LMNR Options History — October 2018

In October 2018, LMNR traded between $24.44 and $25.91. ATM implied volatility averaged 35.4%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded below realized volatility by 0.6% (HV 20d: 36.0%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 3.77.

Notable Days

  • 2018-10-03: Highest Volume — 725 contracts
  • 2018-10-03: Largest IV drop — 12.2% change
  • 2018-10-30: Highest IV Rank — 12.4%
  • 2018-10-30: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.08$24.44$25.91$25.55$24.64
Max Pain$25.65$25.00$30.00$30.00$25.00
ATM IV35.4%31.3%38.9%36.6%37.3%
Expected Move10.1%9.2%11.1%10.5%10.7%
HV 20d36.0%25.0%63.1%63.1%25.6%
HV 60d41.8%40.4%43.0%41.8%40.4%
IV Rank9.9%7.0%12.4%10.8%11.2%
IV Percentile41.9%16.3%65.5%47.6%56.0%
Term Structure-1.5%-3.1%0.0%-1.7%-2.2%
VWIV38.5%32.1%44.9%40.7%44.9%
Skew 25d5.0%-3.9%13.3%-3.9%10.3%
Skew 10d12.7%-2.5%26.6%-2.5%23.6%
Call IV 25d34.7%28.9%45.0%44.3%32.8%
Put IV 25d39.7%35.2%44.8%40.4%43.0%
Bid-Ask Spread %74.3560.1581.8260.1581.82
Gamma HHI0.350.280.610.280.40
Net GEX-19.1K-67.9K-6.2K-16.7K-8.4K
Net DEX369.0K230.7K481.4K381.3K395.5K
Net VEX-3.5K-4.0K-3.1K-3.8K-3.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.772.137.135.197.13
Total Volume552.957431725662431
Total OI1,412.2171,1451,6911,4641,166

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-10-01$25.55$30.0036.6%10.5%63.1%10.8%40.7%-3.9%-1.7%-16.7K381.3K-3.8K5.1960.15107555641823
2018-10-02$25.36$30.0036.5%10.5%62.7%10.7%41.3%9.2%-2.0%-18.8K419.3K-3.9K5.1969.31107555642823
2018-10-03$25.48$30.0032.0%9.2%62.7%7.5%36.4%6.1%-0.2%-20.2K405.2K-3.6K3.8366.99150575642823
2018-10-04$25.00$25.0032.1%9.2%62.2%7.5%32.1%1.3%0.0%-22.2K445.1K-3.7K3.6470.10149542684843
2018-10-05$25.70$25.0031.3%9.2%62.5%7.0%32.1%2.9%-0.6%-15.6K257.8K-4.0K3.6480.95149542685844
2018-10-08$25.57$25.0034.3%9.4%60.8%9.1%32.9%2.3%-0.9%-16.8K300.3K-3.8K3.5780.27149532685844
2018-10-09$25.91$25.0033.2%9.4%26.5%8.3%32.8%2.5%-0.9%-13.2K230.7K-3.8K3.3472.41149497685841
2018-10-10$25.04$25.0034.6%9.9%28.2%9.3%34.6%2.1%-0.8%-21.0K418.7K-3.6K3.3471.03149497685841
2018-10-11$24.67$25.0036.4%10.4%28.3%10.6%36.4%0.9%-2.0%-23.5K481.4K-3.6K2.1375.00144307685841
2018-10-12$24.79$25.0035.3%10.1%25.4%9.8%36.9%0.0%-1.4%-25.1K473.0K-3.6K2.4271.31137332685851
2018-10-15$25.06$25.0035.4%10.2%25.8%9.9%37.0%10.9%-1.4%-24.3K392.3K-3.6K2.4281.45137332684876
2018-10-16$25.27$25.0036.4%10.4%26.3%10.6%40.9%1.6%-2.0%-23.6K341.0K-3.5K2.9971.91137410684876
2018-10-17$25.74$25.0036.0%10.3%27.7%10.3%39.4%2.5%-1.3%-20.6K238.3K-3.7K3.1874.59137435684981
2018-10-18$25.01$25.0036.4%10.4%29.0%10.6%41.2%1.5%-2.4%-47.8K424.4K-3.6K3.2072.861364356841,006
2018-10-19$24.87$25.0035.3%10.1%27.4%9.8%40.1%9.1%-1.9%-67.9K463.5K-3.4K3.1880.381364336851,006
2018-10-22$24.48$25.0033.0%9.5%27.6%8.2%38.0%6.7%-1.0%-9.3K383.8K-3.1K3.9870.7890358476679
2018-10-23$24.65$25.0035.5%10.2%27.3%10.0%40.4%8.8%-1.6%-8.6K365.9K-3.1K4.0971.7090368476679
2018-10-24$24.44$25.0036.9%10.6%25.0%11.0%41.5%10.6%-1.9%-8.4K377.7K-3.2K4.0978.4690368476669
2018-10-25$24.84$25.0035.8%10.3%25.9%10.2%39.5%8.6%-1.8%-7.1K333.2K-3.2K4.0978.1590368476669
2018-10-26$25.03$25.0036.5%10.5%26.1%10.7%41.2%10.8%-1.4%-6.2K299.4K-3.2K4.0671.3693378476669
2018-10-29$24.83$25.0037.8%10.8%25.5%11.6%41.6%-3.0%-2.1%-6.9K334.5K-3.2K4.0677.9893378476679
2018-10-30$24.90$25.0038.9%11.1%25.5%12.4%43.4%13.3%-3.1%-6.5K325.6K-3.2K4.0681.1293378477679
2018-10-31$24.64$25.0037.3%10.7%25.6%11.2%44.9%10.3%-2.2%-8.4K395.5K-3.1K7.1381.8253378477689