LRGF Options History — July 2025 In July 2025, LRGF traded between $64.16 and $66.08. ATM implied volatility averaged 15.2%, placing in the 5.9% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 6.0% (HV 20d: 9.2%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days.
Notable Days 2025-07-09 : Largest IV drop — 33.3% change2025-07-08 : Highest IV Rank — 16.8%2025-07-02 : Largest Expected Move — 5.2%Monthly Statistics Metric Avg Min Max Open Close Price $65.07 $64.16 $66.08 $64.16 $65.69 ATM IV 15.2% 13.6% 20.5% 16.9% 15.2% Expected Move 4.3% 3.9% 5.2% 4.8% 4.4% HV 20d 9.2% 6.9% 11.3% 10.5% 7.1% HV 60d 16.6% 11.4% 30.5% 30.5% 11.4% IV Rank 5.9% 2.9% 16.8% 10.0% 4.9% IV Percentile 19.4% 4.0% 64.7% 39.3% 18.3% Term Structure 0.1% -3.0% 2.2% 0.1% -1.6% Skew 25d 2.2% -1.4% 9.9% 5.2% 1.9% Skew 10d 5.2% -2.1% 16.9% 3.8% 1.0% Call IV 25d 12.2% 10.6% 13.6% 12.7% 13.4% Put IV 25d 14.4% 11.6% 21.6% 18.0% 15.3% Bid-Ask Spread % 144.66 109.94 152.16 140.96 140.71 Gamma HHI 0.40 0.38 0.44 0.38 0.42 Net GEX 641 508 767 508 718 Net DEX -6.1K -7.6K -4.8K -4.8K -7.1K Net VEX -28 -32 -22 -32 -23 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 3 3 3 3 3
Daily Data (22 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 2025-07-01 $64.16 $0.00 16.9% 4.8% 10.5% 10.0% 0.0% 5.2% 0.1% 508 -4.8K -32 0.00 140.96 N/A N/A 0 0 2 1 2025-07-02 $64.33 $0.00 18.1% 5.2% 10.2% 12.3% 0.0% 2.9% -1.2% 538 -5.1K -32 0.00 138.15 N/A N/A 0 0 2 1 2025-07-03 $64.99 $0.00 15.3% 4.4% 10.6% 7.0% 0.0% 8.2% -0.4% 574 -5.9K -31 0.00 122.36 N/A N/A 0 0 2 1 2025-07-07 $64.44 $0.00 18.1% 4.7% 11.2% 12.3% 0.0% 9.9% 2.1% 555 -5.4K -31 0.00 109.94 N/A N/A 0 0 2 1 2025-07-08 $64.45 $0.00 20.5% 4.2% 11.0% 16.8% 0.0% 0.6% 0.8% 568 -5.5K -30 0.00 147.99 N/A N/A 0 0 2 1 2025-07-09 $64.80 $0.00 13.6% 3.9% 11.1% 3.8% 0.0% 0.2% 1.7% 593 -5.8K -30 0.00 148.90 N/A N/A 0 0 2 1 2025-07-10 $65.00 $0.00 13.6% 3.9% 11.1% 3.7% 0.0% 2.5% 1.5% 612 -6.0K -29 0.00 148.07 N/A N/A 0 0 2 1 2025-07-11 $64.63 $0.00 13.8% 4.0% 11.3% 4.2% 0.0% 0.8% 1.0% 635 -5.6K -30 0.00 150.52 N/A N/A 0 0 2 1 2025-07-14 $64.65 $0.00 14.3% 4.1% 11.3% 5.1% 0.0% 1.2% 0.9% 610 -5.5K -30 0.00 149.38 N/A N/A 0 0 2 1 2025-07-15 $64.48 $0.00 15.4% 4.4% 9.8% 7.2% 0.0% -0.2% -3.0% 648 -5.6K -29 0.00 148.94 N/A N/A 0 0 2 1 2025-07-16 $64.61 $0.00 13.8% 3.9% 9.5% 4.0% 0.0% 2.0% 2.2% 567 -5.0K -29 0.00 142.11 N/A N/A 0 0 2 1 2025-07-17 $65.02 $0.00 14.3% 4.1% 9.0% 3.4% 0.0% 2.4% 1.4% 626 -5.9K -28 0.00 149.01 N/A N/A 0 0 2 1 2025-07-18 $64.96 $0.00 14.2% 4.1% 9.1% 3.2% 0.0% 0.6% 0.2% 651 -6.1K -28 0.00 150.57 N/A N/A 0 0 2 1 2025-07-21 $65.09 $0.00 15.0% 4.3% 8.8% 4.5% 0.0% -1.4% -1.0% 672 -6.5K -27 0.00 150.59 N/A N/A 0 0 2 1 2025-07-22 $65.25 $0.00 14.9% 4.3% 8.4% 4.3% 0.0% 4.3% 0.8% 650 -6.1K -27 0.00 150.03 N/A N/A 0 0 2 1 2025-07-23 $65.69 $0.00 14.2% 4.1% 7.5% 2.9% 0.0% 0.8% 0.8% 695 -6.7K -26 0.00 150.80 N/A N/A 0 0 2 1 2025-07-24 $65.77 $0.00 14.5% 4.2% 7.4% 3.5% 0.0% -0.2% -0.2% 723 -7.1K -24 0.00 152.16 N/A N/A 0 0 2 1 2025-07-25 $66.08 $0.00 14.6% 4.2% 7.1% 3.7% 0.0% 4.0% 0.3% 730 -7.3K -24 0.00 150.32 N/A N/A 0 0 2 1 2025-07-28 $65.96 $0.00 15.2% 4.3% 7.2% 4.8% 0.0% 0.6% -1.7% 723 -7.6K -22 0.00 151.21 N/A N/A 0 0 2 1 2025-07-29 $65.83 $0.00 14.9% 4.3% 6.9% 4.3% 0.0% -0.9% -0.6% 767 -7.3K -23 0.00 146.38 N/A N/A 0 0 2 1 2025-07-30 $65.56 $0.00 14.9% 4.3% 7.2% 4.3% 0.0% 1.8% -1.3% 730 -7.0K -23 0.00 143.47 N/A N/A 0 0 2 1 2025-07-31 $65.69 $0.00 15.2% 4.4% 7.1% 4.9% 0.0% 1.9% -1.6% 718 -7.1K -23 0.00 140.71 N/A N/A 0 0 2 1
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