LRGF Options History — July 2024 In July 2024, LRGF traded between $55.53 and $57.80. ATM implied volatility averaged 14.9%, placing in the 28.1% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 6.1% (HV 20d: 8.8%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-07-10 : Largest IV drop — 32.3% change2024-07-08 : Highest IV Rank — 44.2%2024-07-30 : Largest Expected Move — 5.0%Monthly Statistics Metric Avg Min Max Open Close Price $56.50 $55.53 $57.80 $55.72 $56.69 ATM IV 14.9% 11.7% 18.9% 14.8% 16.3% Expected Move 4.1% 3.3% 5.0% 4.3% 4.7% HV 20d 8.8% 6.2% 14.4% 7.3% 14.4% HV 60d 9.8% 9.1% 10.6% 10.6% 10.3% IV Rank 28.1% 15.3% 44.2% 27.9% 33.6% IV Percentile 34.6% 6.0% 79.4% 31.3% 53.6% Term Structure -2.3% -4.6% -0.2% -2.8% -3.0% Skew 25d 1.7% -3.2% 4.6% 0.3% 3.9% Skew 10d 1.7% -5.2% 5.4% -4.4% 1.8% Call IV 25d 11.5% 8.1% 15.4% 11.5% 13.4% Put IV 25d 13.1% 9.2% 17.3% 11.9% 17.3% Bid-Ask Spread % 157.25 148.93 170.07 151.56 154.26 Gamma HHI 0.92 0.86 0.97 0.87 0.95 Net GEX 4.2K 3.7K 4.6K 3.7K 4.6K Net DEX -34.5K -45.4K -26.1K -29.2K -35.1K Net VEX -100 -116 -89 -116 -89 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 27 27 27 27 27
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 2024-07-01 $55.72 $0.00 14.8% 4.3% 7.3% 27.9% 0.0% 0.3% -2.8% 3.7K -29.2K -116 0.00 151.56 N/A N/A 0 0 11 16 2024-07-02 $56.00 $0.00 14.7% 4.2% 7.3% 27.5% 0.0% 2.2% -3.1% 4.0K -31.2K -112 0.00 148.93 N/A N/A 0 0 11 16 2024-07-03 $56.20 $0.00 15.6% 4.5% 7.3% 30.8% 0.0% -3.2% -3.2% 4.0K -32.8K -112 0.00 149.08 N/A N/A 0 0 11 16 2024-07-05 $56.52 $0.00 15.9% 3.4% 6.3% 32.2% 0.0% 4.6% -1.0% 4.1K -35.3K -110 0.00 167.74 N/A N/A 0 0 11 16 2024-07-08 $56.56 $0.00 18.9% 3.5% 6.3% 44.2% 0.0% 3.8% -1.1% 4.1K -35.4K -107 0.00 170.07 N/A N/A 0 0 11 16 2024-07-09 $56.61 $0.00 18.2% 3.6% 6.2% 41.3% 0.0% 0.1% -1.3% 4.0K -35.7K -107 0.00 166.28 N/A N/A 0 0 11 16 2024-07-10 $57.05 $0.00 12.3% 3.5% 6.6% 18.0% 0.0% 3.6% -1.1% 4.2K -39.5K -102 0.00 163.72 N/A N/A 0 0 11 16 2024-07-11 $56.94 $0.00 12.4% 3.5% 6.6% 18.1% 0.0% 1.6% -1.7% 4.3K -38.6K -102 0.00 158.72 N/A N/A 0 0 11 16 2024-07-12 $57.39 $0.00 11.7% 3.3% 6.4% 15.3% 0.0% 2.5% -0.2% 4.4K -42.6K -96 0.00 157.44 N/A N/A 0 0 11 16 2024-07-15 $57.38 $0.00 13.9% 4.0% 6.3% 24.2% 0.0% 1.6% -2.4% 4.2K -41.9K -96 0.00 161.36 N/A N/A 0 0 11 16 2024-07-16 $57.80 $0.00 12.6% 3.6% 6.4% 18.9% 0.0% 2.0% -1.3% 4.0K -45.4K -90 0.00 160.59 N/A N/A 0 0 11 16 2024-07-17 $57.02 $0.00 13.9% 4.0% 7.7% 24.3% 0.0% 1.5% -2.3% 4.3K -38.7K -99 0.00 157.72 N/A N/A 0 0 11 16 2024-07-18 $56.50 $0.00 13.6% 3.9% 8.5% 23.0% 0.0% 0.3% -2.8% 4.2K -33.5K -109 0.00 150.97 N/A N/A 0 0 11 16 2024-07-19 $56.17 $0.00 14.4% 4.1% 8.7% 26.2% 0.0% 1.4% -2.8% 4.3K -31.2K -103 0.00 155.59 N/A N/A 0 0 11 16 2024-07-22 $56.81 $0.00 14.0% 4.0% 9.4% 24.8% 0.0% 3.2% -2.0% 4.4K -36.8K -95 0.00 158.06 N/A N/A 0 0 11 16 2024-07-23 $56.75 $0.00 15.0% 4.3% 9.4% 28.5% 0.0% 2.0% -2.7% 4.3K -36.1K -96 0.00 160.39 N/A N/A 0 0 11 16 2024-07-24 $55.56 $0.00 14.7% 4.2% 12.3% 27.3% 0.0% -2.1% -2.4% 3.7K -26.4K -95 0.00 150.29 N/A N/A 0 0 11 16 2024-07-25 $55.53 $0.00 14.3% 4.1% 12.3% 25.9% 0.0% 0.9% -2.4% 4.3K -26.9K -91 0.00 150.04 N/A N/A 0 0 11 16 2024-07-26 $56.02 $0.00 16.0% 4.6% 12.7% 32.7% 0.0% 2.4% -3.0% 4.2K -29.7K -94 0.00 155.43 N/A N/A 0 0 11 16 2024-07-29 $56.09 $0.00 16.8% 4.8% 12.7% 35.7% 0.0% 2.8% -3.6% 4.2K -30.0K -91 0.00 157.44 N/A N/A 0 0 11 16 2024-07-30 $55.68 $0.00 17.4% 5.0% 13.0% 37.9% 0.0% 1.1% -4.6% 4.0K -26.1K -90 0.00 153.78 N/A N/A 0 0 11 16 2024-07-31 $56.69 $0.00 16.3% 4.7% 14.4% 33.6% 0.0% 3.9% -3.0% 4.6K -35.1K -89 0.00 154.26 N/A N/A 0 0 11 16
« Jun 2024 | All History | Aug 2024 » Home LRGF History July 2024