LMNR Options History — May 2018

In May 2018, LMNR traded between $23.14 and $24.84. ATM implied volatility averaged 37.6%, placing in the 10.8% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 18.3% (HV 20d: 19.3%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 2.20.

Notable Days

2018-05-17: Highest Volume — 331 contracts
2018-05-24: Largest IV spike — 22.2% change
2018-05-31: Highest IV Rank — 14.2%
2018-05-31: Largest Expected Move — 12.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.11	$23.14	$24.84	$23.15	$24.43
Max Pain	$22.50	$22.50	$22.50	$22.50	$22.50
ATM IV	37.6%	31.2%	43.3%	36.5%	43.3%
Expected Move	10.9%	8.9%	12.4%	10.5%	12.4%
HV 20d	19.3%	17.7%	21.0%	20.0%	18.9%
HV 60d	26.9%	25.9%	29.9%	29.9%	26.2%
IV Rank	10.8%	5.5%	14.2%	11.4%	14.2%
IV Percentile	54.9%	15.5%	80.2%	51.6%	80.2%
Term Structure	-3.3%	-8.1%	5.3%	2.2%	-8.0%
VWIV	40.9%	37.7%	49.1%	38.4%	49.1%
Skew 25d	7.0%	3.2%	9.7%	5.5%	6.3%
Skew 10d	18.4%	11.4%	24.6%	11.4%	19.6%
Call IV 25d	34.6%	29.8%	41.8%	35.2%	41.8%
Put IV 25d	41.6%	38.5%	48.1%	40.8%	48.1%
Bid-Ask Spread %	72.73	59.29	92.97	79.16	75.48
Gamma HHI	0.40	0.27	0.83	0.29	0.50
Net GEX	3.6K	-3.1K	25.1K	-3.1K	4.6K
Net DEX	-80.7K	-175.5K	6.7K	6.7K	-115.9K
Net VEX	-655	-962	-536	-962	-606
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.20	1.99	2.54	1.99	2.54
Total Volume	248.409	198	331	251	198
Total OI	479.227	384	607	543	419

Daily Data (22 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
2018-05-01	$23.15	$22.50	36.5%	10.5%	20.0%	11.4%	38.4%	5.5%	2.2%	-3.1K	6.7K	-962	1.99	79.16	84	167	154	389
2018-05-02	$23.45	$22.50	36.6%	10.5%	18.3%	11.6%	38.0%	5.4%	2.9%	-2.1K	-16.4K	-881	2.11	79.13	84	177	150	389
2018-05-03	$23.14	$22.50	36.9%	10.9%	18.9%	11.8%	40.7%	5.7%	-3.7%	-2.7K	-16	-853	2.11	62.35	84	177	150	369
2018-05-04	$23.42	$22.50	36.2%	11.1%	19.4%	11.3%	41.0%	8.3%	-3.0%	-412	-29.9K	-807	2.11	64.25	84	177	147	369
2018-05-07	$23.49	$22.50	37.8%	11.6%	19.2%	12.4%	40.9%	7.7%	-5.2%	-647	-30.9K	-707	2.03	62.03	87	177	147	369
2018-05-08	$23.49	$22.50	36.8%	11.2%	17.7%	11.7%	39.2%	6.8%	-3.4%	-647	-37.8K	-712	2.03	60.08	87	177	150	369
2018-05-09	$23.40	$22.50	39.3%	11.3%	17.7%	13.5%	39.0%	7.0%	-3.7%	280	-43.6K	-700	2.03	59.29	87	177	150	369
2018-05-10	$24.00	$22.50	37.1%	10.6%	19.7%	9.7%	38.6%	7.5%	-3.4%	2.9K	-82.4K	-658	2.03	67.87	87	177	150	369
2018-05-11	$24.10	$22.50	36.8%	10.5%	19.0%	9.5%	39.2%	8.0%	-2.9%	5.9K	-100.2K	-652	2.03	65.47	87	177	150	369
2018-05-14	$23.76	$22.50	37.7%	10.8%	18.9%	10.1%	40.2%	7.8%	-3.6%	3.4K	-75.0K	-625	2.00	61.76	87	174	150	369
2018-05-15	$23.94	$22.50	37.5%	10.8%	19.0%	10.0%	41.1%	7.8%	-8.1%	3.6K	-78.8K	-571	2.07	68.69	87	180	150	386
2018-05-16	$24.47	$22.50	37.3%	10.7%	20.5%	9.8%	40.8%	8.7%	-4.4%	13.8K	-114.0K	-558	2.15	64.76	87	187	150	366
2018-05-17	$24.83	$22.50	36.9%	10.6%	21.0%	9.6%	42.2%	9.7%	-3.0%	25.1K	-175.5K	-598	2.28	72.39	101	230	160	379
2018-05-18	$24.72	$22.50	36.0%	10.3%	21.0%	8.9%	39.9%	8.2%	-1.7%	3.4K	-128.9K	-606	2.03	70.71	101	205	172	435
2018-05-21	$24.79	$22.50	37.9%	10.9%	20.2%	10.3%	37.7%	6.0%	-4.7%	3.3K	-111.6K	-591	2.42	84.20	62	150	119	265
2018-05-22	$24.55	$22.50	36.4%	10.4%	20.6%	9.2%	40.9%	6.2%	-2.1%	3.4K	-105.4K	-566	2.42	79.81	62	150	120	265
2018-05-23	$24.74	$22.50	31.2%	8.9%	19.8%	5.5%	38.0%	8.7%	5.3%	4.9K	-111.0K	-543	2.42	92.97	62	150	120	265
2018-05-24	$24.74	$22.50	38.1%	10.9%	18.8%	10.4%	41.0%	6.6%	-3.9%	3.4K	-106.5K	-553	2.42	79.95	62	150	120	265
2018-05-25	$24.40	$22.50	38.7%	11.1%	18.5%	10.9%	41.6%	3.2%	-4.3%	3.2K	-91.1K	-573	2.42	81.57	62	150	120	265
2018-05-29	$24.84	$22.50	41.2%	11.8%	19.3%	12.7%	45.4%	5.3%	-6.4%	3.9K	-117.3K	-536	2.27	81.83	66	150	120	265
2018-05-30	$24.63	$22.50	41.7%	12.0%	18.9%	13.0%	47.4%	7.0%	-6.9%	4.1K	-110.8K	-545	2.54	86.38	56	142	124	265
2018-05-31	$24.43	$22.50	43.3%	12.4%	18.9%	14.2%	49.1%	6.3%	-8.0%	4.6K	-115.9K	-606	2.54	75.48	56	142	142	277