LRGF Options History — April 2024 In April 2024, LRGF traded between $50.64 and $53.72. ATM implied volatility averaged 16.3%, placing in the 9.2% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 4.7% (HV 20d: 11.6%). Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-04-10 : Highest Volume — 10 contracts2024-04-10 : Largest IV drop — 26.9% change2024-04-08 : Highest IV Rank — 15.1%2024-04-03 : Largest Expected Move — 5.1%Monthly Statistics Metric Avg Min Max Open Close Price $52.33 $50.64 $53.72 $53.72 $51.73 ATM IV 16.3% 13.6% 21.9% 15.9% 17.6% Expected Move 4.4% 3.6% 5.1% 4.6% 5.0% HV 20d 11.6% 9.5% 14.1% 10.6% 14.1% HV 60d 12.7% 11.9% 13.6% 11.9% 13.2% IV Rank 9.2% 6.2% 15.1% 8.7% 10.5% IV Percentile 44.7% 13.5% 88.1% 40.1% 64.3% Term Structure -2.3% -5.3% -0.2% -3.6% -5.3% Skew 25d 1.1% -3.6% 4.5% -0.7% -2.8% Skew 10d -0.6% -5.5% 5.9% -4.9% -5.3% Call IV 25d 12.7% 9.9% 15.5% 12.8% 15.5% Put IV 25d 13.8% 10.0% 16.4% 12.1% 12.7% Bid-Ask Spread % 151.59 142.64 160.33 142.81 151.13 Gamma HHI 0.51 0.34 0.76 0.75 0.38 Net GEX -325 -1.3K 1.2K -1.1K 285 Net DEX -47.1K -61.1K -39.0K -45.3K -52.0K Net VEX -205 -294 -95 -98 -238 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 0.5 0 10 0 0 Total OI 72.682 66 77 66 77
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 2024-04-01 $53.72 $0.00 15.9% 4.6% 10.6% 8.7% 0.0% -0.7% -3.6% -1.1K -45.3K -98 0.00 142.81 N/A N/A 0 0 10 56 2024-04-02 $53.30 $0.00 17.3% 5.0% 11.1% 10.2% 0.0% -3.6% -3.5% -1.2K -44.3K -101 0.00 144.18 N/A N/A 0 0 10 56 2024-04-03 $53.45 $0.00 17.8% 5.1% 9.8% 10.7% 0.0% -2.1% -4.6% -1.1K -45.4K -95 0.00 142.64 N/A N/A 0 0 10 56 2024-04-04 $52.84 $0.00 14.5% 3.6% 10.3% 7.2% 0.0% -0.0% -0.2% -1.3K -39.2K -144 0.00 151.09 N/A N/A 0 0 10 56 2024-04-05 $53.30 $0.00 17.3% 3.8% 10.1% 10.2% 0.0% 2.3% -1.1% -1.2K -44.3K -100 0.00 154.65 N/A N/A 0 0 10 56 2024-04-08 $53.36 $0.00 21.9% 4.4% 9.7% 15.1% 0.0% 2.6% -1.7% -1.2K -43.0K -117 0.00 160.33 N/A N/A 0 0 10 56 2024-04-09 $53.19 $0.00 19.5% 3.9% 9.8% 12.5% 0.0% 2.7% -1.0% -1.2K -43.5K -111 0.00 153.62 N/A N/A 0 0 10 56 2024-04-10 $52.78 $0.00 14.3% 4.1% 9.5% 6.9% 0.0% 3.0% -1.6% -1.3K -43.9K -97 0.00 155.92 N/A N/A 10 0 10 56 2024-04-11 $53.25 $0.00 13.6% 3.9% 10.0% 6.2% 0.0% 4.5% -1.2% 1.2K -61.1K -203 0.00 153.08 N/A N/A 0 0 20 56 2024-04-12 $52.36 $0.00 14.8% 4.2% 11.6% 7.5% 0.0% 1.0% -2.1% 473 -53.3K -263 0.00 152.87 N/A N/A 0 0 20 56 2024-04-15 $51.69 $0.00 14.5% 4.2% 12.3% 7.2% 0.0% -0.5% -1.1% -241 -46.3K -272 0.00 151.85 N/A N/A 0 0 20 56 2024-04-16 $51.69 $0.00 15.7% 4.5% 11.9% 8.5% 0.0% 3.3% -2.0% -101 -45.3K -269 0.00 155.25 N/A N/A 0 0 20 56 2024-04-17 $51.34 $0.00 15.4% 4.4% 12.0% 8.2% 0.0% 1.3% -1.9% -123 -44.3K -267 0.00 151.06 N/A N/A 0 0 20 56 2024-04-18 $51.22 $0.00 15.8% 4.5% 11.1% 8.5% 0.0% 0.5% -2.3% -209 -42.0K -270 0.00 150.93 N/A N/A 0 0 20 56 2024-04-19 $50.64 $0.00 16.2% 4.6% 11.1% 9.0% 0.0% -1.7% -0.7% -444 -39.0K -294 0.00 149.05 N/A N/A 1 0 20 56 2024-04-22 $51.28 $0.00 15.8% 4.5% 12.4% 8.6% 0.0% 3.7% -2.2% -51 -45.5K -281 0.00 149.23 N/A N/A 0 0 21 56 2024-04-23 $51.94 $0.00 15.9% 4.6% 13.5% 8.7% 0.0% 2.6% -3.1% 179 -50.9K -243 0.00 151.99 N/A N/A 0 0 21 56 2024-04-24 $51.95 $0.00 16.3% 4.7% 13.5% 9.1% 0.0% 1.2% -3.2% 325 -52.5K -254 0.00 154.20 N/A N/A 0 0 21 56 2024-04-25 $51.70 $0.00 15.4% 4.4% 13.4% 8.2% 0.0% 1.8% -1.7% 94 -49.5K -246 0.00 149.95 N/A N/A 0 0 21 56 2024-04-26 $52.22 $0.00 16.4% 4.7% 13.9% 9.3% 0.0% 3.2% -2.8% 467 -52.7K -287 0.00 154.93 N/A N/A 0 0 21 56 2024-04-29 $52.28 $0.00 17.4% 5.0% 13.9% 10.3% 0.0% 2.6% -3.3% 491 -53.6K -265 0.00 154.18 N/A N/A 0 0 21 56 2024-04-30 $51.73 $0.00 17.6% 5.0% 14.1% 10.5% 0.0% -2.8% -5.3% 285 -52.0K -238 0.00 151.13 N/A N/A 0 0 21 56
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