LMNR Options History — March 2014 In March 2014, LMNR traded between $21.11 and $23.70. ATM implied volatility averaged 38.4%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 9.6% (HV 20d: 28.8%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 15 of 21 days.
Notable Days 2014-03-11 : Highest Volume — 1 contracts2014-03-06 : Largest IV spike — 72.0% change2014-03-12 : Highest IV Rank — 44.7%2014-03-14 : Largest Expected Move — 14.0%Monthly Statistics Metric Avg Min Max Open Close Price $22.52 $21.11 $23.70 $21.11 $22.68 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 38.4% 28.0% 55.7% 31.9% 33.3% Expected Move 10.6% 8.0% 14.0% 9.1% 9.5% HV 20d 28.8% 19.9% 34.4% 19.9% 34.4% HV 60d 40.3% 33.6% 45.4% 43.1% 34.4% IV Rank 16.7% 0.0% 44.7% 5.6% 8.5% IV Percentile 25.7% 0.0% 81.2% 3.7% 7.7% Term Structure -1.1% -24.1% 10.6% 4.4% 1.3% Skew 25d 3.2% -6.6% 10.1% 4.4% 4.0% Skew 10d 5.7% -3.3% 15.5% 9.6% 5.6% Call IV 25d 32.8% 25.3% 48.0% 28.4% 27.6% Put IV 25d 36.0% 28.1% 55.1% 32.8% 31.6% Bid-Ask Spread % 119.56 88.03 163.10 123.49 88.70 Gamma HHI 0.66 0.45 0.88 0.88 0.81 Net GEX -522 -1.1K -297 -369 -338 Net DEX 22.7K 3.9K 33.5K 33.5K 4.2K Net VEX -64 -75 -56 -61 -56 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.048 0 1 0 0 Total OI 23.952 15 28 27 15
Daily Data (21 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 2014-03-03 $21.11 $25.00 31.9% 9.1% 19.9% 5.6% 0.0% 4.4% 4.4% -369 33.5K -61 0.00 123.49 0 0 4 23 2014-03-04 $21.73 $25.00 32.9% 9.4% 22.3% 7.2% 0.0% 2.9% 2.6% -472 31.3K -66 0.00 131.95 0 0 4 23 2014-03-05 $21.88 $25.00 28.0% 8.0% 21.9% 0.0% 0.0% 4.0% 7.5% -368 31.4K -64 0.00 121.42 0 0 4 23 2014-03-06 $22.04 $25.00 48.2% 13.8% 20.4% 32.6% 0.0% 7.0% -11.5% -698 28.8K -74 0.00 155.64 0 0 4 23 2014-03-07 $22.89 $0.00 47.5% 12.5% 23.2% 31.5% 0.0% 10.1% 10.6% -988 27.1K -74 0.00 149.47 0 0 4 23 2014-03-10 $23.18 $0.00 50.0% 11.8% 23.3% 35.6% 0.0% 2.6% -6.2% -1.1K 26.0K -73 0.00 146.63 0 0 4 23 2014-03-11 $22.27 $0.00 51.5% 12.7% 27.9% 38.0% 0.0% 0.0% -14.6% -711 28.0K -67 0.00 149.93 0 1 4 23 2014-03-12 $22.36 $0.00 55.7% 12.6% 27.9% 44.7% 0.0% 7.7% 3.4% -833 30.2K -75 0.00 153.75 0 0 4 24 2014-03-13 $21.95 $0.00 31.6% 9.1% 28.8% 5.8% 0.0% -0.0% 1.0% -661 30.5K -72 0.00 150.17 0 0 4 24 2014-03-14 $22.07 $0.00 48.9% 14.0% 28.7% 33.7% 0.0% -6.6% -24.1% -791 28.3K -75 0.00 163.10 0 0 4 24 2014-03-17 $22.56 $0.00 34.6% 9.9% 28.9% 10.6% 0.0% 2.8% -0.3% -376 32.0K -62 0.00 111.28 0 0 4 24 2014-03-18 $23.70 $0.00 36.2% 10.4% 32.5% 13.3% 0.0% 1.4% -0.3% -589 30.4K -59 0.00 88.03 0 0 4 24 2014-03-19 $23.58 $0.00 35.3% 10.1% 31.0% 11.8% 0.0% 2.8% 0.2% -381 30.3K -57 0.00 93.39 0 0 4 24 2014-03-20 $23.27 $0.00 35.0% 10.0% 31.4% 11.2% 0.0% 1.3% 0.1% -297 30.8K -59 0.00 95.61 0 0 4 24 2014-03-21 $22.69 $0.00 34.7% 9.9% 32.8% 10.8% 0.0% 4.3% 0.1% -322 31.3K -60 0.00 97.38 0 0 4 24 2014-03-24 $22.65 $0.00 34.2% 9.8% 32.9% 10.0% 0.0% 4.1% 0.5% -324 4.3K -59 0.00 98.88 0 0 3 12 2014-03-25 $22.21 $0.00 33.2% 9.5% 33.6% 8.4% 0.0% -0.0% 0.9% -352 5.5K -61 0.00 98.79 0 0 3 12 2014-03-26 $22.67 $0.00 34.5% 9.9% 34.2% 10.5% 0.0% 4.2% 0.7% -328 4.4K -59 0.00 97.61 0 0 3 12 2014-03-27 $22.65 $0.00 34.2% 9.8% 34.2% 10.0% 0.0% 5.0% 0.2% -336 4.3K -59 0.00 97.41 0 0 3 12 2014-03-28 $22.84 $0.00 34.4% 9.9% 34.2% 10.4% 0.0% 5.1% 0.2% -323 3.9K -57 0.00 98.02 0 0 3 12 2014-03-31 $22.68 $0.00 33.3% 9.5% 34.4% 8.5% 0.0% 4.0% 1.3% -338 4.2K -56 0.00 88.70 0 0 3 12
« Feb 2014 | All History | Apr 2014 » Home LMNR History March 2014