LRGF Options History — November 2024 In November 2024, LRGF traded between $58.70 and $62.67. ATM implied volatility averaged 28.3%, placing in the 64.8% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 14.6% (HV 20d: 13.7%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 7 of 20 days.
Notable Days 2024-11-18 : Largest IV spike — 67.2% change2024-11-18 : Highest IV Rank — 100.0%2024-11-20 : Largest Expected Move — 12.6%Monthly Statistics Metric Avg Min Max Open Close Price $61.21 $58.70 $62.67 $58.77 $62.67 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 28.3% 20.4% 43.9% 22.1% 26.6% Expected Move 9.1% 6.1% 12.6% 6.3% 7.6% HV 20d 13.7% 10.3% 15.0% 10.7% 13.6% HV 60d 12.3% 11.8% 12.7% 11.9% 11.9% IV Rank 64.8% 45.8% 100.0% 51.6% 52.0% IV Percentile 93.7% 85.3% 100.0% 91.3% 92.5% Term Structure -0.1% -6.0% 5.7% -6.0% -2.3% Skew 25d 32.9% 3.4% 43.2% 3.4% 41.0% Skew 10d 44.2% 5.1% 54.8% 5.1% 52.8% Call IV 25d 13.2% 8.8% 18.8% 18.8% 12.7% Put IV 25d 46.1% 22.2% 53.7% 22.2% 53.7% Bid-Ask Spread % 184.60 171.97 188.71 171.97 184.34 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 33 0 71 69 0 Net DEX -5.8K -6.3K -4.6K -4.6K -6.3K Net VEX -2 -6 0 -6 0 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 (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 2024-11-01 $58.77 $0.00 22.1% 6.3% 10.7% 51.6% 0.0% 3.4% -6.0% 69 -4.6K -6 0.00 171.97 N/A N/A 0 0 1 0 2024-11-04 $58.70 $50.00 24.5% 11.4% 10.3% 60.3% 0.0% 41.8% -2.4% 71 -4.6K -6 0.00 185.73 N/A N/A 0 0 1 0 2024-11-05 $59.33 $50.00 24.2% 11.7% 10.4% 59.4% 0.0% 43.2% 5.7% 68 -4.7K -6 0.00 188.71 N/A N/A 0 0 1 0 2024-11-06 $61.01 $50.00 20.9% 10.7% 14.1% 47.5% 0.0% 36.3% 5.3% 65 -5.1K -5 0.00 187.41 N/A N/A 0 0 1 0 2024-11-07 $61.61 $50.00 20.4% 10.5% 14.4% 45.8% 0.0% 27.5% 4.9% 27 -6.0K -1 0.00 185.84 N/A N/A 0 0 1 0 2024-11-08 $61.80 $50.00 20.8% 6.1% 14.1% 47.0% 0.0% 28.3% 5.0% 21 -6.1K -1 0.00 184.77 N/A N/A 0 0 1 0 2024-11-11 $61.87 $50.00 27.0% 6.4% 13.9% 69.5% 0.0% 29.2% 2.8% 21 -6.1K -1 0.00 183.75 N/A N/A 0 0 1 0 2024-11-12 $61.74 $50.00 30.0% 11.1% 13.4% 80.4% 0.0% 30.8% 2.3% 28 -6.0K -1 0.00 184.60 N/A N/A 0 0 1 0 2024-11-13 $61.81 $50.00 22.2% 6.4% 13.4% 52.0% 0.0% 30.4% 0.7% 19 -6.1K -1 0.00 185.38 N/A N/A 0 0 1 0 2024-11-14 $61.36 $50.00 26.5% 7.6% 13.7% 67.7% 0.0% 30.0% -2.6% 23 -6.0K -1 0.00 185.13 N/A N/A 0 0 1 0 2024-11-15 $60.42 $50.00 25.3% 7.2% 14.9% 63.2% 0.0% 31.1% -1.7% 41 -5.8K -1 0.00 187.19 N/A N/A 0 0 1 0 2024-11-18 $60.70 $50.00 42.2% 12.1% 14.9% 100.0% 0.0% 32.9% -1.6% 39 -5.9K -1 0.00 180.19 N/A N/A 0 0 1 0 2024-11-19 $60.90 $50.00 42.9% 12.3% 15.0% 100.0% 0.0% 34.6% -1.3% 43 -5.9K -1 0.00 187.07 N/A N/A 0 0 1 0 2024-11-20 $61.00 $50.00 43.9% 12.6% 14.3% 100.0% 0.0% 34.4% -1.8% 36 -5.9K -1 0.00 186.25 N/A N/A 0 0 1 0 2024-11-21 $61.67 $50.00 42.4% 12.2% 14.7% 95.7% 0.0% 36.3% -1.3% 32 -6.0K -1 0.00 185.83 N/A N/A 0 0 1 0 2024-11-22 $61.87 $50.00 25.3% 7.3% 14.7% 48.4% 0.0% 36.3% -2.0% 31 -6.1K -1 0.00 185.22 N/A N/A 0 0 1 0 2024-11-25 $62.24 $50.00 26.7% 7.6% 14.7% 52.2% 0.0% 33.1% -1.6% 19 -6.2K 0 0.00 183.72 N/A N/A 0 0 1 0 2024-11-26 $62.53 $50.00 24.9% 7.1% 14.7% 47.4% 0.0% 38.2% -1.6% 0 -6.3K 0 0.00 184.65 N/A N/A 0 0 1 0 2024-11-27 $62.19 $50.00 27.6% 7.9% 14.8% 54.9% 0.0% 38.4% -2.2% 0 -6.2K 0 0.00 184.17 N/A N/A 0 0 1 0 2024-11-29 $62.67 $50.00 26.6% 7.6% 13.6% 52.0% 0.0% 41.0% -2.3% 0 -6.3K 0 0.00 184.34 N/A N/A 0 0 1 0
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