LRGF Options History — November 2025

In November 2025, LRGF traded between $66.67 and $70.24. ATM implied volatility averaged 26.6%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 12.5% (HV 20d: 14.1%). Max pain ranged from $58.00 to $58.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days.

Notable Days

  • 2025-11-18: Largest IV spike — 76.7% change
  • 2025-11-24: Highest IV Rank — 64.9%
  • 2025-11-24: Largest Expected Move — 13.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$68.87$66.67$70.24$70.24$69.50
Max Pain$58.00$58.00$58.00$58.00$58.00
ATM IV26.6%15.6%45.9%16.0%27.3%
Expected Move7.5%4.3%13.2%4.6%7.8%
HV 20d14.1%12.4%15.8%13.9%15.4%
HV 60d11.4%10.3%12.5%10.3%12.4%
IV Rank27.9%6.6%64.9%7.4%29.1%
IV Percentile70.8%33.7%98.8%37.7%87.3%
Term Structure-0.7%-14.1%4.4%0.7%-2.5%
Skew 25d19.6%1.5%38.5%3.5%36.2%
Skew 10d28.6%2.3%60.8%6.1%50.1%
Call IV 25d15.3%12.0%28.6%12.9%15.5%
Put IV 25d34.9%14.7%55.2%16.5%51.7%
Bid-Ask Spread %151.99118.43173.75147.67173.42
Gamma HHI0.810.551.000.970.75
Net GEX322124463436248
Net DEX-4.8K-5.8K-3.4K-5.8K-5.6K
Net VEX-41-45-37-43-41
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI33333

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-11-03$70.24$0.0016.0%4.6%13.9%7.4%0.0%3.5%0.7%436-5.8K-430.00147.67N/AN/A0021
2025-11-04$69.56$0.0016.0%4.6%14.2%7.3%0.0%2.5%-0.6%430-5.3K-410.00147.65N/AN/A0021
2025-11-05$69.84$0.0015.8%4.5%14.2%7.0%0.0%1.5%0.5%446-5.5K-430.00147.04N/AN/A0021
2025-11-06$68.94$58.0017.3%4.6%14.9%9.9%0.0%2.9%1.7%444-4.9K-400.00121.65N/AN/A0021
2025-11-07$68.88$58.0018.2%5.0%12.4%11.6%0.0%3.5%1.5%420-4.5K-380.00118.43N/AN/A0021
2025-11-10$69.93$58.0017.3%4.5%12.9%9.8%0.0%2.0%1.1%457-5.4K-420.00122.47N/AN/A0021
2025-11-11$70.06$58.0017.8%4.3%12.8%10.9%0.0%2.8%2.3%437-5.6K-420.00124.74N/AN/A0021
2025-11-12$70.13$58.0015.6%4.5%12.7%6.6%0.0%2.6%1.4%463-5.3K-420.00129.41N/AN/A0021
2025-11-13$68.91$58.0022.6%6.5%13.9%20.1%0.0%26.0%1.4%391-4.1K-390.00153.71N/AN/A0021
2025-11-14$68.88$58.0028.3%8.1%13.7%31.0%0.0%13.7%-14.1%284-4.5K-430.00169.47N/AN/A0021
2025-11-17$67.80$58.0024.1%6.9%14.2%23.0%0.0%28.3%1.1%320-3.4K-370.00155.77N/AN/A0021
2025-11-18$67.69$58.0042.6%12.2%14.2%58.5%0.0%38.1%4.4%186-3.7K-450.00173.21N/AN/A0021
2025-11-19$67.73$58.0043.3%12.4%14.0%59.9%0.0%38.5%-2.0%182-3.7K-450.00173.64N/AN/A0021
2025-11-20$66.67$58.0042.2%12.1%14.5%57.7%0.0%27.4%-4.6%136-3.9K-370.00168.29N/AN/A0021
2025-11-21$67.32$58.0045.8%13.1%14.5%64.7%0.0%37.6%-1.1%142-4.0K-430.00173.74N/AN/A0021
2025-11-24$68.15$58.0045.9%13.2%14.9%64.9%0.0%37.1%-2.1%124-5.0K-430.00158.97N/AN/A0021
2025-11-25$68.84$58.0024.4%7.0%15.3%23.5%0.0%33.9%-1.1%307-4.6K-390.00154.72N/AN/A0021
2025-11-26$69.49$58.0025.8%7.4%15.8%26.2%0.0%34.6%-1.8%257-5.6K-420.00173.75N/AN/A0021
2025-11-28$69.50$58.0027.3%7.8%15.4%29.1%0.0%36.2%-2.5%248-5.6K-410.00173.42N/AN/A0021