LMNR Options History — July 2018

In July 2018, LMNR traded between $24.80 and $27.23. ATM implied volatility averaged 32.1%, placing in the 6.1% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 1.0% (HV 20d: 31.1%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 2.36.

Notable Days

2018-07-17: Highest Volume — 373 contracts
2018-07-31: Largest IV drop — 7.6% change
2018-07-09: Highest IV Rank — 7.0%
2018-07-16: Largest Expected Move — 9.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.43	$24.80	$27.23	$25.57	$27.23
Max Pain	$22.50	$22.50	$22.50	$22.50	$22.50
ATM IV	32.1%	30.3%	33.4%	30.3%	30.3%
Expected Move	9.2%	8.7%	9.5%	8.7%	8.7%
HV 20d	31.1%	21.4%	36.6%	36.6%	29.8%
HV 60d	26.2%	25.6%	28.8%	25.8%	28.8%
IV Rank	6.1%	4.8%	7.0%	4.8%	4.8%
IV Percentile	22.1%	9.1%	27.4%	13.1%	9.1%
Term Structure	0.4%	-0.9%	9.2%	1.1%	9.2%
VWIV	33.8%	24.5%	42.6%	37.9%	32.3%
Skew 25d	5.8%	-0.6%	15.9%	4.5%	15.9%
Skew 10d	10.4%	2.4%	19.0%	10.1%	18.7%
Call IV 25d	29.7%	21.7%	35.6%	30.1%	21.7%
Put IV 25d	35.5%	33.1%	37.6%	34.6%	37.6%
Bid-Ask Spread %	83.16	58.31	95.93	95.67	92.80
Gamma HHI	0.40	0.30	0.74	0.30	0.74
Net GEX	4.7K	965	17.5K	2.8K	8.0K
Net DEX	-113.1K	-232.5K	-50.1K	-100.2K	-232.5K
Net VEX	-1.3K	-1.6K	-1.0K	-1.1K	-1.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.36	0.82	4.06	4.06	0.88
Total Volume	272.476	218	373	268	218
Total OI	595.429	460	760	584	479

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
2018-07-02	$25.57	$22.50	30.3%	8.7%	36.6%	4.8%	37.9%	4.5%	1.1%	2.8K	-100.2K	-1.1K	4.06	95.67	53	215	212	372
2018-07-03	$25.95	$22.50	31.3%	9.0%	36.6%	5.5%	38.4%	9.1%	0.5%	3.9K	-127.2K	-1.1K	4.06	95.02	53	215	206	372
2018-07-05	$25.93	$22.50	31.5%	9.1%	36.4%	5.7%	38.0%	2.8%	-0.1%	3.8K	-126.1K	-1.0K	4.06	82.49	53	215	206	372
2018-07-06	$25.59	$22.50	31.2%	8.9%	35.6%	5.5%	31.7%	1.6%	0.8%	3.3K	-107.3K	-1.0K	4.06	94.18	53	215	206	397
2018-07-09	$25.96	$22.50	33.4%	9.4%	34.7%	7.0%	24.5%	2.9%	-0.5%	3.4K	-128.1K	-1.0K	4.06	81.36	53	215	206	397
2018-07-10	$25.32	$22.50	32.9%	9.3%	35.3%	6.7%	36.7%	0.6%	-0.1%	2.7K	-74.0K	-1.0K	4.06	68.11	53	215	206	422
2018-07-11	$25.43	$22.50	31.8%	9.1%	34.7%	5.9%	32.1%	0.2%	0.5%	3.2K	-89.9K	-1.1K	3.41	70.69	63	215	206	422
2018-07-12	$25.29	$22.50	32.2%	9.2%	32.1%	6.2%	32.4%	-0.6%	0.1%	4.5K	-93.2K	-1.1K	3.41	58.31	63	215	216	422
2018-07-13	$25.28	$22.50	32.3%	9.3%	31.3%	6.3%	32.7%	9.2%	-0.0%	5.0K	-95.1K	-1.1K	3.41	67.37	63	215	216	422
2018-07-16	$25.01	$22.50	33.0%	9.5%	31.3%	6.8%	33.4%	8.4%	-0.3%	5.5K	-69.9K	-1.0K	3.47	74.33	62	215	216	422
2018-07-17	$25.39	$22.50	32.7%	9.4%	31.9%	6.5%	33.1%	9.4%	-0.2%	10.6K	-166.9K	-1.5K	1.36	85.28	158	215	315	422
2018-07-18	$25.47	$22.50	32.5%	9.3%	31.9%	6.4%	31.9%	8.8%	-0.2%	11.1K	-183.6K	-1.6K	1.42	88.25	151	215	315	442
2018-07-19	$25.09	$22.50	32.3%	9.3%	31.0%	6.3%	32.8%	7.4%	-0.1%	17.5K	-144.9K	-1.5K	1.42	85.84	151	215	318	442
2018-07-20	$25.43	$22.50	32.6%	9.3%	28.4%	6.4%	33.1%	7.7%	-0.5%	2.4K	-205.6K	-1.5K	1.42	84.77	151	215	318	442
2018-07-23	$24.95	$22.50	32.5%	9.3%	28.9%	6.4%	33.6%	7.0%	0.3%	1.3K	-63.2K	-1.5K	0.82	82.89	120	99	214	246
2018-07-24	$24.87	$22.50	32.7%	9.4%	28.7%	6.6%	33.5%	6.6%	-0.9%	1.4K	-60.7K	-1.5K	0.82	84.70	120	99	222	267
2018-07-25	$24.86	$22.50	31.9%	9.2%	28.5%	6.0%	33.2%	5.3%	0.1%	1.4K	-58.2K	-1.4K	0.82	87.13	120	99	222	267
2018-07-26	$24.85	$22.50	32.1%	9.2%	23.2%	6.1%	33.5%	4.6%	-0.4%	965	-50.1K	-1.4K	0.82	85.44	120	99	222	267
2018-07-27	$24.80	$22.50	31.8%	9.1%	21.4%	5.9%	32.7%	4.0%	-0.5%	1.2K	-58.3K	-1.4K	0.82	85.88	120	99	222	267
2018-07-30	$25.78	$22.50	32.8%	9.4%	25.3%	6.6%	42.6%	5.8%	-0.4%	4.9K	-139.9K	-1.4K	0.82	95.93	120	99	222	257
2018-07-31	$27.23	$22.50	30.3%	8.7%	29.8%	4.8%	32.3%	15.9%	9.2%	8.0K	-232.5K	-1.4K	0.88	92.80	116	102	222	257