LRGF Options History — March 2025

In March 2025, LRGF traded between $56.89 and $60.54. ATM implied volatility averaged 21.4%, placing in the 30.3% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 2.9% (HV 20d: 18.5%). Max pain ranged from $57.00 to $57.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 2 of 21 days.

Notable Days

  • 2025-03-10: Largest IV spike — 45.2% change
  • 2025-03-10: Highest IV Rank — 60.8%
  • 2025-03-10: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.73$56.89$60.54$60.40$57.90
Max Pain$57.00$57.00$57.00$57.00$57.00
ATM IV21.4%17.1%31.3%19.8%21.6%
Expected Move6.3%4.5%9.0%5.7%6.0%
HV 20d18.5%12.7%23.0%12.8%22.8%
HV 60d15.9%14.0%17.1%14.1%17.1%
IV Rank30.3%16.9%60.8%25.2%30.8%
IV Percentile74.8%50.8%93.7%71.8%77.8%
Term Structure-1.7%-6.6%0.6%-2.5%0.6%
Skew 25d4.3%0.3%10.1%1.4%5.4%
Skew 10d3.8%0.5%11.0%1.7%3.6%
Call IV 25d15.7%12.6%17.6%16.5%16.7%
Put IV 25d20.0%16.3%26.4%17.9%22.1%
Bid-Ask Spread %129.30118.63147.27130.72123.98
Gamma HHI1.001.001.001.001.00
Net GEX26055400
Net DEX-188-4.0K000
Net VEX-0-3000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI0.0480100

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$60.40$0.0019.8%5.7%12.8%25.2%0.0%1.4%-2.5%0000.00130.72N/AN/A0000
2025-03-04$60.27$0.0023.9%6.9%12.8%38.1%0.0%3.1%-3.1%0000.00128.26N/AN/A0000
2025-03-05$60.54$0.0019.3%5.5%12.7%23.7%0.0%8.7%-0.3%0000.00128.59N/AN/A0000
2025-03-06$59.28$0.0024.2%7.0%14.1%39.0%0.0%0.6%-1.6%0000.00127.46N/AN/A0000
2025-03-07$59.64$0.0021.5%6.2%14.3%30.6%0.0%7.8%-1.0%0000.00131.85N/AN/A0000
2025-03-10$57.99$0.0031.3%9.0%16.9%60.8%0.0%9.4%-3.5%0000.00125.39N/AN/A0000
2025-03-11$57.91$0.0025.0%8.8%16.4%41.5%0.0%10.1%-2.2%0000.00129.53N/AN/A0000
2025-03-12$57.84$0.0024.5%8.6%16.4%39.7%0.0%4.2%-3.3%0000.00128.34N/AN/A0000
2025-03-13$56.89$0.0024.2%8.6%16.9%38.9%0.0%4.6%-1.7%0000.00131.45N/AN/A0000
2025-03-14$58.10$57.0022.3%8.0%18.3%33.0%0.0%3.2%-1.6%554-4.0K-30.00132.90N/AN/A0010
2025-03-17$58.92$0.0019.8%5.5%19.3%25.3%0.0%3.8%-0.6%0000.00131.65N/AN/A0000
2025-03-18$57.87$0.0021.2%5.7%19.9%29.6%0.0%8.5%-1.1%0000.00121.25N/AN/A0000
2025-03-19$58.78$0.0019.9%5.5%21.1%25.4%0.0%2.8%-0.9%0000.00118.63N/AN/A0000
2025-03-20$58.47$0.0017.9%5.3%21.1%19.4%0.0%2.5%-0.3%0000.00130.66N/AN/A0000
2025-03-21$58.27$0.0020.3%5.5%20.5%26.7%0.0%2.9%-1.4%0000.00130.77N/AN/A0000
2025-03-24$59.51$0.0017.1%4.9%22.3%16.9%0.0%4.5%0.2%0000.00135.19N/AN/A0000
2025-03-25$59.53$0.0017.5%4.5%22.2%18.1%0.0%3.4%-1.1%0000.00147.27N/AN/A0000
2025-03-26$58.85$0.0018.1%5.0%22.4%20.1%0.0%0.6%-2.7%0000.00128.04N/AN/A0000
2025-03-27$58.86$0.0018.9%5.2%21.9%22.6%0.0%1.8%-0.8%0000.00131.55N/AN/A0000
2025-03-28$57.49$0.0021.7%5.7%23.0%31.1%0.0%0.3%-6.6%0000.00121.83N/AN/A0000
2025-03-31$57.90$0.0021.6%6.0%22.8%30.8%0.0%5.4%0.6%0000.00123.98N/AN/A0000