LRGF Options History — May 2025 In May 2025, LRGF traded between $58.27 and $61.84. ATM implied volatility averaged 19.8%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded below realized volatility by 6.7% (HV 20d: 26.5%). Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2025-05-09 : Highest Volume — 1 contracts2025-05-14 : Largest IV drop — 46.3% change2025-05-13 : Highest IV Rank — 34.4%2025-05-01 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $60.32 $58.27 $61.84 $58.27 $61.19 ATM IV 19.8% 14.6% 29.7% 22.7% 16.7% Expected Move 5.1% 4.1% 6.5% 6.5% 4.8% HV 20d 26.5% 15.2% 53.9% 53.9% 16.0% HV 60d 34.5% 34.1% 34.8% 34.1% 34.6% IV Rank 15.5% 5.5% 34.4% 21.1% 9.5% IV Percentile 53.9% 19.4% 87.7% 75.0% 37.3% Term Structure 0.8% -1.8% 3.9% -1.8% 0.5% Skew 25d 3.6% 1.6% 5.0% 4.2% 3.5% Skew 10d 4.5% 2.1% 6.3% 5.7% 2.1% Call IV 25d 14.4% 11.6% 18.9% 18.9% 14.3% Put IV 25d 18.0% 15.7% 23.1% 23.1% 17.8% Bid-Ask Spread % 130.37 123.52 135.10 133.49 129.74 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 113 0 212 0 167 Net DEX -2.0K -7.2K 0 0 -706 Net VEX -5 -9 0 0 -7 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.095 0 1 0 0 Total OI 0.857 0 2 0 1
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 2025-05-01 $58.27 $0.00 22.7% 6.5% 53.9% 21.1% 0.0% 4.2% -1.8% 0 0 0 0.00 133.49 N/A N/A 0 0 0 0 2025-05-02 $58.85 $0.00 20.3% 5.8% 50.3% 16.5% 0.0% 5.0% -0.1% 0 0 0 0.00 135.10 N/A N/A 0 0 0 0 2025-05-05 $58.64 $0.00 22.3% 5.7% 46.7% 20.3% 0.0% 4.4% 1.0% 0 0 0 0.00 127.58 N/A N/A 0 0 0 0 2025-05-06 $58.38 $0.00 22.9% 6.2% 45.8% 21.5% 0.0% 4.1% 0.0% 0 0 0 0.00 125.08 N/A N/A 0 0 0 0 2025-05-07 $58.58 $0.00 22.6% 5.9% 44.7% 20.9% 0.0% 4.1% 0.6% 0 0 0 0.00 124.13 N/A N/A 0 0 0 0 2025-05-08 $59.11 $0.00 23.9% 5.8% 29.0% 23.4% 0.0% 4.4% 0.5% 0 0 0 0.00 123.52 N/A N/A 0 0 0 0 2025-05-09 $58.75 $0.00 25.3% 5.5% 24.1% 26.0% 0.0% 4.1% 1.7% 0 0 0 0.00 129.04 N/A N/A 1 0 0 0 2025-05-12 $60.54 $0.00 29.3% 4.2% 24.5% 33.6% 0.0% 2.4% 3.4% 1 -6.1K 0 0.00 131.18 N/A N/A 1 0 1 0 2025-05-13 $61.35 $0.00 29.7% 4.1% 24.5% 34.4% 0.0% 4.3% 3.9% 189 -7.0K -8 0.00 130.31 N/A N/A 0 0 2 0 2025-05-14 $61.09 $0.00 15.9% 4.6% 24.4% 8.2% 0.0% 1.6% 0.6% 186 -6.9K -8 0.00 132.66 N/A N/A 0 0 2 0 2025-05-15 $61.35 $0.00 15.1% 4.3% 21.3% 6.6% 0.0% 3.3% 1.8% 187 -7.0K -8 0.00 130.72 N/A N/A 0 0 2 0 2025-05-16 $61.80 $0.00 14.6% 4.2% 21.3% 5.5% 0.0% 3.4% 1.1% 207 -7.2K -8 0.00 132.55 N/A N/A 0 0 2 0 2025-05-19 $61.84 $0.00 15.5% 4.5% 16.8% 7.4% 0.0% 4.0% 2.1% 203 -1.0K -9 0.00 128.79 N/A N/A 0 0 1 0 2025-05-20 $61.63 $0.00 15.5% 4.4% 15.2% 7.3% 0.0% 3.5% 0.2% 212 -1.0K -9 0.00 133.26 N/A N/A 0 0 1 0 2025-05-21 $60.66 $0.00 16.7% 4.8% 16.6% 9.6% 0.0% 4.2% 0.7% 157 -735 -7 0.00 132.97 N/A N/A 0 0 1 0 2025-05-22 $60.74 $0.00 16.3% 4.7% 15.4% 8.8% 0.0% 3.6% 0.6% 160 -695 -7 0.00 131.29 N/A N/A 0 0 1 0 2025-05-23 $60.28 $0.00 19.2% 5.5% 15.9% 14.4% 0.0% 3.1% 0.9% 147 -762 -7 0.00 129.32 N/A N/A 0 0 1 0 2025-05-27 $61.30 $0.00 16.9% 4.8% 16.7% 9.9% 0.0% 2.8% 0.6% 175 -769 -7 0.00 130.97 N/A N/A 0 0 1 0 2025-05-28 $61.13 $0.00 17.3% 4.9% 16.8% 10.7% 0.0% 2.1% -1.8% 189 -808 -7 0.00 134.24 N/A N/A 0 0 1 0 2025-05-29 $61.19 $0.00 17.1% 4.9% 16.6% 10.5% 0.0% 2.9% -0.2% 190 -813 -7 0.00 131.81 N/A N/A 0 0 1 0 2025-05-30 $61.19 $0.00 16.7% 4.8% 16.0% 9.5% 0.0% 3.5% 0.5% 167 -706 -7 0.00 129.74 N/A N/A 0 0 1 0
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