LMNR Options History — June 2018

In June 2018, LMNR traded between $24.29 and $26.75. ATM implied volatility averaged 37.7%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 11.7% (HV 20d: 25.9%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 2.20.

Notable Days

2018-06-11: Highest Volume — 802 contracts
2018-06-11: Largest IV spike — 67.2% change
2018-06-11: Highest IV Rank — 45.9%
2018-06-01: Largest Expected Move — 12.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.39	$24.29	$26.75	$24.60	$24.77
Max Pain	$23.33	$22.50	$25.00	$22.50	$22.50
ATM IV	37.7%	27.4%	87.4%	42.5%	29.0%
Expected Move	9.1%	7.9%	12.2%	12.2%	8.3%
HV 20d	25.9%	18.1%	35.2%	18.1%	35.2%
HV 60d	23.7%	20.8%	26.3%	26.1%	25.0%
IV Rank	10.1%	2.7%	45.9%	13.6%	3.9%
IV Percentile	36.8%	4.0%	99.6%	79.0%	7.5%
Term Structure	-0.4%	-8.1%	1.7%	-8.1%	1.2%
VWIV	35.8%	28.4%	54.3%	48.3%	28.4%
Skew 25d	2.4%	-5.8%	10.0%	7.4%	7.3%
Skew 10d	7.6%	-4.5%	19.7%	19.7%	11.9%
Call IV 25d	32.2%	20.4%	42.0%	41.1%	26.5%
Put IV 25d	34.6%	29.8%	48.5%	48.5%	33.8%
Bid-Ask Spread %	77.17	61.85	97.87	67.14	82.51
Gamma HHI	0.50	0.28	0.81	0.56	0.29
Net GEX	6.5K	-2.4K	26.0K	5.4K	2.0K
Net DEX	-165.0K	-460.8K	26.5K	-131.0K	-52.1K
Net VEX	-801	-1.1K	-504	-578	-1.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.20	0.50	3.50	2.54	3.12
Total Volume	318.762	160	802	198	284
Total OI	593.619	419	1,116	419	584

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
2018-06-01	$24.60	$22.50	42.5%	12.2%	18.1%	13.6%	48.3%	7.4%	-8.1%	5.4K	-131.0K	-578	2.54	67.14	56	142	142	277
2018-06-04	$24.30	$25.00	46.7%	10.1%	18.6%	16.6%	35.2%	1.6%	-1.5%	5.1K	-115.3K	-561	2.63	66.11	54	142	142	277
2018-06-05	$24.65	$25.00	47.1%	10.1%	19.1%	16.9%	35.2%	1.4%	-1.4%	5.8K	-133.7K	-541	2.46	66.30	48	118	146	277
2018-06-06	$25.00	$25.00	47.1%	9.7%	19.5%	16.9%	33.8%	1.8%	-1.1%	7.2K	-156.5K	-504	2.27	67.59	49	111	148	277
2018-06-07	$24.42	$25.00	49.1%	9.8%	21.6%	18.4%	35.7%	1.0%	-1.8%	6.2K	-122.1K	-511	2.02	68.07	55	111	148	280
2018-06-08	$25.10	$22.50	52.2%	9.8%	21.9%	20.6%	43.8%	0.9%	-1.7%	7.5K	-179.0K	-527	3.50	67.89	52	182	159	280
2018-06-11	$25.56	$22.50	87.4%	11.4%	22.6%	45.9%	43.3%	0.9%	-5.2%	5.7K	-196.4K	-575	0.50	61.85	534	268	174	360
2018-06-12	$25.10	$22.50	35.2%	8.7%	23.0%	8.3%	32.4%	-5.8%	0.6%	26.0K	-235.9K	-846	1.03	63.76	265	273	584	439
2018-06-13	$26.02	$22.50	30.0%	8.6%	25.9%	4.6%	31.0%	0.6%	0.7%	19.1K	-460.8K	-832	1.30	75.66	193	250	607	462
2018-06-14	$26.50	$22.50	30.1%	8.6%	25.6%	4.7%	30.0%	0.6%	0.5%	12.6K	-416.8K	-771	1.34	85.56	187	250	576	514
2018-06-15	$26.23	$22.50	30.0%	8.6%	25.7%	4.6%	30.2%	0.9%	0.8%	4.3K	-452.5K	-830	1.30	84.80	193	250	602	514
2018-06-18	$26.08	$22.50	30.5%	8.7%	25.8%	5.0%	30.1%	9.7%	0.2%	3.9K	-82.5K	-817	1.14	78.20	160	182	153	281
2018-06-19	$26.18	$22.50	30.7%	8.8%	25.8%	5.1%	33.3%	8.7%	-0.1%	4.2K	-89.0K	-805	1.56	80.09	117	182	153	281
2018-06-20	$26.75	$22.50	29.6%	8.5%	26.1%	4.3%	31.8%	-0.5%	1.0%	5.5K	-155.6K	-922	1.60	88.28	114	182	169	281
2018-06-21	$25.72	$22.50	27.4%	7.9%	30.3%	2.7%	29.8%	10.0%	1.7%	4.3K	-108.1K	-924	2.25	77.50	92	207	171	281
2018-06-22	$25.97	$22.50	28.1%	8.0%	30.4%	3.2%	34.9%	-4.7%	1.0%	5.8K	-157.3K	-938	3.46	82.96	67	232	191	297
2018-06-25	$25.72	$25.00	29.7%	8.5%	30.2%	4.4%	51.0%	-5.3%	0.7%	3.4K	-105.0K	-1.0K	2.85	93.10	67	191	200	336
2018-06-26	$25.42	$25.00	29.1%	8.3%	30.0%	4.0%	54.3%	1.6%	1.2%	2.9K	-87.7K	-1.0K	3.00	97.87	67	201	200	338
2018-06-27	$24.29	$25.00	30.3%	8.7%	34.2%	4.8%	30.9%	5.4%	0.4%	-2.4K	26.5K	-1.1K	3.21	82.24	67	215	200	383
2018-06-28	$24.91	$22.50	29.5%	8.4%	35.2%	4.2%	28.8%	7.7%	1.5%	2.0K	-53.4K	-1.1K	3.12	83.05	69	215	210	372
2018-06-29	$24.77	$22.50	29.0%	8.3%	35.2%	3.9%	28.4%	7.3%	1.2%	2.0K	-52.1K	-1.1K	3.12	82.51	69	215	212	372