4%6.1%0.0%-1.2%-1.8%-39.7K-12.7K-4790.00135.12N/AN/A0033265
2023-08-28$44.54$43.0016.9%4.8%11.6%7.5%0.0%-1.5%-3.8%-31.8K17.2K-6500.00140.00N/AN/A0033265
2023-08-29$45.22$43.0015.3%4.4%13.0%5.8%0.0%7.1%-0.8%-17.4K-21.2K-4850.00142.59N/AN/A0033265
2023-08-30$45.39$43.0016.3%4.7%12.2%6.9%0.0%6.7%-1.5%-12.9K-36.4K-3650.00136.30N/AN/A0033265
2023-08-31$45.50$43.0017.8%5.1%12.2%8.5%0.0%2.4%-1.3%-12.4K-38.0K-3560.00139.05N/AN/A0033265