LMNR Options History — February 2018

In February 2018, LMNR traded between $19.68 and $21.53. ATM implied volatility averaged 50.4%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 12.7% (HV 20d: 37.8%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 3 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 1.61.

Notable Days

2018-02-16: Highest Volume — 473 contracts
2018-02-16: Largest IV spike — 47.1% change
2018-02-06: Highest IV Rank — 35.8%
2018-02-21: Largest Expected Move — 19.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.74	$19.68	$21.53	$21.44	$21.42
Max Pain	$22.50	$22.50	$22.50	$22.50	$22.50
ATM IV	50.4%	34.9%	71.2%	40.3%	57.0%
Expected Move	14.0%	10.0%	19.0%	11.5%	16.4%
HV 20d	37.8%	28.8%	66.8%	65.3%	32.4%
HV 60d	49.9%	49.3%	50.5%	49.3%	49.4%
IV Rank	21.3%	10.4%	35.8%	14.1%	25.9%
IV Percentile	87.0%	48.8%	98.0%	78.2%	94.0%
Term Structure	-2.4%	-21.6%	9.3%	1.3%	-16.6%
VWIV	58.9%	40.0%	73.3%	40.0%	69.6%
Skew 25d	7.7%	-7.1%	24.2%	4.4%	11.1%
Skew 10d	18.9%	-4.4%	39.9%	13.7%	39.9%
Call IV 25d	49.7%	36.7%	58.7%	40.2%	56.2%
Put IV 25d	57.4%	44.7%	75.3%	44.7%	67.3%
Bid-Ask Spread %	101.27	34.04	127.44	34.04	116.42
Gamma HHI	0.30	0.26	0.36	0.29	0.26
Net GEX	-1.0K	-2.6K	2.8K	2.8K	-366
Net DEX	25.3K	-41.7K	76.8K	-41.7K	-12.6K
Net VEX	-1.1K	-1.2K	-887	-1.0K	-1.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.61	1.36	1.86	1.53	1.60
Total Volume	335.632	208	473	347	208
Total OI	550	408	693	572	461

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
2018-02-01	$21.44	$22.50	40.3%	11.5%	65.3%	14.1%	40.0%	4.4%	1.3%	2.8K	-41.7K	-1.0K	1.53	34.04	137	210	249	323
2018-02-02	$20.90	$22.50	46.1%	12.5%	65.2%	18.2%	41.8%	4.4%	-0.6%	1.2K	-2.2K	-984	1.53	64.85	137	210	249	323
2018-02-05	$20.04	$22.50	55.4%	14.0%	66.8%	24.8%	51.0%	4.5%	-3.0%	-1.9K	58.0K	-967	1.52	55.65	157	239	249	323
2018-02-06	$20.14	$22.50	71.2%	13.6%	44.5%	35.8%	61.5%	-1.8%	2.5%	-1.6K	42.4K	-1.2K	1.51	111.16	157	237	269	333
2018-02-07	$20.40	$22.50	40.9%	11.7%	28.8%	14.6%	50.3%	-2.1%	8.3%	-422	45.0K	-988	1.51	110.85	157	237	269	333
2018-02-08	$19.68	$22.50	44.7%	12.8%	30.0%	17.2%	55.0%	2.4%	4.0%	-2.3K	72.7K	-1.0K	1.51	123.22	157	237	269	333
2018-02-09	$20.11	$22.50	42.4%	12.2%	30.5%	15.6%	63.2%	5.3%	9.3%	-1.6K	55.9K	-1.0K	1.39	120.98	171	237	269	333
2018-02-12	$20.25	$22.50	34.9%	10.0%	30.7%	10.4%	51.0%	-7.1%	8.5%	-1.6K	57.2K	-887	1.44	127.44	171	247	255	333
2018-02-13	$20.31	$22.50	37.9%	10.9%	30.4%	12.5%	50.8%	-0.9%	4.2%	-2.6K	76.8K	-980	1.36	103.23	171	232	255	363
2018-02-14	$20.65	$22.50	45.7%	13.1%	30.9%	17.9%	59.7%	5.2%	-0.3%	-34	45.3K	-1.1K	1.68	122.73	171	287	255	363
2018-02-15	$21.53	$22.50	40.4%	11.6%	33.8%	14.2%	58.3%	17.2%	1.8%	1.2K	-6.7K	-1.1K	1.69	111.86	170	287	255	428
2018-02-16	$20.95	$22.50	59.4%	17.0%	33.4%	27.6%	66.3%	21.0%	-13.0%	-2.4K	37.0K	-1.2K	1.78	107.25	170	303	265	428
2018-02-20	$20.85	$22.50	57.1%	16.4%	33.4%	25.9%	66.9%	12.4%	-6.5%	-2.5K	33.9K	-1.1K	1.86	107.06	77	143	137	271
2018-02-21	$20.87	$22.50	66.1%	19.0%	32.1%	32.3%	62.8%	16.3%	-21.6%	-2.6K	21.9K	-1.2K	1.86	92.94	77	143	154	296
2018-02-22	$20.72	$22.50	59.3%	17.0%	31.6%	27.5%	58.7%	24.2%	-9.6%	-2.6K	20.8K	-1.2K	1.77	109.65	77	136	164	295
2018-02-23	$21.07	$22.50	48.6%	13.9%	32.3%	20.0%	69.0%	2.5%	-0.2%	-1.3K	7.4K	-1.2K	1.81	92.98	75	136	164	277
2018-02-26	$21.44	$22.50	59.3%	17.0%	32.9%	27.5%	69.0%	21.7%	-12.9%	-929	-13.9K	-1.1K	1.60	104.17	80	128	169	277
2018-02-27	$21.30	$22.50	51.4%	14.8%	32.9%	22.0%	73.3%	5.5%	-1.0%	-350	-15.8K	-1.1K	1.60	107.68	80	128	174	287
2018-02-28	$21.42	$22.50	57.0%	16.4%	32.4%	25.9%	69.6%	11.1%	-16.6%	-366	-12.6K	-1.1K	1.60	116.42	80	128	174	287