LRGF Options History — September 2025 In September 2025, LRGF traded between $66.31 and $69.25. ATM implied volatility averaged 14.2%, placing in the 3.9% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 5.3% (HV 20d: 8.9%). Max pain ranged from $63.00 to $63.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 18 of 21 days.
Notable Days 2025-09-10 : Largest IV drop — 26.9% change2025-09-09 : Highest IV Rank — 10.2%2025-09-02 : Largest Expected Move — 4.8%Monthly Statistics Metric Avg Min Max Open Close Price $68.11 $66.31 $69.25 $66.31 $69.02 Max Pain $63.00 $63.00 $63.00 $63.00 $63.00 ATM IV 14.2% 12.7% 17.4% 16.9% 14.7% Expected Move 3.9% 3.6% 4.8% 4.8% 4.2% HV 20d 8.9% 7.3% 9.7% 9.5% 7.3% HV 60d 9.6% 9.0% 10.3% 10.2% 9.0% IV Rank 3.9% 1.1% 10.2% 9.1% 4.9% IV Percentile 13.7% 2.0% 45.2% 39.3% 21.8% Term Structure 0.9% -1.0% 2.8% -0.8% 0.4% Skew 25d 3.6% 1.2% 5.9% 5.9% 4.3% Skew 10d 7.4% 3.8% 11.9% 3.8% 7.6% Call IV 25d 11.1% 8.5% 15.2% 12.5% 11.7% Put IV 25d 14.7% 13.3% 18.4% 18.4% 16.0% Bid-Ask Spread % 149.18 125.28 157.82 125.28 151.50 Gamma HHI 0.94 0.52 1.00 0.52 1.00 Net GEX 459 -43 1.6K 927 -27 Net DEX -4.9K -12.2K 177 -8.2K 107 Net VEX -4 -12 -1 -12 -1 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1.952 1 3 3 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 2025-09-02 $66.31 $63.00 16.9% 4.8% 9.5% 9.1% 0.0% 5.9% -0.8% 927 -8.2K -12 0.00 125.28 N/A N/A 0 0 2 1 2025-09-03 $66.56 $63.00 13.4% 3.8% 9.4% 2.3% 0.0% 1.2% -0.3% 905 -8.5K -9 0.00 125.59 N/A N/A 0 0 2 1 2025-09-04 $67.22 $0.00 15.7% 3.7% 9.7% 6.8% 0.0% 5.5% 2.8% 887 -9.8K -8 0.00 154.58 N/A N/A 0 0 2 1 2025-09-05 $67.17 $0.00 13.8% 3.7% 9.7% 3.2% 0.0% 4.1% 1.8% 1.1K -9.7K -8 0.00 147.55 N/A N/A 0 0 2 1 2025-09-08 $67.42 $0.00 16.2% 3.8% 9.5% 7.7% 0.0% 4.7% 1.5% 1.1K -10.2K -7 0.00 157.82 N/A N/A 0 0 2 1 2025-09-09 $67.52 $0.00 17.4% 3.7% 9.4% 10.2% 0.0% 5.8% 1.2% 1.1K -10.4K -7 0.00 157.42 N/A N/A 0 0 2 1 2025-09-10 $67.62 $0.00 12.8% 3.7% 8.7% 1.2% 0.0% 5.1% 1.7% 1.6K -10.9K -5 0.00 156.03 N/A N/A 0 0 2 1 2025-09-11 $68.34 $0.00 12.7% 3.6% 9.3% 1.1% 0.0% 5.1% 2.2% 826 -12.0K -5 0.00 153.10 N/A N/A 0 0 2 1 2025-09-12 $68.28 $0.00 13.4% 3.8% 9.4% 2.3% 0.0% 3.5% 0.8% 834 -11.8K -5 0.00 156.85 N/A N/A 0 0 2 1 2025-09-15 $68.50 $0.00 13.6% 3.9% 9.3% 2.8% 0.0% 4.8% 0.5% 810 -12.2K -3 0.00 155.92 N/A N/A 0 0 2 1 2025-09-16 $68.23 $0.00 13.6% 3.9% 9.5% 2.9% 0.0% 2.6% 0.6% -38 150 -2 0.00 149.80 N/A N/A 0 0 0 1 2025-09-17 $68.22 $0.00 12.9% 3.7% 9.1% 1.5% 0.0% 3.1% 2.1% -43 175 -2 0.00 143.91 N/A N/A 0 0 0 1 2025-09-18 $68.59 $0.00 12.9% 3.7% 9.1% 1.4% 0.0% 2.1% 0.1% -33 133 -1 0.00 150.49 N/A N/A 0 0 0 1 2025-09-19 $68.84 $0.00 13.3% 3.8% 8.8% 2.1% 0.0% 2.2% 1.2% -36 150 -2 0.00 149.93 N/A N/A 0 0 0 1 2025-09-22 $69.25 $0.00 13.2% 3.8% 7.5% 2.1% 0.0% 4.8% 1.9% -31 136 -1 0.00 147.38 N/A N/A 0 0 0 1 2025-09-23 $68.88 $0.00 14.1% 4.1% 7.8% 3.8% 0.0% 1.8% 0.4% -35 144 -2 0.00 147.39 N/A N/A 0 0 0 1 2025-09-24 $68.55 $0.00 13.7% 3.9% 8.1% 3.0% 0.0% 1.8% 0.3% -38 153 -2 0.00 147.64 N/A N/A 0 0 0 1 2025-09-25 $68.23 $0.00 14.9% 4.3% 8.2% 5.3% 0.0% 3.4% 1.0% -43 177 -2 0.00 149.82 N/A N/A 0 0 0 1 2025-09-26 $68.71 $0.00 13.8% 4.0% 8.5% 3.2% 0.0% 1.5% 1.0% -34 137 -2 0.00 150.47 N/A N/A 0 0 0 1 2025-09-29 $68.92 $0.00 14.9% 4.3% 8.0% 5.3% 0.0% 3.1% -1.0% -25 95 -1 0.00 154.41 N/A N/A 0 0 0 1 2025-09-30 $69.02 $0.00 14.7% 4.2% 7.3% 4.9% 0.0% 4.3% 0.4% -27 107 -1 0.00 151.50 N/A N/A 0 0 0 1
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