LRGF Options History — March 2024 In March 2024, LRGF traded between $51.87 and $53.91. ATM implied volatility averaged 17.8%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 4.4% (HV 20d: 13.4%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-15 : Highest Volume — 20 contracts2024-03-13 : Largest IV drop — 55.0% change2024-03-11 : Highest IV Rank — 25.0%2024-03-01 : Largest Expected Move — 4.8%Monthly Statistics Metric Avg Min Max Open Close Price $53.02 $51.87 $53.91 $52.53 $53.91 Max Pain $42.00 $42.00 $42.00 $42.00 $42.00 ATM IV 17.8% 13.0% 31.1% 16.9% 15.1% Expected Move 4.0% 3.6% 4.8% 4.8% 4.3% HV 20d 13.4% 10.7% 15.7% 14.3% 10.9% HV 60d 12.2% 11.7% 12.4% 11.8% 11.9% IV Rank 10.7% 5.6% 25.0% 9.7% 7.8% IV Percentile 44.8% 9.9% 96.4% 45.2% 28.2% Term Structure -1.7% -3.2% 0.0% -2.0% -2.5% Skew 25d 0.6% -3.1% 2.9% 0.9% -0.2% Skew 10d 1.9% -4.9% 6.9% -1.5% -4.3% Call IV 25d 11.7% 10.0% 13.3% 13.3% 12.4% Put IV 25d 12.3% 9.8% 14.3% 14.2% 12.2% Bid-Ask Spread % 151.38 130.07 159.80 130.07 148.12 Gamma HHI 0.68 0.54 0.93 0.62 0.78 Net GEX 415 -1.8K 4.2K 2.7K -985 Net DEX -61.6K -90.1K -37.9K -86.3K -47.0K Net VEX -126 -166 -83 -123 -83 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 1.3 0 20 2 0 Total OI 102.95 66 137 132 66
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 2024-03-01 $52.53 $42.00 16.9% 4.8% 14.3% 9.7% 0.0% 0.9% -2.0% 2.7K -86.3K -123 0.00 130.07 N/A N/A 0 2 20 112 2024-03-04 $52.57 $0.00 19.4% 3.7% 14.0% 12.4% 0.0% 1.1% -1.5% 2.5K -83.2K -150 0.00 159.80 N/A N/A 0 0 20 114 2024-03-05 $51.87 $0.00 20.0% 3.8% 14.9% 13.1% 0.0% -0.9% -2.0% 4.2K -77.3K -153 0.00 153.85 N/A N/A 0 0 20 114 2024-03-06 $52.36 $0.00 22.1% 3.8% 15.1% 15.3% 0.0% 1.3% -0.5% 2.9K -83.5K -134 0.00 155.43 N/A N/A 0 1 20 114 2024-03-07 $52.94 $0.00 22.0% 3.8% 15.1% 15.2% 0.0% 2.8% -1.3% 1.7K -88.1K -128 0.00 155.56 N/A N/A 0 0 20 115 2024-03-08 $52.59 $0.00 21.3% 3.6% 15.4% 14.5% 0.0% -0.1% 0.0% 2.4K -86.4K -132 0.00 149.06 N/A N/A 0 0 20 115 2024-03-11 $52.47 $0.00 31.1% 4.0% 15.4% 25.0% 0.0% 2.6% -1.5% 2.6K -82.5K -140 0.00 155.45 N/A N/A 0 0 20 115 2024-03-12 $53.02 $0.00 30.6% 3.7% 15.7% 24.4% 0.0% 2.9% -1.0% 1.5K -90.1K -118 0.00 152.18 N/A N/A 0 3 20 115 2024-03-13 $53.02 $0.00 13.8% 3.9% 13.9% 6.4% 0.0% 1.0% -1.9% 1.4K -88.8K -127 0.00 156.04 N/A N/A 0 0 20 117 2024-03-14 $52.72 $0.00 13.2% 3.8% 13.9% 5.8% 0.0% 0.1% -1.5% -1.6K -40.5K -126 0.00 151.92 N/A N/A 0 0 10 117 2024-03-15 $52.47 $0.00 15.4% 4.4% 13.8% 8.2% 0.0% 2.1% -1.9% -1.8K -39.4K -132 0.00 158.45 N/A N/A 20 0 10 117 2024-03-18 $52.86 $0.00 14.8% 4.2% 13.9% 7.5% 0.0% -1.3% -2.4% -1.3K -38.3K -147 0.00 157.50 N/A N/A 0 0 10 56 2024-03-19 $53.05 $0.00 14.2% 4.1% 13.3% 6.9% 0.0% 0.7% -1.8% -1.3K -37.9K -151 0.00 151.18 N/A N/A 0 0 10 56 2024-03-20 $53.61 $0.00 13.0% 3.7% 13.5% 5.6% 0.0% 0.4% -0.7% -1.2K -42.6K -112 0.00 144.90 N/A N/A 0 0 10 56 2024-03-21 $53.91 $0.00 13.7% 3.9% 10.7% 6.4% 0.0% 1.6% -1.7% -1.0K -45.6K -102 0.00 154.93 N/A N/A 0 0 10 56 2024-03-22 $53.75 $0.00 14.2% 4.1% 10.8% 6.9% 0.0% 1.3% -1.9% -1.1K -45.4K -99 0.00 154.62 N/A N/A 0 0 10 56 2024-03-25 $53.63 $0.00 15.1% 4.3% 10.9% 7.8% 0.0% -1.5% -2.6% -1.1K -45.5K -98 0.00 148.58 N/A N/A 0 0 10 56 2024-03-26 $53.48 $0.00 15.6% 4.5% 11.0% 8.4% 0.0% -3.1% -3.2% -1.1K -44.8K -101 0.00 146.44 N/A N/A 0 0 10 56 2024-03-27 $53.73 $0.00 14.5% 4.2% 11.0% 7.2% 0.0% 0.0% -2.1% -1.0K -39.3K -166 0.00 143.48 N/A N/A 0 0 10 56 2024-03-28 $53.91 $0.00 15.1% 4.3% 10.9% 7.8% 0.0% -0.2% -2.5% -985 -47.0K -83 0.00 148.12 N/A N/A 0 0 10 56
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