LMNR Options History — September 2018

In September 2018, LMNR traded between $26.00 and $33.19. ATM implied volatility averaged 39.3%, placing in the 12.7% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded below realized volatility by 11.2% (HV 20d: 50.5%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 2.24.

Notable Days

2018-09-10: Highest Volume — 1,290 contracts
2018-09-11: Largest IV drop — 47.0% change
2018-09-10: Highest IV Rank — 34.4%
2018-09-10: Largest Expected Move — 13.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.58	$26.00	$33.19	$30.93	$26.02
Max Pain	$29.47	$25.00	$30.00	$30.00	$30.00
ATM IV	39.3%	26.7%	69.9%	42.0%	35.9%
Expected Move	10.6%	7.6%	13.5%	12.0%	10.3%
HV 20d	50.5%	15.1%	63.9%	15.4%	63.6%
HV 60d	38.3%	26.3%	43.3%	27.3%	41.7%
IV Rank	12.7%	3.7%	34.4%	14.6%	10.3%
IV Percentile	54.7%	3.6%	96.8%	76.2%	43.3%
Term Structure	-2.7%	-8.8%	-0.0%	-5.6%	-1.5%
VWIV	41.3%	35.8%	52.7%	46.9%	40.2%
Skew 25d	4.5%	-1.4%	10.1%	7.4%	-1.4%
Skew 10d	13.4%	3.3%	21.9%	18.6%	3.3%
Call IV 25d	36.2%	31.0%	46.8%	41.2%	39.8%
Put IV 25d	40.7%	35.6%	50.5%	48.7%	38.5%
Bid-Ask Spread %	65.73	43.09	85.24	84.62	62.23
Gamma HHI	0.55	0.26	0.83	0.83	0.26
Net GEX	35.4K	-10.8K	79.6K	64.3K	-10.8K
Net DEX	-394.3K	-2.2M	435.4K	-1.5M	289.2K
Net VEX	-3.7K	-4.4K	-3.2K	-3.7K	-4.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.24	0.73	5.66	1.19	5.19
Total Volume	549.684	168	1,290	171	662
Total OI	2,071.842	1,249	3,089	1,294	1,474

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
2018-09-04	$30.93	$30.00	42.0%	12.0%	15.4%	14.6%	46.9%	7.4%	-5.6%	64.3K	-1.5M	-3.7K	1.19	84.62	78	93	862	432
2018-09-05	$31.13	$30.00	43.6%	12.5%	15.1%	15.7%	52.7%	8.0%	-6.9%	64.2K	-1.6M	-3.7K	1.24	85.24	75	93	880	466
2018-09-06	$31.48	$25.00	44.3%	10.8%	15.1%	16.2%	40.4%	4.9%	-3.3%	66.0K	-1.7M	-3.6K	0.93	77.92	103	96	878	466
2018-09-07	$32.24	$25.00	49.5%	10.9%	16.2%	19.9%	39.4%	3.4%	-3.5%	56.4K	-1.9M	-3.4K	0.79	64.57	187	148	865	465
2018-09-10	$33.19	$30.00	69.9%	13.5%	17.5%	34.4%	52.7%	3.7%	-8.8%	50.0K	-2.2M	-3.7K	0.73	58.15	746	544	1,004	534
2018-09-11	$28.27	$30.00	37.0%	10.2%	61.9%	11.1%	38.3%	3.4%	-1.7%	34.8K	350.8K	-3.5K	1.88	43.60	425	800	1,602	852
2018-09-12	$27.76	$30.00	34.7%	10.0%	62.2%	9.4%	38.8%	4.8%	-1.9%	43.9K	-52.1K	-4.1K	1.02	43.09	299	304	1,739	1,013
2018-09-13	$27.47	$30.00	41.0%	11.8%	62.1%	13.9%	38.4%	5.1%	-3.6%	36.2K	14.5K	-4.3K	1.02	60.51	265	271	1,822	1,023
2018-09-14	$28.31	$30.00	34.3%	9.8%	63.2%	9.1%	35.8%	8.6%	-1.5%	71.0K	-283.4K	-4.4K	1.61	68.44	165	266	1,839	1,029
2018-09-17	$28.46	$30.00	35.6%	10.2%	63.2%	10.0%	44.4%	10.1%	-1.4%	79.6K	-156.0K	-3.9K	1.55	61.83	163	252	1,851	1,029
2018-09-18	$28.33	$30.00	34.9%	10.0%	62.9%	9.6%	41.3%	9.1%	-1.5%	67.8K	16.6K	-3.6K	1.81	51.13	165	298	1,848	1,029
2018-09-19	$28.17	$30.00	33.4%	9.6%	62.2%	8.5%	39.2%	6.2%	-0.1%	25.3K	236.2K	-3.2K	2.10	70.64	172	361	1,844	1,126
2018-09-20	$27.99	$30.00	26.7%	7.6%	62.1%	3.7%	40.9%	5.8%	-0.0%	19.3K	232.4K	-3.3K	3.43	69.28	145	497	1,843	1,194
2018-09-21	$27.14	$30.00	36.8%	10.5%	62.9%	10.9%	37.6%	2.4%	-1.9%	8.0K	435.4K	-3.4K	2.99	61.27	165	494	1,848	1,241
2018-09-24	$26.81	$30.00	37.3%	10.7%	62.8%	11.2%	39.5%	3.2%	-1.4%	3.5K	-13.2K	-3.5K	2.64	77.39	139	367	629	620
2018-09-25	$27.11	$30.00	38.0%	10.9%	63.0%	11.8%	37.7%	3.5%	-2.4%	6.6K	-59.3K	-3.7K	3.03	69.01	121	367	649	623
2018-09-26	$26.19	$30.00	36.6%	10.5%	63.9%	10.8%	40.2%	-0.8%	-1.8%	-2.6K	136.2K	-3.2K	3.74	75.95	98	367	650	623
2018-09-27	$26.00	$30.00	35.4%	10.2%	63.8%	9.9%	39.4%	-1.1%	-1.4%	-10.5K	243.0K	-4.4K	5.66	64.06	98	555	650	823
2018-09-28	$26.02	$30.00	35.9%	10.3%	63.6%	10.3%	40.2%	-1.4%	-1.5%	-10.8K	289.2K	-4.2K	5.19	62.23	107	555	651	823