LRGF Options History — May 2024 In May 2024, LRGF traded between $51.63 and $54.71. ATM implied volatility averaged 17.6%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 5.8% (HV 20d: 11.8%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 59.9% change2024-05-14 : Highest IV Rank — 25.2%2024-05-02 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $53.74 $51.63 $54.71 $51.63 $53.91 Max Pain $43.00 $43.00 $43.00 $43.00 $43.00 ATM IV 17.6% 12.6% 31.3% 16.1% 14.8% Expected Move 4.1% 3.6% 5.4% 4.6% 4.2% HV 20d 11.8% 8.9% 14.9% 14.1% 9.6% HV 60d 12.4% 11.3% 13.4% 13.1% 11.3% IV Rank 10.5% 5.1% 25.2% 8.9% 7.5% IV Percentile 47.8% 8.7% 97.2% 44.8% 28.6% Term Structure -1.7% -7.1% 8.9% -3.0% -2.7% Skew 25d 1.4% -1.4% 3.4% 0.2% 2.3% Skew 10d 0.5% -6.7% 3.8% -5.0% 1.0% Call IV 25d 11.7% 10.1% 15.0% 12.8% 12.0% Put IV 25d 13.0% 11.4% 15.6% 13.0% 14.3% Bid-Ask Spread % 137.32 131.51 150.77 146.92 131.51 Gamma HHI 0.45 0.38 0.66 0.39 0.43 Net GEX 1.2K 36 2.6K 119 1.2K Net DEX -65.3K -75.8K -49.1K -50.4K -66.3K Net VEX -220 -265 -153 -225 -210 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 77 77 77 77 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 2024-05-01 $51.63 $0.00 16.1% 4.6% 14.1% 8.9% 0.0% 0.2% -3.0% 119 -50.4K -225 0.00 146.92 N/A N/A 0 0 21 56 2024-05-02 $51.72 $0.00 18.7% 5.4% 13.6% 11.7% 0.0% 0.4% -7.1% 36 -49.1K -229 0.00 148.84 N/A N/A 0 0 21 56 2024-05-03 $52.53 $0.00 17.8% 5.1% 14.5% 10.7% 0.0% -1.4% -4.7% 620 -55.2K -265 0.00 150.77 N/A N/A 0 0 21 56 2024-05-06 $53.00 $43.00 19.4% 3.8% 14.9% 12.4% 0.0% 2.6% -1.2% 849 -59.1K -246 0.00 134.23 N/A N/A 0 0 21 56 2024-05-07 $53.11 $43.00 20.3% 3.9% 14.8% 13.4% 0.0% 1.6% -0.6% 898 -59.8K -250 0.00 138.35 N/A N/A 0 0 21 56 2024-05-08 $53.14 $43.00 21.3% 3.8% 14.6% 14.5% 0.0% 1.7% -0.7% 950 -60.3K -230 0.00 139.19 N/A N/A 0 0 21 56 2024-05-09 $53.42 $43.00 21.2% 3.8% 14.3% 14.4% 0.0% 2.2% -0.5% 1.1K -62.5K -233 0.00 136.20 N/A N/A 0 0 21 56 2024-05-10 $53.56 $43.00 21.7% 3.7% 12.9% 14.9% 0.0% 0.8% -1.3% 1.1K -63.5K -232 0.00 136.96 N/A N/A 0 0 21 56 2024-05-13 $53.55 $43.00 30.3% 3.8% 11.8% 24.1% 0.0% 0.4% -1.4% 1.1K -63.0K -241 0.00 137.01 N/A N/A 0 0 21 56 2024-05-14 $53.88 $43.00 31.3% 3.7% 11.8% 25.2% 0.0% 2.8% -1.5% 1.3K -66.0K -225 0.00 136.09 N/A N/A 0 0 21 56 2024-05-15 $54.61 $43.00 12.6% 3.6% 12.0% 5.1% 0.0% 3.1% -1.5% 2.6K -75.8K -158 0.00 133.92 N/A N/A 0 0 21 56 2024-05-16 $54.47 $43.00 14.3% 4.1% 12.0% 6.9% 0.0% 0.5% 8.9% 1.4K -71.1K -222 0.00 135.32 N/A N/A 0 0 21 56 2024-05-17 $54.45 $43.00 14.1% 4.0% 10.8% 6.8% 0.0% 1.8% -1.9% 1.3K -69.7K -234 0.00 136.61 N/A N/A 0 0 21 56 2024-05-20 $54.64 $43.00 13.5% 3.9% 10.3% 6.1% 0.0% 1.1% -1.8% 1.6K -72.9K -216 0.00 136.77 N/A N/A 0 0 21 56 2024-05-21 $54.71 $43.00 13.3% 3.8% 9.7% 5.9% 0.0% 1.0% -1.7% 1.6K -73.4K -214 0.00 136.02 N/A N/A 0 0 21 56 2024-05-22 $54.43 $43.00 14.1% 4.0% 10.0% 6.7% 0.0% 1.0% -2.2% 1.3K -69.3K -224 0.00 133.93 N/A N/A 0 0 21 56 2024-05-23 $54.18 $43.00 12.7% 3.7% 10.0% 5.3% 0.0% -0.3% -2.2% 2.0K -70.1K -172 0.00 132.07 N/A N/A 0 0 21 56 2024-05-24 $54.59 $43.00 13.4% 3.8% 9.8% 6.0% 0.0% 2.1% -1.9% 1.3K -70.6K -227 0.00 134.65 N/A N/A 0 0 21 56 2024-05-28 $54.48 $43.00 15.5% 4.4% 9.9% 8.2% 0.0% 1.7% -3.1% 1.3K -70.3K -224 0.00 134.67 N/A N/A 0 0 21 56 2024-05-29 $54.33 $43.00 15.4% 4.4% 8.9% 8.2% 0.0% 3.4% -2.7% 1.3K -69.1K -218 0.00 135.36 N/A N/A 0 0 21 56 2024-05-30 $53.88 $43.00 15.4% 4.4% 9.6% 8.2% 0.0% 0.7% -3.1% 1.9K -68.9K -153 0.00 135.62 N/A N/A 0 0 21 56 2024-05-31 $53.91 $43.00 14.8% 4.2% 9.6% 7.5% 0.0% 2.3% -2.7% 1.2K -66.3K -210 0.00 131.51 N/A N/A 0 0 21 56
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