LRGF Options History — December 2024 In December 2024, LRGF traded between $60.15 and $63.22. ATM implied volatility averaged 23.2%, placing in the 42.6% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 10.7% (HV 20d: 12.4%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 7 of 21 days.
Notable Days 2024-12-11 : Largest IV drop — 47.0% change2024-12-10 : Highest IV Rank — 89.0%2024-12-04 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $61.93 $60.15 $63.22 $62.68 $60.36 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 23.2% 14.2% 40.0% 28.8% 18.0% Expected Move 5.9% 4.1% 8.9% 8.2% 5.2% HV 20d 12.4% 8.4% 15.4% 13.6% 15.1% HV 60d 12.1% 11.1% 13.6% 11.4% 13.5% IV Rank 42.6% 17.7% 89.0% 58.0% 28.2% IV Percentile 69.9% 19.8% 98.4% 93.7% 66.7% Term Structure -0.5% -3.3% 8.4% -2.9% -2.2% Skew 25d 20.6% 2.1% 44.9% 43.6% 2.6% Skew 10d 24.7% 0.6% 58.6% 58.6% 1.8% Call IV 25d 11.4% 7.6% 16.0% 15.7% 15.2% Put IV 25d 32.0% 14.9% 60.2% 59.3% 17.8% Bid-Ask Spread % 179.66 147.13 199.14 183.75 167.91 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1 0 20 20 0 Net DEX -3.3K -6.3K 0 -6.2K 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0.524 0 1 1 0
Daily Data (21 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 2024-12-02 $62.68 $50.00 28.8% 8.2% 13.6% 58.0% 0.0% 43.6% -2.9% 20 -6.2K 0 0.00 183.75 N/A N/A 0 0 1 0 2024-12-03 $62.80 $50.00 29.8% 8.5% 13.5% 60.9% 0.0% 44.1% -3.2% 0 -6.3K 0 0.00 183.35 N/A N/A 0 0 1 0 2024-12-04 $63.20 $50.00 31.1% 8.9% 13.3% 64.6% 0.0% 44.9% -2.9% 0 -6.3K 0 0.00 183.24 N/A N/A 0 0 1 0 2024-12-05 $63.12 $0.00 32.2% 6.1% 9.7% 67.5% 0.0% 31.6% -0.2% 0 -6.3K 0 0.00 199.14 N/A N/A 0 0 1 0 2024-12-06 $63.22 $0.00 33.5% 6.1% 9.2% 71.2% 0.0% 30.4% 0.4% 0 -6.3K 0 0.00 199.14 N/A N/A 0 0 1 0 2024-12-09 $62.67 $0.00 36.1% 6.0% 9.8% 78.5% 0.0% 32.3% 0.1% 0 -6.3K 0 0.00 197.63 N/A N/A 0 0 1 0 2024-12-10 $62.19 $0.00 40.0% 6.5% 10.2% 89.0% 0.0% 33.8% -0.0% 0 -6.2K 0 0.00 197.08 N/A N/A 0 0 1 0 2024-12-11 $62.72 $0.00 21.2% 6.1% 10.6% 37.1% 0.0% 33.4% 0.1% 0 -6.3K 0 0.00 197.14 N/A N/A 0 0 1 0 2024-12-12 $62.48 $0.00 26.0% 7.5% 10.7% 50.4% 0.0% 34.3% -2.7% 0 -6.2K 0 0.00 197.21 N/A N/A 0 0 1 0 2024-12-13 $62.38 $0.00 23.5% 6.7% 10.4% 43.4% 0.0% 33.8% -0.3% 0 -6.2K 0 0.00 197.51 N/A N/A 0 0 1 0 2024-12-16 $62.55 $0.00 22.4% 6.4% 8.4% 40.6% 0.0% 36.2% -0.5% 0 -6.3K 0 0.00 197.00 N/A N/A 0 0 1 0 2024-12-17 $62.00 $0.00 14.2% 4.1% 9.1% 17.7% 0.0% 2.6% 2.1% 0 0 0 0.00 170.33 N/A N/A 0 0 0 0 2024-12-18 $60.15 $0.00 17.6% 5.1% 14.3% 27.2% 0.0% 6.4% 8.4% 0 0 0 0.00 147.13 N/A N/A 0 0 0 0 2024-12-19 $60.27 $0.00 17.7% 5.1% 14.3% 27.3% 0.0% 2.7% -1.8% 0 0 0 0.00 158.98 N/A N/A 0 0 0 0 2024-12-20 $60.96 $0.00 17.3% 5.0% 14.4% 26.3% 0.0% 3.8% 0.3% 0 0 0 0.00 156.22 N/A N/A 0 0 0 0 2024-12-23 $61.22 $0.00 16.3% 4.7% 14.4% 23.5% 0.0% 2.5% 0.1% 0 0 0 0.00 165.89 N/A N/A 0 0 0 0 2024-12-24 $61.72 $0.00 14.7% 4.2% 14.6% 19.2% 0.0% 3.5% -0.7% 0 0 0 0.00 169.37 N/A N/A 0 0 0 0 2024-12-26 $61.96 $0.00 14.8% 4.2% 14.5% 19.4% 0.0% 4.0% -1.5% 0 0 0 0.00 170.89 N/A N/A 0 0 0 0 2024-12-27 $61.03 $0.00 15.4% 4.4% 15.4% 21.0% 0.0% 2.1% -3.3% 0 0 0 0.00 167.38 N/A N/A 0 0 0 0 2024-12-30 $60.76 $0.00 15.9% 4.6% 15.1% 22.6% 0.0% 3.5% -0.3% 0 0 0 0.00 166.55 N/A N/A 0 0 0 0 2024-12-31 $60.36 $0.00 18.0% 5.2% 15.1% 28.2% 0.0% 2.6% -2.2% 0 0 0 0.00 167.91 N/A N/A 0 0 0 0
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