LRGF Options History — January 2025 In January 2025, LRGF traded between $59.94 and $62.84. ATM implied volatility averaged 18.1%, placing in the 28.6% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 2.3% (HV 20d: 15.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 10 of 20 days.
Notable Days 2025-01-10 : Highest Volume — 2 contracts2025-01-15 : Largest IV drop — 58.2% change2025-01-14 : Highest IV Rank — 72.2%2025-01-02 : Largest Expected Move — 5.2%Monthly Statistics Metric Avg Min Max Open Close Price $61.59 $59.94 $62.84 $60.31 $62.39 ATM IV 18.1% 13.7% 33.9% 18.1% 15.2% Expected Move 4.4% 3.9% 5.2% 5.2% 4.4% HV 20d 15.8% 14.2% 18.5% 15.1% 14.2% HV 60d 14.1% 13.4% 14.8% 13.4% 14.5% IV Rank 28.6% 16.5% 72.2% 28.6% 20.5% IV Percentile 46.2% 13.9% 97.2% 66.7% 31.3% Term Structure -0.4% -5.7% 2.0% -4.4% -0.5% Skew 25d 2.9% -1.2% 6.3% 1.4% -1.2% Skew 10d 6.2% 0.9% 8.3% 1.7% 5.9% Call IV 25d 12.4% 10.0% 15.8% 15.8% 14.4% Put IV 25d 15.3% 13.2% 19.8% 17.2% 13.2% Bid-Ask Spread % 165.94 155.11 173.17 166.31 163.53 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -216 -1.2K 0 0 0 Net DEX 577 0 3.9K 0 0 Net VEX -1 -4 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.1 0 2 0 0 Total OI 0.5 0 2 0 0
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 2025-01-02 $60.31 $0.00 18.1% 5.2% 15.1% 28.6% 0.0% 1.4% -4.4% 0 0 0 0.00 166.31 N/A N/A 0 0 0 0 2025-01-03 $61.11 $0.00 18.0% 5.2% 15.8% 28.3% 0.0% 6.3% -2.3% 0 0 0 0.00 170.35 N/A N/A 0 0 0 0 2025-01-06 $61.44 $0.00 23.7% 4.5% 16.0% 44.1% 0.0% 2.7% -2.6% 0 0 0 0.00 165.31 N/A N/A 0 0 0 0 2025-01-07 $60.66 $0.00 19.8% 4.4% 16.4% 33.3% 0.0% -0.2% -5.7% 0 0 0 0.00 173.17 N/A N/A 0 0 0 0 2025-01-08 $60.81 $0.00 20.9% 4.6% 16.3% 36.3% 0.0% 3.3% 1.1% 0 0 0 0.00 160.32 N/A N/A 0 0 0 0 2025-01-10 $59.96 $0.00 23.4% 4.8% 16.8% 43.1% 0.0% 2.8% 1.6% 0 0 0 0.00 156.68 N/A N/A 0 2 0 0 2025-01-13 $59.94 $0.00 30.4% 5.0% 16.3% 62.5% 0.0% 3.4% 0.4% -1.2K 3.9K -4 0.00 155.11 N/A N/A 0 0 0 2 2025-01-14 $60.05 $0.00 33.9% 4.9% 16.4% 72.2% 0.0% 3.6% 0.6% -1.2K 3.6K -4 0.00 157.38 N/A N/A 0 0 0 2 2025-01-15 $61.39 $0.00 14.2% 4.1% 18.5% 17.7% 0.0% 3.8% 1.5% -718 1.5K -2 0.00 165.49 N/A N/A 0 0 0 2 2025-01-16 $61.42 $0.00 14.2% 4.1% 18.4% 17.8% 0.0% 2.9% 1.6% -706 1.5K -1 0.00 168.53 N/A N/A 0 0 0 2 2025-01-17 $61.89 $0.00 14.2% 4.1% 18.4% 17.7% 0.0% 4.0% -0.0% -546 1.1K 0 0.00 172.46 N/A N/A 0 0 0 2 2025-01-21 $62.25 $0.00 14.4% 4.1% 14.7% 18.4% 0.0% 4.9% -0.4% 0 0 0 0.00 168.04 N/A N/A 0 0 0 0 2025-01-22 $62.73 $0.00 14.0% 4.0% 14.8% 17.3% 0.0% 2.4% -0.8% 0 0 0 0.00 171.67 N/A N/A 0 0 0 0 2025-01-23 $62.84 $0.00 13.7% 3.9% 14.4% 16.5% 0.0% 3.2% -0.1% 0 0 0 0.00 170.81 N/A N/A 0 0 0 0 2025-01-24 $62.81 $0.00 14.2% 4.1% 14.4% 17.6% 0.0% 1.8% 1.0% 0 0 0 0.00 168.67 N/A N/A 0 0 0 0 2025-01-27 $62.00 $0.00 15.8% 4.5% 15.0% 22.2% 0.0% 3.9% 0.1% 0 0 0 0.00 168.42 N/A N/A 0 0 0 0 2025-01-28 $62.78 $0.00 14.1% 4.1% 15.6% 17.6% 0.0% 4.9% 2.0% 0 0 0 0.00 162.73 N/A N/A 0 0 0 0 2025-01-29 $62.45 $0.00 15.7% 4.5% 14.6% 21.9% 0.0% 2.7% 0.8% 0 0 0 0.00 165.31 N/A N/A 0 0 0 0 2025-01-30 $62.51 $0.00 14.6% 4.2% 14.4% 18.8% 0.0% 1.1% -1.9% 0 0 0 0.00 168.49 N/A N/A 0 0 0 0 2025-01-31 $62.39 $0.00 15.2% 4.4% 14.2% 20.5% 0.0% -1.2% -0.5% 0 0 0 0.00 163.53 N/A N/A 0 0 0 0
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