LRGF Options History — August 2025

In August 2025, LRGF traded between $64.47 and $67.26. ATM implied volatility averaged 16.0%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 4.9% (HV 20d: 11.0%). Max pain ranged from $63.00 to $63.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-08-18: Highest Volume — 1 contracts
  • 2025-08-13: Largest IV drop — 45.3% change
  • 2025-08-11: Highest IV Rank — 22.8%
  • 2025-08-01: Largest Expected Move — 5.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$66.23$64.47$67.26$64.47$66.80
Max Pain$63.00$63.00$63.00$63.00$63.00
ATM IV16.0%12.2%24.4%19.0%12.6%
Expected Move3.9%3.5%5.5%5.5%3.6%
HV 20d11.0%9.3%12.3%9.3%10.2%
HV 60d10.7%9.6%12.4%12.1%10.1%
IV Rank6.8%0.0%22.8%12.3%0.8%
IV Percentile26.0%0.0%81.0%56.0%1.2%
Term Structure0.3%-2.9%2.7%-2.9%-0.4%
VWIV23.0%23.0%23.0%23.0%23.0%
Skew 25d-0.2%-4.2%3.4%-0.3%-3.7%
Skew 10d2.0%-2.0%8.2%3.6%3.5%
Call IV 25d12.3%10.4%15.5%15.5%14.3%
Put IV 25d12.2%9.5%15.2%15.2%10.5%
Bid-Ask Spread %125.53116.26145.18145.18125.23
Gamma HHI0.580.390.880.390.87
Net GEX820642992642861
Net DEX-8.1K-9.8K-5.2K-5.2K-9.1K
Net VEX-16-26-9-26-10
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0480100
Total OI33333

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-08-01$64.47$0.0019.0%5.5%9.3%12.3%0.0%-0.3%-2.9%642-5.2K-260.00145.18N/AN/A0021
2025-08-04$65.43$63.0018.4%4.4%10.2%11.0%0.0%1.3%1.2%716-6.4K-240.00125.01N/AN/A0021
2025-08-05$65.20$63.0018.8%4.2%10.3%11.9%0.0%3.4%1.7%744-6.4K-230.00125.00N/AN/A0021
2025-08-06$65.64$63.0017.8%3.8%10.4%9.9%0.0%3.4%2.7%871-7.1K-200.00123.92N/AN/A0021
2025-08-07$65.49$63.0022.6%4.6%10.4%19.2%0.0%3.3%2.3%705-6.9K-220.00116.26N/AN/A0021
2025-08-08$65.97$63.0019.5%3.8%10.5%13.2%0.0%-0.0%1.8%790-7.6K-200.00125.34N/AN/A0021
2025-08-11$65.81$63.0024.4%3.8%10.5%22.8%0.0%-0.8%1.0%803-7.4K-190.00125.59N/AN/A0021
2025-08-12$66.52$63.0023.9%3.5%11.0%21.8%0.0%1.5%1.5%992-8.5K-150.00122.85N/AN/A0021
2025-08-13$66.74$63.0013.1%3.8%11.0%0.8%0.0%1.0%1.3%945-9.0K-140.00123.97N/AN/A0021
2025-08-14$66.74$63.0013.0%3.7%10.9%0.5%0.0%0.4%-0.2%925-9.1K-130.00124.92N/AN/A0021
2025-08-15$66.61$63.0012.2%3.5%10.9%0.0%0.0%-2.6%-0.3%967-8.8K-130.00124.67N/AN/A0021
2025-08-18$66.66$63.0012.6%3.6%10.9%0.7%23.0%-3.5%-0.9%658-9.0K-120.00126.69N/AN/A1021
2025-08-19$66.22$63.0013.5%3.9%11.2%2.4%0.0%-2.1%0.2%886-8.2K-150.00123.06N/AN/A0021
2025-08-20$66.13$63.0013.9%4.0%11.0%3.2%0.0%3.0%1.0%844-7.9K-170.00124.84N/AN/A0021
2025-08-21$65.81$63.0014.3%4.1%11.2%4.1%0.0%1.9%-0.2%936-7.4K-150.00127.54N/AN/A0021
2025-08-22$66.81$63.0012.3%3.5%12.3%0.0%0.0%-3.5%-0.1%724-9.2K-110.00125.68N/AN/A0021
2025-08-25$66.69$63.0012.2%3.5%12.3%0.0%0.0%-4.2%-0.0%795-9.0K-100.00127.01N/AN/A0021
2025-08-26$66.75$63.0012.9%3.7%12.3%1.4%0.0%-1.6%-0.2%793-9.1K-100.00126.27N/AN/A0021
2025-08-27$67.13$63.0014.3%4.1%12.2%4.1%0.0%-0.5%-1.9%762-9.6K-100.00125.65N/AN/A0021
2025-08-28$67.26$63.0013.9%4.0%12.2%3.3%0.0%0.2%-2.0%869-9.8K-90.00121.56N/AN/A0021
2025-08-29$66.80$63.0012.6%3.6%10.2%0.8%0.0%-3.7%-0.4%861-9.1K-100.00125.23N/AN/A0021