LRGF Options History — January 2024 In January 2024, LRGF traded between $47.45 and $49.95. ATM implied volatility averaged 15.9%, placing in the 7.3% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 5.6% (HV 20d: 10.3%). Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-31 : Highest Volume — 21 contracts2024-01-30 : Largest IV spike — 33.6% change2024-01-04 : Highest IV Rank — 11.1%2024-01-30 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $48.64 $47.45 $49.95 $47.83 $49.20 ATM IV 15.9% 13.0% 19.4% 17.5% 16.6% Expected Move 4.3% 3.2% 5.5% 5.0% 4.8% HV 20d 10.3% 9.6% 11.2% 10.1% 10.7% HV 60d 12.0% 10.7% 13.0% 12.9% 10.9% IV Rank 7.3% 4.2% 11.1% 9.1% 8.1% IV Percentile 30.0% 8.3% 67.1% 45.2% 37.3% Term Structure -2.7% -6.7% -0.7% -3.5% -4.2% Skew 25d 2.3% -2.7% 7.5% 1.0% -2.7% Skew 10d 4.0% -0.2% 8.9% 1.0% -0.2% Call IV 25d 12.3% 9.2% 16.6% 14.1% 16.6% Put IV 25d 14.6% 12.3% 16.7% 15.1% 13.9% Bid-Ask Spread % 156.72 142.87 168.89 156.29 150.84 Gamma HHI 0.79 0.52 1.00 0.69 0.65 Net GEX 1.0K -1.7K 5.2K -962 2.9K Net DEX -52.8K -68.5K -43.3K -44.8K -52.8K Net VEX -41 -114 -1 -37 -114 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 2.476 0 21 0 21 Total OI 75.238 70 101 70 101
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 2024-01-02 $47.83 $0.00 17.5% 5.0% 10.1% 9.1% 0.0% 1.0% -3.5% -962 -44.8K -37 0.00 156.29 N/A N/A 0 0 10 60 2024-01-03 $47.55 $0.00 15.5% 4.4% 10.3% 6.9% 0.0% 1.5% -4.1% -648 -45.9K -22 0.00 152.71 N/A N/A 0 0 10 60 2024-01-04 $47.48 $0.00 19.4% 4.4% 10.4% 11.1% 0.0% 1.7% -1.3% -1.2K -43.5K -49 0.00 168.89 N/A N/A 0 0 10 60 2024-01-05 $47.45 $0.00 18.7% 4.3% 10.2% 10.4% 0.0% 1.7% -1.5% -1.1K -44.0K -39 0.00 167.76 N/A N/A 0 0 10 60 2024-01-08 $48.16 $0.00 17.2% 3.4% 11.2% 8.7% 0.0% 4.6% -0.7% -276 -47.6K -7 0.00 163.66 N/A N/A 0 0 10 60 2024-01-09 $48.08 $0.00 16.5% 3.2% 11.1% 8.0% 0.0% 1.6% -1.4% -138 -47.9K -4 0.00 150.66 N/A N/A 0 0 10 60 2024-01-10 $48.31 $0.00 15.2% 4.3% 11.1% 6.5% 0.0% 3.5% -1.8% -528 -46.9K -17 0.00 164.05 N/A N/A 0 0 10 60 2024-01-11 $48.34 $0.00 13.9% 4.0% 11.1% 5.2% 0.0% 4.0% -0.8% -378 -47.4K -11 0.00 160.17 N/A N/A 0 0 10 60 2024-01-12 $48.41 $0.00 14.9% 4.3% 10.0% 6.3% 0.0% 1.0% -1.9% -422 -47.4K -13 0.00 163.09 N/A N/A 0 0 10 60 2024-01-16 $48.23 $0.00 13.0% 3.7% 9.9% 4.2% 0.0% 0.8% -2.8% -128 -48.0K -3 0.00 155.19 N/A N/A 0 0 10 60 2024-01-17 $47.98 $0.00 14.3% 4.1% 10.1% 5.6% 0.0% 1.9% -1.2% -887 -43.6K -27 0.00 159.42 N/A N/A 0 1 10 60 2024-01-18 $48.41 $0.00 15.5% 4.4% 10.4% 6.9% 0.0% 4.7% -2.4% -1.7K -43.3K -41 0.00 160.66 N/A N/A 0 0 10 61 2024-01-19 $49.05 $0.00 14.2% 4.1% 11.2% 5.5% 0.0% 7.5% -3.0% -56 -49.0K -1 0.00 157.83 N/A N/A 10 0 10 61 2024-01-22 $49.33 $0.00 14.4% 4.1% 9.9% 5.7% 0.0% 2.6% -1.6% 3.6K -63.6K -67 0.00 154.38 N/A N/A 0 0 20 61 2024-01-23 $49.39 $0.00 16.1% 4.6% 9.8% 7.5% 0.0% 3.2% -2.0% 3.0K -63.9K -77 0.00 155.97 N/A N/A 0 0 20 61 2024-01-24 $49.44 $0.00 16.8% 4.8% 9.8% 8.3% 0.0% 1.4% -3.4% 4.1K -64.4K -65 0.00 152.77 N/A N/A 0 0 20 61 2024-01-25 $49.45 $0.00 13.5% 3.9% 9.7% 4.7% 0.0% 1.4% -2.4% 3.9K -64.4K -64 0.00 150.24 N/A N/A 0 0 20 61 2024-01-26 $49.47 $0.00 17.0% 4.9% 9.6% 8.5% 0.0% 1.9% -6.5% 3.1K -65.1K -78 0.00 142.87 N/A N/A 0 0 20 61 2024-01-29 $49.84 $0.00 14.4% 4.1% 9.9% 5.7% 0.0% 2.7% -4.0% 5.2K -66.2K -65 0.00 152.09 N/A N/A 0 0 20 61 2024-01-30 $49.95 $0.00 19.2% 5.5% 9.7% 10.9% 0.0% 1.6% -6.7% 4.6K -68.5K -66 0.00 151.53 N/A N/A 0 20 20 61 2024-01-31 $49.20 $0.00 16.6% 4.8% 10.7% 8.1% 0.0% -2.7% -4.2% 2.9K -52.8K -114 0.00 150.84 N/A N/A 0 21 20 81
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