LRGF Options History — June 2025 In June 2025, LRGF traded between $61.47 and $64.08. ATM implied volatility averaged 17.1%, placing in the 10.3% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 4.6% (HV 20d: 12.4%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days.
Notable Days 2025-06-18 : Highest Volume — 1 contracts2025-06-11 : Largest IV drop — 16.9% change2025-06-09 : Highest IV Rank — 16.4%2025-06-02 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $62.35 $61.47 $64.08 $61.47 $64.08 ATM IV 17.1% 14.6% 20.3% 19.6% 16.2% Expected Move 4.7% 4.1% 5.6% 5.6% 4.7% HV 20d 12.4% 10.1% 15.7% 15.7% 10.5% HV 60d 33.2% 32.5% 34.3% 34.3% 32.5% IV Rank 10.3% 5.7% 16.4% 15.0% 8.7% IV Percentile 38.8% 13.9% 63.9% 59.1% 31.0% Term Structure 0.5% -4.4% 5.9% -4.4% -1.1% Skew 25d 5.0% 0.6% 10.1% 4.2% 2.1% Skew 10d 7.4% 1.7% 15.0% 3.9% 3.0% Call IV 25d 12.7% 9.5% 16.6% 16.6% 14.2% Put IV 25d 17.7% 15.2% 23.3% 20.8% 16.3% Bid-Ask Spread % 140.45 123.01 151.16 134.08 145.47 Gamma HHI 0.80 0.37 1.00 1.00 0.38 Net GEX 259 62 526 192 526 Net DEX -1.5K -4.8K 895 -1.0K -4.8K Net VEX -15 -34 -7 -9 -33 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.05 0 1 0 0 Total OI 1.55 1 3 1 3
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 2025-06-02 $61.47 $0.00 19.6% 5.6% 15.7% 15.0% 0.0% 4.2% -4.4% 192 -1.0K -9 0.00 134.08 N/A N/A 0 0 1 0 2025-06-03 $61.99 $0.00 17.6% 5.0% 15.7% 11.3% 0.0% 2.3% -0.7% 204 -881 -7 0.00 132.62 N/A N/A 0 0 1 0 2025-06-04 $62.09 $0.00 18.1% 5.2% 15.5% 12.3% 0.0% 0.6% -2.4% 226 -1.1K -8 0.00 135.82 N/A N/A 0 0 1 0 2025-06-05 $61.92 $0.00 17.7% 4.4% 15.7% 11.5% 0.0% 4.1% 1.8% 210 -881 -8 0.00 148.14 N/A N/A 0 0 1 0 2025-06-06 $62.37 $0.00 18.0% 4.1% 15.6% 12.0% 0.0% 5.8% 3.4% 237 -1.1K -9 0.00 149.25 N/A N/A 0 0 1 0 2025-06-09 $62.34 $0.00 20.3% 4.3% 15.3% 16.4% 0.0% 5.6% 1.3% 234 -1.3K -9 0.00 151.16 N/A N/A 0 0 1 0 2025-06-10 $62.45 $0.00 20.0% 4.1% 11.5% 15.9% 0.0% 5.9% 2.9% 236 -1.3K -9 0.00 150.75 N/A N/A 0 0 1 0 2025-06-11 $62.31 $0.00 16.6% 4.8% 10.6% 9.4% 0.0% 9.9% 0.2% 245 -1.0K -8 0.00 138.47 N/A N/A 0 0 1 0 2025-06-12 $62.48 $0.00 16.6% 4.8% 10.5% 9.5% 0.0% 2.6% 0.7% 235 -1.2K -9 0.00 140.90 N/A N/A 0 0 1 0 2025-06-13 $61.59 $0.00 17.1% 4.9% 11.8% 10.4% 0.0% 7.7% -0.3% 222 -1.2K -9 0.00 123.01 N/A N/A 0 0 1 0 2025-06-16 $62.14 $0.00 15.4% 4.4% 11.9% 7.2% 0.0% 3.6% 1.7% 236 -1.2K -9 0.00 148.99 N/A N/A 0 0 1 0 2025-06-17 $61.74 $0.00 15.8% 4.5% 12.1% 7.9% 0.0% 3.7% 1.0% 216 -1.1K -9 0.00 145.10 N/A N/A 0 0 1 0 2025-06-18 $61.78 $0.00 17.8% 5.1% 12.1% 11.7% 0.0% 10.1% 5.9% 219 -1.2K -9 0.00 124.19 N/A N/A 0 1 1 0 2025-06-20 $61.53 $0.00 15.3% 4.4% 10.6% 6.9% 0.0% 4.8% 1.6% 62 632 -21 0.00 144.49 N/A N/A 0 0 1 1 2025-06-23 $62.09 $0.00 16.8% 4.8% 11.0% 9.8% 0.0% 7.4% 1.6% 62 895 -21 0.00 128.03 N/A N/A 0 0 1 1 2025-06-24 $62.95 $0.00 15.1% 4.3% 11.4% 6.6% 0.0% 4.7% -0.6% 129 191 -21 0.00 142.84 N/A N/A 0 0 1 1 2025-06-25 $62.83 $0.00 16.1% 4.6% 10.1% 8.4% 0.0% 3.9% -0.4% 484 -3.5K -34 0.00 141.31 N/A N/A 0 0 2 1 2025-06-26 $63.37 $0.00 16.4% 4.7% 10.3% 9.1% 0.0% 3.9% -0.1% 495 -3.9K -33 0.00 144.12 N/A N/A 0 0 2 1 2025-06-27 $63.56 $0.00 14.6% 4.2% 10.3% 5.7% 0.0% 6.5% -1.5% 518 -4.4K -33 0.00 140.24 N/A N/A 0 0 2 1 2025-06-30 $64.08 $0.00 16.2% 4.7% 10.5% 8.7% 0.0% 2.1% -1.1% 526 -4.8K -33 0.00 145.47 N/A N/A 0 0 2 1
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