LRGF Options History — April 2025

In April 2025, LRGF traded between $50.80 and $58.62. ATM implied volatility averaged 32.0%, placing in the 42.4% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded below realized volatility by 13.7% (HV 20d: 45.7%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.

Notable Days

  • 2025-04-04: Largest IV spike — 62.9% change
  • 2025-04-04: Highest IV Rank — 100.0%
  • 2025-04-08: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$55.35$50.80$58.62$58.03$57.34
ATM IV32.0%20.1%64.2%23.4%25.5%
Expected Move8.3%5.7%12.8%6.0%7.3%
HV 20d45.7%22.8%54.3%22.8%53.7%
HV 60d29.2%17.0%33.9%17.1%33.9%
IV Rank42.4%16.9%100.0%36.4%26.4%
IV Percentile87.0%67.1%100.0%82.9%83.3%
Term Structure-2.2%-6.2%0.3%-2.5%-1.8%
Skew 25d7.5%3.3%19.9%3.3%4.4%
Skew 10d7.4%3.8%19.2%3.8%4.5%
Call IV 25d20.8%13.3%29.9%18.0%18.4%
Put IV 25d28.3%17.7%46.8%21.2%22.8%
Bid-Ask Spread %130.21115.30148.51125.82130.63
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-04-01$58.03$0.0023.4%6.0%22.8%36.4%0.0%3.3%-2.5%0000.00125.82N/AN/A0000
2025-04-02$58.62$0.0020.1%5.7%23.1%26.1%0.0%4.4%-0.2%0000.00126.83N/AN/A0000
2025-04-03$55.62$0.0030.6%6.8%28.7%58.8%0.0%5.0%-1.5%0000.00143.76N/AN/A0000
2025-04-04$53.00$0.0049.9%10.7%32.6%100.0%0.0%12.0%-4.3%0000.00133.27N/AN/A0000
2025-04-07$51.92$0.0062.2%12.0%32.0%100.0%0.0%12.5%-6.2%0000.00135.33N/AN/A0000
2025-04-08$50.80$0.0064.2%12.8%32.4%100.0%0.0%19.9%-5.8%0000.00115.30N/AN/A0000
2025-04-09$56.05$0.0030.3%8.7%49.4%35.4%0.0%12.6%-1.1%0000.00148.51N/AN/A0000
2025-04-10$53.75$0.0040.6%11.6%51.2%55.1%0.0%15.4%-4.7%0000.00116.70N/AN/A0000
2025-04-11$55.22$0.0037.4%10.7%51.6%49.1%0.0%8.6%-4.0%0000.00140.20N/AN/A0000
2025-04-14$55.95$0.0030.5%8.8%51.6%36.0%0.0%7.2%-2.0%0000.00134.84N/AN/A0000
2025-04-15$55.62$0.0024.3%7.0%51.3%24.2%0.0%6.0%-0.9%0000.00132.95N/AN/A0000
2025-04-16$54.14$0.0027.3%7.8%51.6%29.7%0.0%5.9%-0.4%0000.00137.00N/AN/A0000
2025-04-17$54.69$0.0027.3%7.8%51.8%29.8%0.0%4.3%-0.6%0000.00126.03N/AN/A0000
2025-04-21$53.09$0.0031.6%9.0%52.7%37.9%0.0%9.1%-3.3%0000.00117.86N/AN/A0000
2025-04-22$54.64$0.0028.0%8.0%53.2%31.1%0.0%5.1%-2.6%0000.00120.87N/AN/A0000
2025-04-23$55.48$0.0027.4%7.9%53.7%30.0%0.0%4.3%-2.1%0000.00128.29N/AN/A0000
2025-04-24$56.67$0.0022.4%6.4%54.3%20.5%0.0%6.4%0.3%0000.00128.14N/AN/A0000
2025-04-25$57.00$0.0023.6%6.8%54.3%22.8%0.0%3.4%-1.7%0000.00129.93N/AN/A0000
2025-04-28$57.21$0.0024.1%6.9%53.7%23.7%0.0%4.5%-0.5%0000.00129.48N/AN/A0000
2025-04-29$57.52$0.0020.5%5.9%53.7%16.9%0.0%4.3%-0.1%0000.00132.64N/AN/A0000
2025-04-30$57.34$0.0025.5%7.3%53.7%26.4%0.0%4.4%-1.8%0000.00130.63N/AN/A0000