LRGF Options History — February 2026

In February 2026, LRGF traded between $68.03 and $70.09. ATM implied volatility averaged 16.8%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 2.3% (HV 20d: 14.6%). Max pain ranged from $69.00 to $69.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2026-02-24: Highest Volume — 10 contracts
  • 2026-02-13: Largest IV spike — 35.7% change
  • 2026-02-19: Highest IV Rank — 16.4%
  • 2026-02-19: Largest Expected Move — 5.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.26$68.03$70.09$70.03$69.06
Max Pain$69.00$69.00$69.00$69.00$69.00
ATM IV16.8%14.1%20.7%15.1%17.1%
Expected Move4.8%4.0%5.9%4.3%4.9%
HV 20d14.6%11.4%16.4%11.4%15.6%
HV 60d12.2%11.7%12.8%11.8%12.0%
IV Rank9.0%3.8%16.4%5.6%9.5%
IV Percentile49.9%19.4%77.4%34.5%54.0%
Term Structure0.3%-3.2%3.0%0.2%-0.2%
VWIV16.1%16.1%16.1%16.1%16.1%
Skew 25d4.9%2.7%8.7%4.3%6.5%
Skew 10d6.4%1.6%17.0%2.7%5.2%
Call IV 25d12.6%10.5%20.3%11.2%12.5%
Put IV 25d17.5%14.7%23.9%15.5%19.0%
Bid-Ask Spread %144.16134.24158.87152.89144.21
Gamma HHI0.630.590.710.650.71
Net GEX1.3K2567.0K3896.5K
Net DEX-8.0K-43.7K-705-2.9K-35.4K
Net VEX-48-105-32-40-102
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.52601000
Total OI4.579313313

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-02-02$70.03$0.0015.1%4.3%11.4%5.6%0.0%4.3%0.2%389-2.9K-400.00152.89N/AN/A0021
2026-02-03$69.18$0.0015.3%4.4%11.8%6.0%0.0%2.7%0.5%313-2.2K-400.00144.98N/AN/A0021
2026-02-04$69.03$0.0017.3%5.0%11.7%9.9%0.0%3.8%0.1%313-1.9K-400.00144.62N/AN/A0021
2026-02-05$68.03$0.0020.1%5.2%12.6%15.3%0.0%5.0%-0.2%256-717-370.00140.21N/AN/A0021
2026-02-06$69.70$0.0015.1%4.8%15.6%5.6%0.0%8.7%1.2%358-2.6K-400.00154.91N/AN/A0021
2026-02-09$70.09$0.0017.0%4.4%15.5%9.2%0.0%4.1%1.3%394-2.9K-390.00139.02N/AN/A0021
2026-02-10$69.93$0.0017.5%4.3%15.6%10.4%0.0%4.8%1.6%362-3.0K-390.00142.46N/AN/A0021
2026-02-11$69.85$0.0014.8%4.3%15.5%5.2%0.0%4.4%1.3%381-2.6K-390.00138.49N/AN/A0021
2026-02-12$68.73$0.0014.1%4.0%16.4%3.8%0.0%4.1%3.0%292-1.4K-360.00140.65N/AN/A0021
2026-02-13$68.65$0.0019.1%5.5%16.3%13.5%0.0%5.4%-1.5%298-1.3K-340.00156.28N/AN/A0021
2026-02-17$68.91$0.0017.7%5.1%16.3%10.8%0.0%3.9%0.1%305-1.5K-360.00134.24N/AN/A0021
2026-02-18$69.22$0.0016.6%4.8%14.3%8.5%0.0%4.8%1.6%306-2.2K-360.00141.69N/AN/A0021
2026-02-19$68.92$0.0020.7%5.9%13.9%16.4%0.0%3.6%-3.2%318-1.3K-330.00158.87N/AN/A0021
2026-02-20$69.40$0.0016.7%4.8%14.0%8.8%0.0%4.8%1.4%327-2.3K-360.00139.84N/AN/A0021
2026-02-23$68.48$0.0018.6%5.3%14.8%12.3%0.0%5.6%-2.4%274-705-320.00142.61N/AN/A0021
2026-02-24$69.17$0.0016.8%4.8%15.0%8.9%16.1%6.8%1.0%327-1.7K-350.00136.70N/AN/A10021
2026-02-25$69.84$69.0015.5%4.5%15.4%6.5%0.0%6.2%0.3%6.7K-43.7K-1050.00145.23N/AN/A00121
2026-02-26$69.64$69.0014.9%4.3%15.4%5.4%0.0%4.5%0.4%7.0K-41.7K-1040.00141.22N/AN/A00121
2026-02-27$69.06$69.0017.1%4.9%15.6%9.5%0.0%6.5%-0.2%6.5K-35.4K-1020.00144.21N/AN/A00121