LMNR Options History — July 2013

Name: LMNR Options Analytics - July 2013
Creator: Options Analysis Suite

In July 2013, LMNR traded between $21.10 and $22.44. ATM implied volatility averaged 41.1%. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 17.9% (HV 20d: 23.2%). Net GEX was positive for 0 of 18 trading days. Term structure was in contango for 13 of 18 days.

Notable Days

2013-07-09: Largest IV spike — 87.2% change
2013-07-31: Largest Expected Move — 13.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.55	$21.10	$22.44	$21.50	$22.44
ATM IV	41.1%	28.5%	65.5%	30.2%	46.8%
Expected Move	11.1%	8.2%	13.4%	8.7%	13.4%
HV 20d	23.2%	22.8%	23.6%	22.8%	23.4%
Term Structure	1.8%	-12.4%	11.6%	3.5%	5.0%
Skew 25d	7.9%	-3.7%	18.9%	-3.7%	15.1%
Skew 10d	15.4%	2.4%	31.8%	7.1%	10.8%
Call IV 25d	47.2%	24.8%	70.5%	29.2%	39.2%
Put IV 25d	55.1%	25.6%	85.1%	25.6%	54.3%
Bid-Ask Spread %	140.24	116.62	153.09	127.19	142.27
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (18 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %
2013-07-08	$21.50	$0.00	30.2%	8.7%	0.0%	0.0%	0.0%	-3.7%	3.5%	127.19
2013-07-09	$21.40	$0.00	56.5%	10.4%	0.0%	0.0%	0.0%	5.1%	9.0%	143.77
2013-07-10	$21.23	$0.00	65.5%	11.6%	0.0%	0.0%	0.0%	4.5%	-10.8%	143.15
2013-07-11	$21.44	$0.00	37.4%	10.7%	0.0%	0.0%	0.0%	5.3%	3.6%	145.72
2013-07-12	$21.10	$0.00	41.9%	12.0%	0.0%	0.0%	0.0%	3.4%	-12.4%	146.28
2013-07-15	$21.48	$0.00	28.5%	8.2%	0.0%	0.0%	0.0%	1.7%	1.2%	116.62
2013-07-16	$21.83	$0.00	36.4%	10.4%	0.0%	0.0%	0.0%	18.9%	11.6%	139.43
2013-07-17	$21.29	$0.00	38.0%	10.9%	0.0%	0.0%	0.0%	3.4%	5.0%	137.86
2013-07-18	$21.24	$0.00	40.6%	11.6%	0.0%	0.0%	0.0%	10.4%	-7.5%	142.42
2013-07-19	$21.22	$0.00	40.2%	11.5%	0.0%	0.0%	0.0%	11.8%	-6.8%	140.40
2013-07-22	$21.29	$0.00	38.3%	11.0%	0.0%	0.0%	0.0%	12.5%	8.0%	140.15
2013-07-23	$21.83	$0.00	28.7%	8.2%	0.0%	0.0%	0.0%	6.4%	10.8%	135.31
2013-07-24	$21.79	$0.00	40.6%	11.6%	0.0%	0.0%	0.0%	2.3%	3.0%	139.71
2013-07-25	$21.72	$0.00	40.1%	11.5%	0.0%	0.0%	0.0%	14.6%	4.5%	143.14
2013-07-26	$21.31	$0.00	43.5%	12.5%	0.0%	0.0%	0.0%	4.8%	-4.6%	153.09
2013-07-29	$21.63	$0.00	44.6%	12.8%	22.8%	0.0%	0.0%	18.6%	6.0%	148.78
2013-07-30	$22.10	$0.00	42.3%	12.1%	23.6%	0.0%	0.0%	6.9%	4.1%	139.08
2013-07-31	$22.44	$0.00	46.8%	13.4%	23.4%	0.0%	0.0%	15.1%	5.0%	142.27