LMNR Options History — December 2018

In December 2018, LMNR traded between $18.41 and $23.82. ATM implied volatility averaged 50.6%, placing in the 44.3% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 23.2% (HV 20d: 27.4%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 3.72.

Notable Days

2018-12-18: Highest Volume — 120 contracts
2018-12-10: Largest IV spike — 23.7% change
2018-12-31: Highest IV Rank — 70.2%
2018-12-31: Largest Expected Move — 19.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.65	$18.41	$23.82	$23.82	$19.47
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	50.6%	26.7%	67.7%	26.7%	67.7%
Expected Move	15.0%	7.7%	19.4%	7.7%	19.4%
HV 20d	27.4%	17.5%	36.4%	17.5%	36.4%
HV 60d	27.6%	24.1%	40.2%	40.2%	28.7%
IV Rank	44.3%	8.0%	70.2%	8.0%	70.2%
IV Percentile	76.7%	6.7%	96.8%	6.7%	96.8%
Term Structure	-7.7%	-16.6%	16.3%	16.3%	-16.6%
VWIV	57.2%	32.3%	77.4%	32.3%	77.4%
Skew 25d	6.7%	3.5%	9.7%	4.8%	7.8%
Skew 10d	18.1%	-3.5%	34.3%	-3.5%	21.3%
Call IV 25d	51.9%	27.0%	66.6%	27.0%	66.6%
Put IV 25d	58.5%	31.7%	74.4%	31.7%	74.4%
Bid-Ask Spread %	60.06	52.01	77.76	67.37	57.87
Gamma HHI	0.48	0.41	0.55	0.47	0.50
Net GEX	-16.3K	-28.0K	-7.3K	-8.9K	-9.9K
Net DEX	620.5K	336.3K	853.6K	336.3K	585.2K
Net VEX	-2.0K	-2.9K	-1.2K	-2.9K	-1.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.72	0.00	22.50	0.00	6.00
Total Volume	31.35	0	120	0	0
Total OI	1,074.75	681	1,208	1,197	760

Daily Data (20 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
2018-12-03	$23.82	$25.00	26.7%	7.7%	17.5%	8.0%	0.0%	4.8%	16.3%	-8.9K	336.3K	-2.9K	0.00	67.37	0	0	557	640
2018-12-04	$22.93	$25.00	32.3%	9.2%	21.2%	16.4%	32.3%	4.0%	13.3%	-13.2K	488.2K	-2.6K	0.00	77.76	0	1	557	640
2018-12-05	$22.93	$25.00	34.2%	9.8%	20.6%	19.4%	34.2%	4.2%	11.9%	-13.0K	466.5K	-2.6K	0.00	75.77	0	1	557	640
2018-12-06	$22.33	$25.00	35.7%	13.4%	21.7%	21.6%	0.0%	5.2%	-8.0%	-16.6K	558.1K	-2.5K	0.00	55.44	10	0	557	641
2018-12-07	$22.54	$25.00	35.3%	13.4%	21.8%	21.0%	0.0%	5.3%	-8.5%	-15.3K	529.4K	-2.5K	0.10	56.46	10	1	567	641
2018-12-10	$21.35	$25.00	43.6%	14.3%	27.5%	33.7%	0.0%	8.3%	-9.8%	-20.2K	665.8K	-2.3K	0.00	56.03	0	0	567	641
2018-12-11	$21.15	$25.00	47.1%	15.0%	27.0%	39.0%	0.0%	7.4%	-9.8%	-21.2K	602.1K	-2.1K	0.00	53.26	0	0	567	599
2018-12-12	$21.34	$25.00	50.3%	14.4%	27.5%	43.7%	50.2%	7.2%	-9.7%	-20.7K	580.7K	-2.2K	0.00	54.78	0	26	567	599
2018-12-13	$21.16	$25.00	53.4%	15.3%	27.1%	48.5%	50.9%	8.6%	-11.2%	-22.8K	612.4K	-2.1K	0.00	54.94	0	26	567	609
2018-12-14	$20.61	$25.00	53.0%	15.2%	27.6%	47.9%	51.4%	7.4%	-10.5%	-25.2K	670.6K	-2.0K	0.00	52.01	0	42	567	609
2018-12-17	$19.84	$25.00	54.6%	15.7%	29.5%	50.4%	61.5%	6.5%	-11.2%	-27.2K	782.7K	-1.8K	5.00	52.38	2	10	567	629
2018-12-18	$19.67	$25.00	55.5%	15.9%	29.0%	51.7%	61.3%	7.0%	-12.4%	-28.0K	805.2K	-1.7K	0.14	59.33	105	15	569	629
2018-12-19	$19.84	$25.00	55.9%	16.0%	29.6%	52.3%	62.8%	6.4%	-12.3%	-22.4K	678.5K	-1.7K	0.26	61.19	58	15	604	604
2018-12-20	$19.39	$25.00	57.1%	16.4%	28.0%	54.1%	63.0%	6.1%	-12.0%	-19.9K	792.6K	-1.6K	0.25	59.01	61	15	607	598
2018-12-21	$18.97	$25.00	57.7%	16.6%	28.1%	55.1%	61.9%	3.5%	-12.2%	-8.0K	853.6K	-1.4K	0.20	58.92	61	12	610	598
2018-12-24	$18.41	$25.00	64.5%	18.5%	28.7%	65.3%	63.4%	8.3%	-12.6%	-7.3K	598.2K	-1.2K	22.50	66.70	2	45	246	435
2018-12-26	$18.90	$25.00	62.4%	17.9%	31.8%	62.2%	65.7%	9.7%	-13.3%	-8.6K	610.9K	-1.4K	4.75	61.08	4	19	246	456
2018-12-27	$18.78	$25.00	62.2%	17.8%	30.8%	61.9%	64.6%	9.4%	-12.1%	-8.7K	619.9K	-1.4K	1.73	60.94	11	19	249	470
2018-12-28	$19.58	$25.00	62.8%	18.0%	36.4%	62.7%	77.4%	6.6%	-13.6%	-9.9K	573.4K	-1.7K	6.00	60.05	8	48	259	470
2018-12-31	$19.47	$25.00	67.7%	19.4%	36.4%	70.2%	0.0%	7.8%	-16.6%	-9.9K	585.2K	-1.6K	0.00	57.87	0	0	261	499