LRGF Options History — January 2026 In January 2026, LRGF traded between $68.32 and $70.41. ATM implied volatility averaged 16.1%, placing in the 7.7% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 6.1% (HV 20d: 10.0%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days.
Notable Days 2026-01-14 : Largest IV drop — 47.7% change2026-01-13 : Highest IV Rank — 26.8%2026-01-20 : Largest Expected Move — 4.8%Monthly Statistics Metric Avg Min Max Open Close Price $69.83 $68.32 $70.41 $69.50 $69.62 ATM IV 16.1% 12.8% 26.1% 14.8% 14.5% Expected Move 4.0% 3.5% 4.8% 4.3% 4.2% HV 20d 10.0% 7.8% 11.5% 8.8% 11.3% HV 60d 12.0% 11.4% 12.8% 12.7% 11.9% IV Rank 7.7% 1.2% 26.8% 5.1% 4.6% IV Percentile 37.6% 2.8% 88.9% 29.0% 26.2% Term Structure 0.7% -2.9% 2.8% -2.7% 0.8% Skew 25d 3.5% 1.8% 5.6% 2.9% 3.1% Skew 10d 5.0% 0.7% 7.5% 3.3% 2.9% Call IV 25d 10.7% 7.7% 12.8% 11.7% 12.2% Put IV 25d 14.2% 12.9% 15.4% 14.6% 15.3% Bid-Ask Spread % 151.34 140.81 159.12 152.14 149.52 Gamma HHI 0.60 0.44 0.66 0.63 0.63 Net GEX 385 274 497 334 348 Net DEX -5.1K -10.7K -1.4K -2.8K -2.6K Net VEX -44 -47 -40 -45 -41 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 3.3 3 4 3 3
Daily Data (20 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 2026-01-02 $69.50 $0.00 14.8% 4.3% 8.8% 5.1% 0.0% 2.9% -2.7% 334 -2.8K -45 0.00 152.14 N/A N/A 0 0 2 1 2026-01-05 $70.09 $0.00 17.0% 3.6% 9.3% 9.2% 0.0% 4.5% 2.0% 375 -3.3K -47 0.00 153.19 N/A N/A 0 0 2 1 2026-01-06 $70.41 $0.00 16.6% 3.5% 9.3% 8.5% 0.0% 5.6% 2.6% 386 -3.7K -47 0.00 150.89 N/A N/A 0 0 2 1 2026-01-07 $70.16 $0.00 17.3% 3.8% 9.4% 9.9% 0.0% 4.7% -0.6% 379 -3.4K -47 0.00 152.13 N/A N/A 0 0 2 1 2026-01-08 $69.97 $0.00 18.1% 3.7% 9.5% 11.5% 0.0% 2.7% 1.3% 368 -3.1K -47 0.00 153.91 N/A N/A 0 0 2 1 2026-01-09 $70.41 $0.00 18.2% 3.6% 9.4% 11.6% 0.0% 3.6% 2.8% 450 -10.7K -46 0.00 148.82 N/A N/A 0 0 3 1 2026-01-12 $70.40 $0.00 23.2% 3.6% 9.4% 21.3% 0.0% 5.5% 2.3% 457 -10.6K -45 0.00 150.80 N/A N/A 0 0 3 1 2026-01-13 $70.06 $0.00 26.1% 3.8% 8.6% 26.8% 0.0% 2.5% -0.0% 438 -10.2K -46 0.00 151.63 N/A N/A 0 0 3 1 2026-01-14 $69.66 $0.00 13.6% 3.9% 8.8% 2.9% 0.0% 3.6% 1.4% 497 -9.7K -44 0.00 147.29 N/A N/A 0 0 3 1 2026-01-15 $70.00 $0.00 12.8% 3.7% 8.7% 1.2% 0.0% 1.8% 0.7% 448 -10.1K -43 0.00 152.62 N/A N/A 0 0 3 1 2026-01-16 $69.84 $0.00 13.1% 3.8% 7.8% 1.9% 0.0% 2.9% 1.1% 428 -10.1K -45 0.00 154.30 N/A N/A 0 0 3 1 2026-01-20 $68.32 $0.00 16.6% 4.8% 10.8% 8.5% 0.0% 2.5% -2.9% 274 -1.4K -40 0.00 140.81 N/A N/A 0 0 2 1 2026-01-21 $69.09 $0.00 15.0% 4.3% 11.4% 5.6% 0.0% 3.4% 0.6% 304 -2.3K -42 0.00 141.09 N/A N/A 0 0 2 1 2026-01-22 $69.40 $0.00 14.0% 4.0% 11.2% 3.6% 0.0% 2.9% 1.8% 326 -2.6K -43 0.00 154.57 N/A N/A 0 0 2 1 2026-01-23 $69.50 $0.00 14.2% 4.1% 11.2% 4.0% 0.0% 3.4% 0.9% 332 -2.7K -42 0.00 155.84 N/A N/A 0 0 2 1 2026-01-26 $70.02 $0.00 14.2% 4.1% 11.4% 3.9% 0.0% 3.7% 0.3% 393 -3.0K -41 0.00 159.12 N/A N/A 0 0 2 1 2026-01-27 $70.19 $0.00 14.2% 4.1% 11.5% 4.0% 0.0% 3.6% 0.5% 399 -3.2K -43 0.00 157.58 N/A N/A 0 0 2 1 2026-01-28 $70.06 $0.00 14.6% 4.2% 11.4% 4.7% 0.0% 3.0% -1.3% 392 -3.0K -41 0.00 155.97 N/A N/A 0 0 2 1 2026-01-29 $69.82 $0.00 14.6% 4.2% 11.5% 4.7% 0.0% 4.3% 1.8% 365 -2.8K -42 0.00 144.58 N/A N/A 0 0 2 1 2026-01-30 $69.62 $0.00 14.5% 4.2% 11.3% 4.6% 0.0% 3.1% 0.8% 348 -2.6K -41 0.00 149.52 N/A N/A 0 0 2 1
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