LRGF Options History — October 2023 In October 2023, LRGF traded between $41.41 and $44.11. ATM implied volatility averaged 18.8%, placing in the 9.6% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 5.1% (HV 20d: 13.6%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 3 of 22 days.
Notable Days 2023-10-11 : Largest IV drop — 30.8% change2023-10-10 : Highest IV Rank — 15.4%2023-10-04 : Largest Expected Move — 6.3%Monthly Statistics Metric Avg Min Max Open Close Price $43.00 $41.41 $44.11 $43.14 $42.20 ATM IV 18.8% 14.7% 24.1% 17.9% 18.1% Expected Move 5.1% 4.2% 6.3% 5.1% 5.2% HV 20d 13.6% 11.5% 15.2% 11.5% 14.6% HV 60d 12.1% 11.4% 12.9% 11.4% 12.9% IV Rank 9.6% 5.1% 15.4% 8.6% 8.9% IV Percentile 41.8% 11.1% 72.2% 35.3% 40.9% Term Structure -2.6% -7.1% 2.2% -4.0% 1.7% Skew 25d 3.2% -1.0% 8.1% 2.8% 3.4% Skew 10d 1.1% -5.9% 8.1% 1.5% -5.9% Call IV 25d 15.0% 11.1% 18.9% 16.8% 17.4% Put IV 25d 18.2% 14.7% 21.3% 19.6% 20.8% Bid-Ask Spread % 150.31 122.82 158.79 152.57 141.81 Gamma HHI 0.32 0.27 0.38 0.37 0.28 Net GEX -6.0K -9.3K -3.1K -6.2K -7.8K Net DEX 14.6K -17.6K 57.6K 7.1K 44.6K Net VEX -331 -415 -265 -331 -355 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 91 91 91 91 91
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 2023-10-02 $43.14 $0.00 17.9% 5.1% 11.5% 8.6% 0.0% 2.8% -4.0% -6.2K 7.1K -331 0.00 152.57 N/A N/A 0 0 30 61 2023-10-03 $42.56 $0.00 21.3% 6.1% 12.1% 12.3% 0.0% -0.1% -7.1% -6.2K 23.1K -415 0.00 151.79 N/A N/A 0 0 30 61 2023-10-04 $42.89 $0.00 21.9% 6.3% 12.5% 13.0% 0.0% 8.1% -4.9% -6.5K 13.2K -344 0.00 155.86 N/A N/A 0 0 30 61 2023-10-05 $42.91 $0.00 22.3% 4.9% 12.6% 13.4% 0.0% 5.2% -2.0% -6.6K 13.7K -344 0.00 155.93 N/A N/A 0 0 30 61 2023-10-06 $43.48 $0.00 20.0% 4.3% 13.7% 11.0% 0.0% 6.2% -0.5% -5.1K -957 -318 0.00 151.34 N/A N/A 0 0 30 61 2023-10-09 $43.64 $0.00 22.5% 4.7% 13.5% 13.7% 0.0% 4.1% -6.0% -4.6K -5.0K -304 0.00 147.64 N/A N/A 0 0 30 61 2023-10-10 $43.99 $0.00 24.1% 4.7% 13.9% 15.4% 0.0% 4.0% -4.6% -3.5K -14.6K -271 0.00 155.50 N/A N/A 0 0 30 61 2023-10-11 $44.11 $0.00 16.7% 4.8% 13.9% 7.3% 0.0% 4.5% -1.9% -3.1K -17.6K -274 0.00 158.79 N/A N/A 0 0 30 61 2023-10-12 $43.80 $0.00 14.7% 4.2% 13.5% 5.1% 0.0% 1.4% -2.0% -4.5K -10.3K -272 0.00 151.38 N/A N/A 0 0 30 61 2023-10-13 $43.50 $0.00 15.4% 4.4% 13.0% 5.9% 0.0% -0.2% -0.4% -4.7K 923 -342 0.00 152.09 N/A N/A 0 0 30 61 2023-10-16 $44.08 $0.00 15.9% 4.6% 14.0% 6.4% 0.0% 5.5% -4.3% -3.5K -12.4K -277 0.00 144.51 N/A N/A 0 0 30 61 2023-10-17 $44.05 $0.00 15.6% 4.5% 14.0% 6.0% 0.0% 3.2% -1.3% -3.6K -13.9K -265 0.00 152.87 N/A N/A 0 0 30 61 2023-10-18 $43.47 $0.00 19.2% 5.5% 14.4% 10.1% 0.0% 1.3% -3.6% -5.3K 2.8K -321 0.00 156.72 N/A N/A 0 0 30 61 2023-10-19 $43.02 $0.00 15.8% 4.5% 13.8% 6.3% 0.0% 5.9% 1.6% -5.5K 17.9K -391 0.00 147.65 N/A N/A 0 0 30 61 2023-10-20 $42.58 $0.00 19.0% 5.4% 14.2% 9.8% 0.0% 1.9% -1.7% -6.9K 25.5K -351 0.00 155.61 N/A N/A 0 0 30 61 2023-10-23 $42.52 $0.00 17.2% 4.9% 14.2% 7.9% 0.0% 2.7% -2.3% -7.7K 27.3K -327 0.00 151.51 N/A N/A 0 0 30 61 2023-10-24 $42.77 $0.00 19.7% 5.6% 13.1% 10.5% 0.0% 3.5% -3.5% -7.2K 30.4K -378 0.00 122.82 N/A N/A 0 0 30 61 2023-10-25 $42.16 $0.00 16.8% 4.8% 14.0% 7.4% 0.0% 5.2% -4.3% -8.2K 37.1K -336 0.00 150.84 N/A N/A 0 0 30 61 2023-10-26 $41.70 $0.00 20.7% 5.9% 13.9% 11.6% 0.0% 1.3% -3.2% -7.9K 50.7K -379 0.00 152.04 N/A N/A 0 0 30 61 2023-10-27 $41.41 $0.00 19.4% 5.6% 14.1% 10.3% 0.0% -1.0% -4.3% -9.3K 57.6K -341 0.00 149.38 N/A N/A 0 0 30 61 2023-10-30 $41.99 $0.00 18.8% 5.4% 15.2% 9.6% 0.0% 1.9% 2.2% -8.1K 43.0K -338 0.00 148.22 N/A N/A 0 0 30 61 2023-10-31 $42.20 $0.00 18.1% 5.2% 14.6% 8.9% 0.0% 3.4% 1.7% -7.8K 44.6K -355 0.00 141.81 N/A N/A 0 0 30 61
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