LRGF Options History — February 2025

In February 2025, LRGF traded between $61.06 and $63.88. ATM implied volatility averaged 17.3%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 5.6% (HV 20d: 11.7%). Max pain ranged from $65.00 to $65.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 9 of 19 days.

Notable Days

  • 2025-02-25: Highest Volume — 1 contracts
  • 2025-02-28: Largest IV spike — 98.9% change
  • 2025-02-28: Highest IV Rank — 75.3%
  • 2025-02-28: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.70$61.06$63.88$62.08$61.40
Max Pain$65.00$65.00$65.00$65.00$65.00
ATM IV17.3%13.0%35.9%17.3%35.9%
Expected Move4.8%3.7%10.3%5.0%10.3%
HV 20d11.7%10.0%14.4%14.4%11.6%
HV 60d13.5%13.0%14.5%14.5%13.7%
IV Rank23.1%11.7%75.3%26.5%75.3%
IV Percentile46.4%6.3%97.6%59.5%97.6%
Term Structure0.8%-2.7%20.2%-1.1%20.2%
VWIV19.2%19.2%19.2%19.2%19.2%
Skew 25d3.3%1.0%8.8%3.0%1.3%
Skew 10d4.8%0.8%18.8%0.8%18.8%
Call IV 25d15.1%10.8%59.6%13.9%59.6%
Put IV 25d18.4%13.8%60.9%17.0%60.9%
Bid-Ask Spread %144.16126.75171.68162.53171.68
Gamma HHI1.001.001.001.001.00
Net GEX-164-567000
Net DEX1.7K05.2K00
Net VEX-2-8000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.0530100
Total OI0.3680100

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-02-03$62.08$0.0017.3%5.0%14.4%26.5%0.0%3.0%-1.1%0000.00162.53N/AN/A0000
2025-02-04$62.41$0.0017.6%5.0%13.8%27.2%0.0%4.0%-0.8%0000.00169.60N/AN/A0000
2025-02-05$62.80$0.0016.4%4.7%13.8%23.8%0.0%3.6%-1.3%0000.00168.16N/AN/A0000
2025-02-06$62.95$0.0016.7%4.1%12.8%24.6%0.0%2.6%1.0%0000.00144.70N/AN/A0000
2025-02-07$62.55$0.0015.7%3.8%13.1%21.9%0.0%3.5%-2.1%0000.00142.47N/AN/A0000
2025-02-10$63.02$0.0018.6%4.2%11.9%29.9%0.0%2.7%0.3%0000.00146.46N/AN/A0000
2025-02-11$63.03$0.0018.6%4.1%11.9%27.7%0.0%2.8%0.5%0000.00147.03N/AN/A0000
2025-02-12$62.86$0.0013.8%4.0%12.1%14.0%0.0%3.8%1.9%0000.00145.29N/AN/A0000
2025-02-13$63.66$0.0013.0%3.7%10.3%11.7%0.0%3.8%2.5%0000.00143.57N/AN/A0000
2025-02-14$63.76$65.0014.1%4.0%10.3%14.9%0.0%2.4%0.7%-4764.0K-80.00147.57N/AN/A0001
2025-02-18$63.80$65.0014.3%4.1%10.1%15.5%0.0%2.6%0.6%-5364.2K-70.00136.07N/AN/A0001
2025-02-19$63.88$65.0013.7%3.9%10.0%12.7%0.0%2.6%0.8%-5674.2K-70.00135.04N/AN/A0001
2025-02-20$63.51$65.0013.9%4.0%10.0%13.4%0.0%3.1%-1.3%-5284.5K-60.00133.12N/AN/A0001
2025-02-21$62.43$65.0016.7%4.8%11.8%21.4%0.0%1.0%-1.2%-3454.7K-50.00129.22N/AN/A0001
2025-02-24$62.28$65.0017.3%5.0%11.8%17.6%0.0%3.6%-2.7%-3505.0K-50.00130.92N/AN/A0001
2025-02-25$61.88$65.0018.6%5.3%11.1%21.4%19.2%4.5%-1.2%-3195.2K-40.00129.03N/AN/A0101
2025-02-26$62.02$0.0017.8%5.1%10.1%19.1%0.0%3.4%-1.0%0000.00129.74N/AN/A0000
2025-02-27$61.06$0.0018.1%5.2%11.3%19.9%0.0%8.8%-0.5%0000.00126.75N/AN/A0000
2025-02-28$61.40$0.0035.9%10.3%11.6%75.3%0.0%1.3%20.2%0000.00171.68N/AN/A0000