LRGF Options History — March 2026

In March 2026, LRGF traded between $64.05 and $69.30. ATM implied volatility averaged 21.6%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 7.2% (HV 20d: 14.4%). Max pain ranged from $67.00 to $71.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2026-03-23: Highest Volume — 9 contracts
2026-03-06: Largest IV spike — 36.6% change
2026-03-27: Highest IV Rank — 28.7%
2026-03-27: Largest Expected Move — 7.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$67.09	$64.05	$69.30	$69.22	$66.00
Max Pain	$69.64	$67.00	$71.00	$69.00	$67.00
ATM IV	21.6%	16.1%	27.1%	18.4%	18.8%
Expected Move	6.2%	4.8%	7.8%	5.3%	5.4%
HV 20d	14.4%	12.0%	19.7%	15.6%	19.7%
HV 60d	13.1%	12.0%	15.8%	12.0%	15.8%
IV Rank	18.1%	7.6%	28.7%	12.0%	12.8%
IV Percentile	76.6%	44.0%	90.9%	67.1%	67.9%
Term Structure	-0.7%	-3.4%	3.5%	-0.3%	3.5%
VWIV	24.4%	24.4%	24.4%	24.4%	24.4%
Skew 25d	5.9%	1.9%	13.2%	6.6%	3.5%
Skew 10d	6.6%	2.8%	11.4%	8.0%	3.7%
Call IV 25d	14.7%	11.8%	18.6%	13.7%	16.8%
Put IV 25d	20.6%	17.3%	25.5%	20.3%	20.3%
Bid-Ask Spread %	91.03	59.44	140.09	137.65	63.31
Gamma HHI	0.70	0.25	0.82	0.73	0.82
Net GEX	5.1K	362	7.5K	7.2K	5.3K
Net DEX	-19.2K	-36.4K	457	-35.4K	-17.2K
Net VEX	-66	-97	-26	-97	-67
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.5	0	9	0	0
Total OI	12.591	4	13	13	13

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2026-03-02	$69.22	$69.00	18.4%	5.3%	15.6%	12.0%	0.0%	6.6%	-0.3%	7.2K	-35.4K	-97	137.65	N/A	N/A	0	12	1
2026-03-03	$68.73	$69.00	16.9%	4.8%	15.6%	9.1%	0.0%	6.3%	0.7%	6.5K	-29.1K	-91	134.89	N/A	N/A	0	12	1
2026-03-04	$69.30	$69.00	19.0%	5.4%	15.4%	13.1%	0.0%	5.7%	-1.1%	7.5K	-36.4K	-94	140.09	N/A	N/A	0	12	1
2026-03-05	$68.72	$71.00	18.4%	5.3%	15.6%	12.0%	0.0%	5.5%	-0.0%	6.4K	-31.7K	-90	124.14	N/A	N/A	0	12	1
2026-03-06	$68.02	$71.00	25.1%	6.4%	15.2%	24.9%	0.0%	8.2%	-1.7%	5.5K	-25.3K	-84	124.15	N/A	N/A	0	12	1
2026-03-09	$68.47	$71.00	22.4%	5.5%	12.5%	19.7%	0.0%	13.2%	0.0%	6.5K	-25.7K	-78	118.45	N/A	N/A	0	12	1
2026-03-10	$68.38	$71.00	21.6%	6.1%	12.3%	18.1%	0.0%	5.0%	-0.9%	7.5K	-25.9K	-75	125.91	N/A	N/A	0	12	1
2026-03-11	$68.17	$71.00	20.6%	5.9%	12.3%	16.2%	0.0%	5.4%	-0.5%	6.9K	-23.7K	-71	128.98	N/A	N/A	0	12	1
2026-03-12	$67.32	$71.00	22.7%	0.0%	12.9%	20.3%	0.0%	6.0%	-1.8%	5.6K	-16.2K	-63	75.52	N/A	N/A	0	12	1
2026-03-13	$66.78	$71.00	22.3%	0.0%	12.0%	19.4%	0.0%	1.9%	-1.7%	5.4K	-11.4K	-51	71.08	N/A	N/A	0	12	1
2026-03-16	$67.43	$71.00	21.2%	6.3%	12.6%	17.4%	0.0%	5.3%	-3.0%	6.3K	-13.2K	-51	79.81	N/A	N/A	2	12	1
2026-03-17	$67.57	$71.00	16.1%	5.3%	12.6%	7.6%	0.0%	4.8%	0.4%	7.5K	-14.1K	-45	73.46	N/A	N/A	0	12	1
2026-03-18	$66.68	$71.00	20.0%	5.9%	13.1%	15.1%	0.0%	5.0%	-0.3%	4.2K	-5.5K	-36	70.91	N/A	N/A	0	12	1
2026-03-19	$66.54	$71.00	21.4%	6.1%	13.1%	17.8%	0.0%	4.4%	-0.3%	3.4K	-3.4K	-32	67.26	N/A	N/A	0	12	1
2026-03-20	$65.33	$71.00	23.7%	7.7%	13.9%	22.2%	0.0%	5.9%	-3.4%	432	457	-26	77.12	N/A	N/A	0	12	1
2026-03-23	$66.60	$71.00	22.2%	7.0%	15.4%	19.3%	24.4%	8.2%	-3.2%	362	146	-26	64.22	N/A	N/A	9	3	1
2026-03-24	$66.25	$67.00	23.5%	6.9%	14.9%	21.8%	0.0%	4.2%	-0.8%	4.5K	-25.8K	-86	67.29	N/A	N/A	0	12	1
2026-03-25	$66.53	$67.00	21.4%	6.2%	14.4%	17.8%	0.0%	5.1%	0.1%	4.8K	-28.9K	-83	66.53	N/A	N/A	0	12	1
2026-03-26	$65.47	$67.00	25.1%	7.2%	15.2%	24.9%	0.0%	6.0%	-0.4%	4.4K	-23.7K	-76	63.72	N/A	N/A	0	12	1
2026-03-27	$64.37	$67.00	27.1%	7.8%	15.9%	28.7%	0.0%	5.7%	-0.1%	3.6K	-16.4K	-71	68.73	N/A	N/A	0	12	1
2026-03-30	$64.05	$67.00	26.9%	7.7%	15.8%	28.4%	0.0%	7.7%	-0.6%	3.4K	-13.9K	-63	59.44	N/A	N/A	0	12	1
2026-03-31	$66.00	$67.00	18.8%	5.4%	19.7%	12.8%	0.0%	3.5%	3.5%	5.3K	-17.2K	-67	63.31	N/A	N/A	0	12	1