LRGF Options History — October 2024 In October 2024, LRGF traded between $58.11 and $60.23. ATM implied volatility averaged 18.3%, placing in the 38.1% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 8.1% (HV 20d: 10.2%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days.
Notable Days 2024-10-07 : Largest IV spike — 19.1% change2024-10-31 : Highest IV Rank — 51.7%2024-10-31 : Largest Expected Move — 6.3%Monthly Statistics Metric Avg Min Max Open Close Price $59.29 $58.11 $60.23 $58.27 $58.69 ATM IV 18.3% 16.2% 22.1% 18.6% 22.1% Expected Move 5.2% 4.6% 6.3% 5.3% 6.3% HV 20d 10.2% 9.4% 11.4% 11.0% 11.4% HV 60d 15.8% 12.2% 17.0% 16.8% 12.4% IV Rank 38.1% 30.4% 51.7% 39.2% 51.7% IV Percentile 72.3% 54.8% 92.1% 75.0% 92.1% Term Structure -1.4% -5.7% 1.1% 0.2% -5.7% Skew 25d 5.0% 1.5% 8.4% 4.9% 4.4% Skew 10d 8.6% 3.1% 10.2% 3.1% 5.5% Call IV 25d 13.3% 8.9% 17.7% 14.4% 17.7% Put IV 25d 18.3% 17.0% 22.1% 19.3% 22.1% Bid-Ask Spread % 154.78 142.40 174.57 148.02 167.58 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 45 11 70 48 70 Net DEX -5.4K -6.0K -4.6K -5.6K -4.6K Net VEX -3 -7 0 -2 -6 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 1
Daily Data (23 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 2024-10-01 $58.27 $0.00 18.6% 5.3% 11.0% 39.2% 0.0% 4.9% 0.2% 48 -5.6K -2 0.00 148.02 N/A N/A 0 0 1 0 2024-10-02 $58.31 $0.00 18.7% 5.4% 10.9% 39.4% 0.0% 6.8% 1.1% 49 -5.6K -2 0.00 148.36 N/A N/A 0 0 1 0 2024-10-03 $58.11 $0.00 19.9% 5.4% 10.8% 43.9% 0.0% 5.1% -0.3% 48 -5.6K -2 0.00 143.88 N/A N/A 0 0 1 0 2024-10-04 $58.74 $0.00 18.1% 5.0% 9.4% 37.5% 0.0% 5.6% -0.1% 42 -5.7K -2 0.00 144.68 N/A N/A 0 0 1 0 2024-10-07 $58.26 $0.00 21.6% 5.4% 10.0% 50.1% 0.0% 5.4% -0.1% 49 -5.6K -2 0.00 142.40 N/A N/A 0 0 1 0 2024-10-08 $58.83 $0.00 20.5% 5.2% 10.3% 46.1% 0.0% 5.5% -0.6% 39 -5.7K -2 0.00 146.36 N/A N/A 0 0 1 0 2024-10-09 $59.27 $0.00 17.8% 5.1% 10.2% 36.3% 0.0% 6.6% -0.4% 30 -5.8K -1 0.00 145.71 N/A N/A 0 0 1 0 2024-10-10 $59.18 $0.00 17.3% 5.0% 9.6% 34.3% 0.0% 8.0% 0.3% 26 -5.8K -1 0.00 149.00 N/A N/A 0 0 1 0 2024-10-11 $59.73 $0.00 16.2% 4.6% 9.8% 30.4% 0.0% 8.4% 0.0% 22 -5.9K -1 0.00 149.82 N/A N/A 0 0 1 0 2024-10-14 $60.23 $0.00 17.5% 5.0% 10.0% 35.2% 0.0% 5.3% -0.7% 16 -6.0K -1 0.00 147.01 N/A N/A 0 0 1 0 2024-10-15 $59.68 $0.00 16.8% 4.8% 10.8% 32.5% 0.0% 4.7% 0.0% 18 -5.9K -1 0.00 143.93 N/A N/A 0 0 1 0 2024-10-16 $59.95 $0.00 17.2% 4.9% 10.8% 34.1% 0.0% 4.4% -0.1% 18 -5.9K -1 0.00 149.30 N/A N/A 0 0 1 0 2024-10-17 $59.97 $0.00 16.3% 4.7% 9.4% 30.7% 0.0% 3.9% 0.1% 14 -5.9K 0 0.00 150.84 N/A N/A 0 0 1 0 2024-10-18 $60.03 $0.00 16.5% 4.7% 9.4% 31.6% 0.0% 4.2% -1.0% 11 -6.0K 0 0.00 153.70 N/A N/A 0 0 1 0 2024-10-21 $59.81 $0.00 16.7% 4.8% 9.6% 32.3% 0.0% 3.4% -2.3% 68 -4.9K -7 0.00 153.87 N/A N/A 0 0 1 0 2024-10-22 $59.89 $0.00 16.9% 4.8% 9.6% 32.9% 0.0% 5.3% -1.8% 67 -4.8K -6 0.00 170.98 N/A N/A 0 0 1 0 2024-10-23 $59.23 $0.00 17.4% 5.0% 10.2% 34.9% 0.0% 2.8% -2.7% 70 -4.7K -6 0.00 161.54 N/A N/A 0 0 1 0 2024-10-24 $59.35 $0.00 18.4% 5.3% 10.2% 38.5% 0.0% 4.7% -2.2% 69 -4.7K -6 0.00 167.84 N/A N/A 0 0 1 0 2024-10-25 $59.34 $0.00 18.0% 5.1% 10.2% 36.8% 0.0% 1.5% -2.9% 68 -4.7K -6 0.00 164.59 N/A N/A 0 0 1 0 2024-10-28 $59.64 $0.00 19.3% 5.5% 10.3% 41.5% 0.0% 4.7% -3.7% 63 -5.5K -3 0.00 174.57 N/A N/A 0 0 1 0 2024-10-29 $59.73 $0.00 19.3% 5.5% 10.0% 41.7% 0.0% 5.3% -3.9% 67 -4.8K -6 0.00 167.32 N/A N/A 0 0 1 0 2024-10-30 $59.53 $0.00 19.9% 5.7% 10.1% 44.0% 0.0% 4.0% -4.4% 68 -4.8K -6 0.00 168.54 N/A N/A 0 0 1 0 2024-10-31 $58.69 $0.00 22.1% 6.3% 11.4% 51.7% 0.0% 4.4% -5.7% 70 -4.6K -6 0.00 167.58 N/A N/A 0 0 1 0
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