LRGF Options History — September 2023

In September 2023, LRGF traded between $43.02 and $45.53. ATM implied volatility averaged 19.3%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 7.3% (HV 20d: 11.9%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2023-09-14: Highest Volume — 20 contracts
2023-09-13: Largest IV drop — 54.7% change
2023-09-12: Highest IV Rank — 23.5%
2023-09-28: Largest Expected Move — 5.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.48	$43.02	$45.53	$45.53	$43.30
Max Pain	$43.00	$43.00	$43.00	$43.00	$43.00
ATM IV	19.3%	13.1%	31.4%	17.3%	17.1%
Expected Move	4.6%	3.7%	5.6%	5.0%	4.9%
HV 20d	11.9%	11.2%	12.8%	12.0%	11.5%
HV 60d	11.2%	10.7%	11.6%	11.1%	11.4%
IV Rank	10.1%	3.3%	23.5%	8.0%	7.7%
IV Percentile	37.6%	5.6%	84.9%	25.8%	27.4%
Term Structure	-3.4%	-7.9%	-0.0%	-1.9%	-4.4%
Skew 25d	1.3%	-6.9%	5.8%	4.4%	0.7%
Skew 10d	3.0%	-5.2%	8.3%	-5.2%	7.9%
Call IV 25d	13.2%	9.8%	16.3%	16.1%	15.4%
Put IV 25d	14.5%	9.3%	20.4%	20.4%	16.1%
Bid-Ask Spread %	160.85	142.32	168.66	142.32	149.74
Gamma HHI	0.35	0.27	0.45	0.36	0.35
Net GEX	-11.5K	-30.9K	-499	-14.4K	-5.4K
Net DEX	-15.0K	-41.1K	12.5K	-32.6K	2.5K
Net VEX	-334	-427	-191	-372	-339
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	1	0	20	0	0
Total OI	195	91	308	298	91

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2023-09-01	$45.53	$43.00	17.3%	5.0%	12.0%	8.0%	0.0%	4.4%	-1.9%	-14.4K	-32.6K	-372	142.32	N/A	N/A	0	33	265
2023-09-05	$45.44	$0.00	23.2%	4.1%	11.8%	14.4%	0.0%	3.6%	-6.9%	-17.8K	-25.3K	-344	165.19	N/A	N/A	0	33	265
2023-09-06	$45.05	$0.00	20.3%	3.9%	12.2%	11.3%	0.0%	3.0%	-4.0%	-18.5K	-22.3K	-323	163.02	N/A	N/A	0	33	265
2023-09-07	$44.94	$0.00	25.4%	4.4%	12.1%	16.8%	0.0%	4.5%	-4.6%	-26.5K	1.8K	-376	168.66	N/A	N/A	0	33	265
2023-09-08	$44.92	$0.00	21.1%	4.4%	12.0%	12.1%	0.0%	2.3%	-5.2%	-16.6K	-26.8K	-299	165.97	N/A	N/A	0	33	265
2023-09-11	$45.22	$0.00	30.3%	4.2%	12.2%	22.3%	0.0%	3.8%	-7.9%	-10.2K	-41.1K	-339	162.68	N/A	N/A	0	33	265
2023-09-12	$45.00	$0.00	31.4%	4.1%	12.2%	23.5%	0.0%	-1.3%	-5.0%	-24.4K	-5.6K	-297	165.11	N/A	N/A	0	33	265
2023-09-13	$45.00	$0.00	14.2%	4.1%	11.5%	4.6%	0.0%	1.3%	-5.1%	-17.0K	-26.8K	-236	160.21	N/A	N/A	0	33	265
2023-09-14	$45.45	$0.00	15.1%	4.3%	11.8%	5.6%	0.0%	-1.6%	-0.0%	-16.8K	-32.3K	-191	162.48	N/A	N/A	20	33	265
2023-09-15	$44.86	$0.00	13.1%	3.7%	12.1%	3.3%	0.0%	0.5%	-1.6%	-30.9K	-16.5K	-283	161.92	N/A	N/A	0	43	265
2023-09-18	$44.88	$0.00	16.3%	4.7%	12.1%	6.8%	0.0%	-0.8%	-1.9%	-499	-31.4K	-363	164.76	N/A	N/A	0	30	61
2023-09-19	$44.86	$0.00	16.1%	4.6%	11.9%	6.6%	0.0%	5.8%	-1.8%	-681	-30.4K	-345	162.35	N/A	N/A	0	30	61
2023-09-20	$44.47	$0.00	18.0%	5.2%	12.1%	8.7%	0.0%	-6.9%	-2.6%	-1.7K	-21.0K	-363	163.54	N/A	N/A	0	30	61
2023-09-21	$43.79	$0.00	15.2%	4.4%	12.4%	5.7%	0.0%	-1.5%	-2.7%	-4.0K	-4.2K	-370	164.60	N/A	N/A	0	30	61
2023-09-22	$43.72	$0.00	17.3%	5.0%	11.7%	7.9%	0.0%	2.1%	-2.6%	-4.2K	-3.5K	-361	164.97	N/A	N/A	0	30	61
2023-09-25	$43.78	$0.00	18.3%	5.2%	11.5%	9.0%	0.0%	1.8%	-2.9%	-4.0K	-5.6K	-356	161.99	N/A	N/A	0	30	61
2023-09-26	$43.02	$0.00	19.6%	5.6%	12.8%	10.4%	0.0%	3.3%	-3.8%	-6.3K	8.7K	-350	160.06	N/A	N/A	0	30	61
2023-09-27	$43.05	$0.00	17.1%	4.9%	11.2%	7.7%	0.0%	-4.3%	-1.9%	-5.0K	12.5K	-427	149.21	N/A	N/A	0	30	61
2023-09-28	$43.41	$0.00	19.6%	5.6%	11.7%	10.5%	0.0%	4.9%	-0.3%	-4.8K	-850	-349	158.15	N/A	N/A	0	30	61
2023-09-29	$43.30	$0.00	17.1%	4.9%	11.5%	7.7%	0.0%	0.7%	-4.4%	-5.4K	2.5K	-339	149.74	N/A	N/A	0	30	61