LRGF Options History — February 2024 In February 2024, LRGF traded between $49.72 and $52.03. ATM implied volatility averaged 13.9%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded above realized volatility by 1.1% (HV 20d: 12.9%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days.
Notable Days 2024-02-23 : Highest Volume — 4 contracts2024-02-21 : Largest IV spike — 79.8% change2024-02-05 : Highest IV Rank — 12.4%2024-02-27 : Largest Expected Move — 4.9%Monthly Statistics Metric Avg Min Max Open Close Price $50.88 $49.72 $52.03 $49.72 $52.03 Max Pain $42.00 $42.00 $42.00 $42.00 $42.00 ATM IV 13.9% 7.8% 20.5% 16.1% 16.6% Expected Move 3.7% 2.2% 4.9% 4.0% 4.8% HV 20d 12.9% 10.4% 15.7% 10.8% 14.3% HV 60d 11.0% 9.6% 11.8% 10.8% 11.7% IV Rank 6.3% 0.0% 12.4% 7.5% 9.4% IV Percentile 26.7% 0.0% 77.4% 32.9% 41.3% Term Structure 0.5% -4.6% 17.4% -4.6% -3.4% Skew 25d 0.5% -5.0% 4.9% 2.0% -2.0% Skew 10d 0.7% -3.7% 7.7% -0.6% 0.5% Call IV 25d 12.2% 9.5% 14.5% 12.9% 13.1% Put IV 25d 12.7% 8.6% 15.0% 14.8% 11.1% Bid-Ask Spread % 129.99 107.17 137.20 133.24 133.47 Gamma HHI 0.76 0.43 0.95 0.43 0.69 Net GEX 5.2K 977 6.6K 977 3.9K Net DEX -71.4K -85.1K -52.1K -52.1K -82.7K Net VEX -116 -174 -74 -174 -116 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.5 0 4 0 3 Total OI 123.9 122 129 122 129
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-02-01 $49.72 $42.00 16.1% 4.0% 10.8% 7.5% 0.0% 2.0% -4.6% 977 -52.1K -174 0.00 133.24 N/A N/A 0 0 20 102 2024-02-02 $50.23 $42.00 15.5% 3.9% 11.1% 6.9% 0.0% 4.2% -1.3% 4.6K -64.7K -127 0.00 131.81 N/A N/A 0 0 20 102 2024-02-05 $49.98 $42.00 20.5% 4.1% 11.3% 12.4% 0.0% 4.9% -3.1% 5.0K -59.3K -127 0.00 134.86 N/A N/A 0 0 20 102 2024-02-06 $49.95 $42.00 19.7% 3.6% 10.4% 11.4% 0.0% 2.7% -2.5% 3.1K -57.1K -141 0.00 133.68 N/A N/A 0 0 20 102 2024-02-07 $50.52 $42.00 7.8% 2.2% 10.9% 0.0% 0.0% -0.1% 3.4% 6.6K -72.5K -88 0.00 107.17 N/A N/A 0 0 20 102 2024-02-08 $50.64 $42.00 9.5% 2.7% 10.8% 1.8% 0.0% 2.1% 1.7% 6.6K -73.0K -74 0.00 127.93 N/A N/A 0 0 20 102 2024-02-09 $50.97 $42.00 9.7% 2.8% 10.9% 2.0% 0.0% 2.4% 2.0% 6.1K -75.4K -98 0.00 131.22 N/A N/A 0 0 20 102 2024-02-12 $51.03 $42.00 10.5% 3.0% 10.9% 2.9% 0.0% 0.5% 2.0% 5.8K -75.7K -102 0.00 130.58 N/A N/A 0 1 20 102 2024-02-13 $50.14 $42.00 14.7% 4.2% 12.9% 7.4% 0.0% 3.0% -2.2% 4.4K -58.1K -151 0.00 133.79 N/A N/A 0 0 20 103 2024-02-14 $50.69 $42.00 8.9% 2.6% 13.0% 1.2% 0.0% 1.6% 1.6% 5.8K -66.3K -136 0.00 132.17 N/A N/A 0 0 20 103 2024-02-15 $51.16 $42.00 10.6% 3.0% 13.0% 3.0% 0.0% 1.2% 16.5% 5.9K -76.8K -102 0.00 131.18 N/A N/A 0 0 20 103 2024-02-16 $50.99 $42.00 10.5% 3.0% 12.6% 2.9% 0.0% -0.9% 17.4% 6.2K -73.4K -102 0.00 129.89 N/A N/A 0 0 20 103 2024-02-20 $50.56 $42.00 9.3% 2.7% 13.0% 1.6% 0.0% -0.4% 2.0% 6.2K -66.4K -103 0.00 114.95 N/A N/A 0 0 20 103 2024-02-21 $50.41 $42.00 16.7% 4.8% 13.1% 9.6% 0.0% 3.1% -2.6% 6.1K -63.4K -109 0.00 137.20 N/A N/A 0 0 20 103 2024-02-22 $51.70 $42.00 15.2% 4.4% 15.7% 8.0% 0.0% -1.8% -2.9% 5.7K -85.1K -75 0.00 129.24 N/A N/A 0 2 20 103 2024-02-23 $51.74 $42.00 16.1% 4.6% 15.7% 8.9% 0.0% -2.9% -3.0% 5.6K -85.1K -94 0.00 133.81 N/A N/A 0 4 20 105 2024-02-26 $51.72 $42.00 16.8% 4.8% 15.7% 9.7% 0.0% -5.0% -3.6% 4.1K -77.6K -136 0.00 135.73 N/A N/A 0 0 20 109 2024-02-27 $51.76 $42.00 17.0% 4.9% 15.6% 9.9% 0.0% -2.1% -3.2% 5.3K -81.7K -130 0.00 130.52 N/A N/A 0 0 20 109 2024-02-28 $51.70 $42.00 17.0% 4.9% 15.6% 9.8% 0.0% -3.2% -4.3% 5.7K -81.0K -128 0.00 127.39 N/A N/A 0 0 20 109 2024-02-29 $52.03 $42.00 16.6% 4.8% 14.3% 9.4% 0.0% -2.0% -3.4% 3.9K -82.7K -116 0.00 133.47 N/A N/A 0 3 20 109
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