Limoneira Company (LMNR) Options History
Historical options analytics archive for LMNR with monthly max pain, implied volatility, gamma exposure, and put/call data.
156 months of complete options data available.
LMNR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LMNR. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 19 | 144.5% | 27.9% | $10.00 | $10.1K | -$361.7K | 1.81 |
| 2026-05 | 19 | 180.3% | 35.8% | $15.00 | -$20.4K | $137.7K | 0.19 |
| 2026-04 | 19 | 203.3% | 43.3% | $12.50 | $9.9K | -$172.2K | 0.16 |
| 2026-03 | 21 | 129.4% | 53.6% | $12.50 | $1.8K | -$228.5K | 1.60 |
| 2026-02 | 19 | 34.9% | 17.7% | $10.00 | $18.9K | -$2.4M | 0.40 |
| 2026-01 | 20 | 36.7% | 19.5% | $12.50 | $22.0K | -$2.6M | 2.06 |
This archive aggregates LMNR's daily end-of-day options snapshots into monthly summaries, spanning 2013-07 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how LMNR option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 144.5%, a month-end max-pain strike around $10.00, an average put/call ratio of 1.81.
2026
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2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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Frequently asked LMNR history questions
- How much options history is available for LMNR?
- This archive holds 156 months of LMNR options analytics, spanning 2013-07 through 2026-06. Each entry is a monthly rollup of LMNR's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the LMNR archive.
- What data does each monthly LMNR aggregate contain?
- Every monthly row summarizes that month of LMNR option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 144.5%, an average IV rank of 27.9%, a month-end max-pain strike around $10.00, an average put/call ratio of 1.81.
- How is the LMNR options-history archive built and how often does it update?
- The archive is derived from LMNR's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how LMNR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.