LMNR Options History — April 2018

In April 2018, LMNR traded between $22.88 and $24.28. ATM implied volatility averaged 38.0%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 10.3% (HV 20d: 27.7%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 2.77.

Notable Days

2018-04-19: Highest Volume — 404 contracts
2018-04-16: Largest IV drop — 28.5% change
2018-04-10: Highest IV Rank — 18.7%
2018-04-04: Largest Expected Move — 12.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.67	$22.88	$24.28	$22.95	$23.44
Max Pain	$22.50	$22.50	$22.50	$22.50	$22.50
ATM IV	38.0%	30.9%	46.8%	44.5%	37.0%
Expected Move	10.8%	8.9%	12.8%	12.8%	10.6%
HV 20d	27.7%	19.4%	37.2%	36.6%	19.4%
HV 60d	33.1%	29.7%	46.6%	46.6%	30.3%
IV Rank	12.5%	7.5%	18.7%	17.1%	11.8%
IV Percentile	53.0%	16.7%	86.9%	83.7%	53.2%
Term Structure	1.6%	-3.0%	12.0%	-0.9%	4.0%
VWIV	41.0%	32.6%	51.9%	51.9%	36.8%
Skew 25d	5.9%	2.6%	10.1%	6.8%	8.5%
Skew 10d	14.8%	4.7%	25.7%	11.2%	11.5%
Call IV 25d	35.3%	26.8%	42.8%	42.8%	33.4%
Put IV 25d	41.1%	31.7%	49.6%	49.6%	41.8%
Bid-Ask Spread %	65.68	45.18	91.10	66.06	80.97
Gamma HHI	0.29	0.25	0.35	0.28	0.29
Net GEX	-243	-4.1K	2.4K	-4.1K	-2.9K
Net DEX	-60.1K	-107.3K	-7.0K	-7.0K	-14.4K
Net VEX	-957	-1.1K	-849	-1.1K	-863
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.77	1.86	3.66	2.73	1.99
Total Volume	300.333	235	404	298	251
Total OI	581.619	517	721	550	533

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
2018-04-02	$22.95	$22.50	44.5%	12.8%	36.6%	17.1%	51.9%	6.8%	-0.9%	-4.1K	-7.0K	-1.1K	2.73	66.06	80	218	142	408
2018-04-03	$22.88	$22.50	43.6%	12.5%	36.7%	16.4%	51.4%	7.8%	-0.6%	-3.1K	-18.6K	-1.1K	2.73	87.48	80	218	153	408
2018-04-04	$23.47	$22.50	44.8%	12.8%	37.2%	17.3%	51.2%	6.4%	-2.3%	-2.4K	-57.7K	-988	2.73	91.10	80	218	153	408
2018-04-05	$23.42	$22.50	43.2%	12.2%	37.1%	16.2%	42.5%	10.1%	-1.9%	-924	-62.6K	-1.0K	2.73	46.96	80	218	153	408
2018-04-06	$23.45	$22.50	43.6%	12.2%	37.1%	16.4%	43.7%	4.0%	-0.1%	-884	-57.5K	-983	2.95	52.42	74	218	153	408
2018-04-09	$23.27	$22.50	46.0%	12.5%	37.2%	18.1%	44.7%	7.0%	-1.2%	-1.9K	-51.7K	-973	2.95	52.12	74	218	158	408
2018-04-10	$23.75	$22.50	46.8%	12.8%	25.0%	18.7%	44.3%	2.6%	-3.0%	1.1K	-92.8K	-973	2.95	58.08	74	218	158	408
2018-04-11	$23.61	$22.50	41.5%	11.9%	25.1%	15.0%	42.2%	8.0%	0.9%	1.6K	-89.3K	-933	3.15	62.41	74	233	163	408
2018-04-12	$23.80	$22.50	39.9%	11.4%	24.7%	13.9%	43.6%	9.8%	12.0%	946	-79.5K	-1.0K	3.18	61.64	74	235	163	433
2018-04-13	$23.48	$22.50	43.2%	12.4%	25.0%	16.2%	43.6%	8.1%	0.3%	616	-60.9K	-963	3.18	62.17	74	235	163	435
2018-04-16	$23.88	$22.50	30.9%	8.9%	25.6%	7.5%	32.6%	4.9%	6.2%	2.4K	-107.3K	-866	3.16	79.83	79	250	164	437
2018-04-17	$23.97	$22.50	32.0%	9.2%	25.1%	8.3%	37.1%	3.7%	2.5%	1.8K	-78.8K	-1.0K	3.54	53.33	79	280	174	477
2018-04-18	$24.13	$22.50	32.2%	9.2%	24.9%	8.4%	39.1%	4.2%	2.2%	1.7K	-86.4K	-1.1K	3.66	61.12	86	315	174	537
2018-04-19	$24.17	$22.50	31.0%	8.9%	24.9%	7.6%	38.3%	4.3%	3.5%	942	-71.2K	-947	3.54	69.16	89	315	154	562
2018-04-20	$24.05	$22.50	31.4%	9.0%	23.1%	7.9%	36.0%	5.0%	3.0%	741	-77.5K	-919	3.20	48.62	89	285	159	562
2018-04-23	$23.71	$22.50	33.7%	9.7%	23.7%	9.5%	33.5%	5.0%	-1.7%	-348	-43.3K	-880	1.97	89.94	79	156	149	368
2018-04-24	$23.85	$22.50	32.1%	9.2%	23.7%	8.4%	36.4%	3.7%	3.5%	-646	-42.3K	-929	1.97	65.23	79	156	149	368
2018-04-25	$24.28	$22.50	32.8%	9.4%	24.1%	8.9%	37.3%	4.7%	1.4%	1.5K	-86.4K	-849	1.97	72.72	79	156	149	368
2018-04-26	$23.89	$22.50	32.6%	9.4%	22.5%	8.7%	37.5%	4.5%	2.8%	219	-55.5K	-855	1.86	45.18	84	156	149	368
2018-04-27	$23.52	$22.50	35.3%	10.1%	22.2%	10.6%	36.9%	4.5%	3.4%	-1.5K	-20.3K	-918	1.99	72.83	84	167	154	368
2018-04-30	$23.44	$22.50	37.0%	10.6%	19.4%	11.8%	36.8%	8.5%	4.0%	-2.9K	-14.4K	-863	1.99	80.97	84	167	154	379