LRGF Options History — November 2023 In November 2023, LRGF traded between $42.67 and $45.94. ATM implied volatility averaged 15.3%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 0.0% (HV 20d: 15.3%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 9 of 21 days.
Notable Days 2023-11-22 : Highest Volume — 20 contracts2023-11-20 : Largest IV spike — 58.8% change2023-11-07 : Highest IV Rank — 11.5%2023-11-01 : Largest Expected Move — 5.9%Monthly Statistics Metric Avg Min Max Open Close Price $44.85 $42.67 $45.94 $42.67 $45.94 Max Pain $45.00 $45.00 $45.00 $45.00 $45.00 ATM IV 15.3% 9.2% 20.6% 20.5% 14.8% Expected Move 4.1% 2.6% 5.9% 5.9% 4.2% HV 20d 15.3% 12.6% 17.9% 14.9% 12.6% HV 60d 13.9% 13.1% 14.6% 13.1% 13.8% IV Rank 6.3% 0.0% 11.5% 11.5% 6.1% IV Percentile 25.2% 0.0% 61.5% 59.1% 15.1% Term Structure 1.1% -4.4% 22.3% -3.6% -3.8% Skew 25d -0.1% -6.3% 8.4% 1.3% -5.3% Skew 10d -1.3% -7.1% 3.8% -6.0% -6.7% Call IV 25d 12.6% 7.5% 16.1% 15.9% 14.1% Put IV 25d 12.5% 7.5% 17.2% 17.2% 8.8% Bid-Ask Spread % 137.94 126.35 152.26 152.26 126.35 Gamma HHI 0.45 0.32 0.63 0.33 0.49 Net GEX -1.5K -7.3K 3.4K -7.3K 2.5K Net DEX -28.4K -46.0K 23.6K 23.6K -42.1K Net VEX -136 -289 -65 -289 -128 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.952 0 20 0 0 Total OI 95.762 91 111 91 111
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 2023-11-01 $42.67 $0.00 20.5% 5.9% 14.9% 11.5% 0.0% 1.3% -3.6% -7.3K 23.6K -289 0.00 152.26 N/A N/A 0 0 30 61 2023-11-02 $43.38 $45.00 16.9% 3.7% 16.0% 7.5% 0.0% 8.4% 4.3% -6.6K 879 -228 0.00 142.34 N/A N/A 0 0 30 61 2023-11-03 $43.91 $45.00 17.4% 3.5% 15.9% 8.1% 0.0% 3.5% 3.3% -6.2K -15.9K -164 0.00 139.17 N/A N/A 0 0 30 61 2023-11-06 $43.83 $45.00 20.1% 3.9% 15.9% 11.0% 0.0% 4.1% -0.2% -6.9K -14.9K -155 0.00 139.67 N/A N/A 0 0 30 61 2023-11-07 $44.08 $45.00 20.6% 3.8% 15.8% 11.5% 0.0% 4.4% 1.1% -5.8K -20.3K -142 0.00 137.40 N/A N/A 0 0 30 61 2023-11-08 $44.03 $45.00 13.3% 3.8% 15.8% 3.6% 0.0% 3.3% 1.5% -5.9K -16.0K -156 0.00 138.08 N/A N/A 0 0 30 61 2023-11-09 $43.63 $45.00 14.3% 4.1% 15.9% 4.6% 0.0% 5.1% -4.0% -6.0K -2.4K -206 0.00 136.39 N/A N/A 0 0 30 61 2023-11-10 $44.34 $45.00 14.9% 4.3% 16.7% 5.4% 0.0% 4.3% -1.1% -4.1K -23.0K -153 0.00 140.46 N/A N/A 0 0 30 61 2023-11-13 $44.34 $45.00 14.4% 4.1% 16.0% 4.8% 0.0% 4.7% 1.6% -4.1K -19.1K -166 0.00 138.87 N/A N/A 0 0 30 61 2023-11-14 $45.36 $45.00 9.5% 2.7% 17.9% 0.0% 0.0% 1.0% 4.2% 125 -40.3K -73 0.00 131.12 N/A N/A 0 0 30 61 2023-11-15 $45.38 $45.00 9.4% 2.7% 17.1% 0.0% 0.0% -3.9% 7.0% 1.3K -40.1K -96 0.00 138.98 N/A N/A 0 0 30 61 2023-11-16 $45.28 $45.00 9.2% 2.6% 16.5% 0.0% 0.0% -0.4% 13.8% 669 -39.4K -90 0.00 139.61 N/A N/A 0 0 30 61 2023-11-17 $45.37 $45.00 9.2% 2.6% 15.8% 0.0% 0.0% -0.2% 22.3% 1.0K -41.8K -74 0.00 140.04 N/A N/A 0 0 30 61 2023-11-20 $45.80 $45.00 14.5% 4.2% 15.8% 5.9% 0.0% -4.8% -3.1% 3.4K -45.5K -74 0.00 133.38 N/A N/A 0 0 30 61 2023-11-21 $45.56 $45.00 15.7% 4.5% 16.1% 7.0% 0.0% -4.6% -0.7% 1.9K -42.9K -67 0.00 134.00 N/A N/A 0 0 30 61 2023-11-22 $45.78 $45.00 17.1% 4.9% 14.7% 8.6% 0.0% -2.3% -3.4% 3.1K -46.0K -65 0.00 144.36 N/A N/A 0 20 30 61 2023-11-24 $45.80 $45.00 17.8% 5.1% 13.7% 9.4% 0.0% -2.2% -3.9% 1.5K -39.1K -121 0.00 140.55 N/A N/A 0 0 30 81 2023-11-27 $45.86 $45.00 17.2% 4.9% 13.1% 8.7% 0.0% -6.3% -4.4% 2.0K -44.7K -142 0.00 133.12 N/A N/A 0 0 30 81 2023-11-28 $45.78 $45.00 18.3% 5.2% 12.9% 9.9% 0.0% -5.5% -4.3% 1.4K -43.1K -155 0.00 134.71 N/A N/A 0 0 30 81 2023-11-29 $45.83 $45.00 17.2% 4.9% 12.9% 8.8% 0.0% -6.2% -3.8% 1.9K -44.7K -119 0.00 135.95 N/A N/A 0 0 30 81 2023-11-30 $45.94 $45.00 14.8% 4.2% 12.6% 6.1% 0.0% -5.3% -3.8% 2.5K -42.1K -128 0.00 126.35 N/A N/A 0 0 30 81
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