LMNR Options History — February 2014 In February 2014, LMNR traded between $20.51 and $21.51. ATM implied volatility averaged 50.0%, placing in the 35.1% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 14.8% (HV 20d: 35.2%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2014-02-03 : Highest Volume — 1 contracts2014-02-06 : Largest IV spike — 95.4% change2014-02-12 : Highest IV Rank — 80.3%2014-02-06 : Largest Expected Move — 19.5%Monthly Statistics Metric Avg Min Max Open Close Price $21.04 $20.51 $21.51 $20.81 $21.06 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 50.0% 30.4% 77.8% 60.8% 59.5% Expected Move 13.4% 8.7% 19.5% 17.4% 17.1% HV 20d 35.2% 25.7% 42.6% 41.6% 25.7% HV 60d 44.6% 43.1% 45.2% 45.1% 43.1% IV Rank 35.1% 3.1% 80.3% 52.6% 50.6% IV Percentile 57.3% 2.5% 98.7% 89.6% 87.0% Term Structure -7.4% -27.4% 20.2% -22.3% -18.4% Skew 25d 2.6% -14.8% 13.8% -14.8% 7.0% Skew 10d 4.2% -14.8% 10.4% -14.8% 8.4% Call IV 25d 39.8% 23.7% 55.8% 55.8% 45.5% Put IV 25d 42.5% 28.9% 56.1% 41.0% 52.4% Bid-Ask Spread % 140.79 112.78 160.58 141.35 160.58 Gamma HHI 0.53 0.50 0.73 0.52 0.50 Net GEX -541 -700 -373 -548 -588 Net DEX 30.0K 27.9K 32.6K 27.9K 30.0K Net VEX -78 -91 -65 -86 -74 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 0.053 0 1 1 0 Total OI 26.947 26 27 26 27
Daily Data (19 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 Vol Put Vol Call OI Put OI 2014-02-03 $20.81 $0.00 60.8% 17.4% 41.6% 52.6% 0.0% -14.8% -22.3% -548 27.9K -86 0.00 141.35 1 0 3 23 2014-02-04 $21.12 $0.00 44.3% 12.7% 42.6% 25.7% 0.0% 6.8% 15.8% -611 29.3K -91 0.00 140.53 0 0 4 23 2014-02-05 $20.70 $0.00 34.8% 10.0% 42.3% 10.2% 0.0% -6.6% -6.8% -405 31.4K -73 0.00 127.37 0 0 4 23 2014-02-06 $20.51 $0.00 67.9% 19.5% 42.2% 64.2% 0.0% 1.3% -27.4% -513 29.2K -84 0.00 152.52 0 0 4 23 2014-02-07 $20.61 $25.00 65.2% 13.3% 41.3% 59.8% 0.0% 0.5% -14.1% -513 29.5K -84 0.00 148.62 0 0 4 23 2014-02-10 $21.00 $25.00 54.9% 12.8% 41.3% 43.0% 0.0% 8.8% -10.2% -610 30.6K -84 0.00 152.45 0 0 4 23 2014-02-11 $21.14 $25.00 39.8% 10.7% 35.7% 18.5% 0.0% 13.8% -1.9% -457 32.2K -72 0.00 112.78 0 0 4 23 2014-02-12 $21.07 $25.00 77.8% 13.5% 32.9% 80.3% 0.0% 3.7% -13.0% -589 29.2K -84 0.00 149.67 0 0 4 23 2014-02-13 $21.31 $25.00 46.0% 13.2% 31.4% 28.6% 0.0% 7.1% 0.5% -654 29.5K -86 0.00 149.17 0 0 4 23 2014-02-14 $21.02 $25.00 31.9% 9.1% 30.9% 5.6% 0.0% 0.8% 5.7% -509 30.0K -72 0.00 116.27 0 0 4 23 2014-02-18 $21.51 $25.00 48.6% 13.9% 32.2% 32.8% 0.0% 9.3% 0.3% -700 29.2K -83 0.00 151.67 0 0 4 23 2014-02-19 $21.00 $25.00 35.5% 10.2% 32.9% 11.5% 0.0% -7.7% -10.9% -502 29.7K -71 0.00 119.94 0 0 4 23 2014-02-20 $21.35 $25.00 48.1% 13.8% 33.6% 31.9% 0.0% 7.3% 2.5% -595 29.1K -81 0.00 150.88 0 0 4 23 2014-02-21 $21.17 $25.00 54.8% 15.7% 33.6% 43.0% 0.0% 1.4% -21.0% -574 29.1K -81 0.00 155.25 0 0 4 23 2014-02-24 $21.25 $25.00 30.4% 8.7% 33.3% 3.1% 0.0% 2.5% 20.2% -373 32.6K -65 0.00 120.42 0 0 4 23 2014-02-25 $21.07 $25.00 35.5% 10.2% 33.4% 11.5% 0.0% 1.1% -6.1% -399 32.1K -65 0.00 117.53 0 0 4 23 2014-02-26 $21.03 $25.00 57.7% 16.5% 33.4% 47.6% 0.0% 2.6% -17.4% -575 29.6K -75 0.00 154.62 0 0 4 23 2014-02-27 $21.03 $25.00 56.4% 16.2% 27.7% 45.6% 0.0% 5.1% -16.7% -569 30.2K -73 0.00 153.44 0 0 4 23 2014-02-28 $21.06 $25.00 59.5% 17.1% 25.7% 50.6% 0.0% 7.0% -18.4% -588 30.0K -74 0.00 160.58 0 0 4 23
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