LRGF Options History — December 2025

In December 2025, LRGF traded between $68.48 and $70.45. ATM implied volatility averaged 15.1%, placing in the 5.6% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 3.2% (HV 20d: 11.8%). Max pain ranged from $58.00 to $58.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days.

Notable Days

  • 2025-12-29: Highest Volume — 1 contracts
  • 2025-12-10: Largest IV drop — 30.5% change
  • 2025-12-09: Highest IV Rank — 14.5%
  • 2025-12-01: Largest Expected Move — 4.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.74$68.48$70.45$69.38$69.57
Max Pain$58.00$58.00$58.00$58.00$58.00
ATM IV15.1%13.2%19.7%16.9%14.3%
Expected Move4.1%3.8%4.8%4.8%4.1%
HV 20d11.8%8.4%15.3%15.2%8.8%
HV 60d12.5%12.2%12.8%12.4%12.8%
IV Rank5.6%2.0%14.5%9.1%4.1%
IV Percentile27.1%5.2%68.3%47.2%23.0%
Term Structure0.2%-2.3%3.6%-1.8%-2.3%
Skew 25d3.2%1.1%5.8%3.2%1.1%
Skew 10d8.1%2.5%12.4%2.5%9.4%
Call IV 25d12.4%9.9%16.4%14.4%16.4%
Put IV 25d15.6%13.6%17.6%17.6%17.5%
Bid-Ask Spread %148.44128.21156.88129.07153.72
Gamma HHI0.970.621.001.000.62
Net GEX470327539484327
Net DEX-4.6K-5.4K-3.0K-4.7K-3.0K
Net VEX-37-48-32-37-46
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.0450100
Total OI2.7732333

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-12-01$69.38$58.0016.9%4.8%15.2%9.1%0.0%3.2%-1.8%484-4.7K-370.00129.07N/AN/A0021
2025-12-02$69.56$58.0016.2%4.6%15.3%7.7%0.0%2.9%-2.2%486-4.8K-380.00128.43N/AN/A0021
2025-12-03$69.68$58.0016.2%4.7%14.9%7.8%0.0%3.6%-1.4%489-4.5K-380.00128.21N/AN/A0021
2025-12-04$69.59$0.0017.0%3.9%14.8%9.2%0.0%3.1%2.2%458-4.7K-370.00150.66N/AN/A0021
2025-12-05$69.84$0.0017.3%3.9%14.1%10.0%0.0%3.6%2.3%461-5.0K-370.00153.24N/AN/A0021
2025-12-08$69.70$0.0018.8%4.1%14.1%12.7%0.0%3.8%1.7%457-4.8K-370.00152.23N/AN/A0021
2025-12-09$69.81$0.0019.7%4.0%13.0%14.5%0.0%3.5%2.3%464-4.9K-370.00151.78N/AN/A0021
2025-12-10$70.30$0.0013.7%3.9%13.3%2.9%0.0%3.8%3.0%474-5.3K-380.00143.75N/AN/A0021
2025-12-11$70.45$0.0013.2%3.8%13.3%2.0%0.0%5.8%3.6%477-5.4K-380.00146.88N/AN/A0021
2025-12-12$69.65$0.0014.0%4.0%12.3%3.5%0.0%3.6%1.4%463-4.7K-370.00152.79N/AN/A0021
2025-12-15$69.60$0.0013.9%4.0%12.3%3.4%0.0%2.7%1.2%470-4.6K-360.00154.07N/AN/A0021
2025-12-16$69.20$0.0013.6%3.9%11.0%2.8%0.0%3.8%2.6%459-4.4K-340.00147.12N/AN/A0021
2025-12-17$68.48$0.0015.0%4.3%11.7%5.6%0.0%1.6%-0.9%447-3.6K-320.00142.71N/AN/A0021
2025-12-18$69.09$0.0013.6%3.9%12.1%2.9%0.0%2.0%1.2%455-4.3K-340.00147.83N/AN/A0021
2025-12-19$69.44$0.0014.1%4.0%10.4%3.7%0.0%3.4%-1.0%491-4.3K-340.00152.11N/AN/A0021
2025-12-22$69.91$0.0013.5%3.9%10.2%2.6%0.0%3.6%-1.0%525-4.6K-360.00155.09N/AN/A0020
2025-12-23$70.14$0.0013.4%3.8%9.4%2.3%0.0%2.7%0.1%519-4.9K-360.00154.18N/AN/A0020
2025-12-24$70.40$0.0013.7%3.9%8.9%3.0%0.0%4.1%-1.2%539-5.0K-360.00154.45N/AN/A0020
2025-12-26$70.41$0.0014.6%4.2%8.4%4.7%0.0%4.3%-2.2%519-5.1K-370.00155.96N/AN/A0020
2025-12-29$70.13$0.0014.2%4.1%8.5%4.0%0.0%1.8%-1.8%533-4.7K-350.00154.52N/AN/A0120
2025-12-30$70.03$0.0014.9%4.3%8.5%5.3%0.0%1.5%-2.3%349-3.5K-480.00156.88N/AN/A0021
2025-12-31$69.57$0.0014.3%4.1%8.8%4.1%0.0%1.1%-2.3%327-3.0K-460.00153.72N/AN/A0021