LMNR Options History — January 2019

In January 2019, LMNR traded between $19.31 and $22.15. ATM implied volatility averaged 45.4%, placing in the 36.3% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 4.1% (HV 20d: 41.3%). Max pain ranged from $17.50 to $25.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.68.

Notable Days

  • 2019-01-14: Highest Volume — 328 contracts
  • 2019-01-16: Largest IV drop — 59.0% change
  • 2019-01-07: Highest IV Rank — 93.6%
  • 2019-01-02: Largest Expected Move — 20.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.35$19.31$22.15$19.68$22.03
Max Pain$22.26$17.50$25.00$25.00$25.00
ATM IV45.4%22.3%83.1%72.1%22.3%
Expected Move12.3%7.0%20.7%20.7%11.3%
HV 20d41.3%35.8%46.3%37.2%38.8%
HV 60d32.3%28.1%34.1%28.1%33.6%
IV Rank36.3%1.4%93.6%76.8%1.4%
IV Percentile56.8%0.4%99.2%98.4%0.4%
Term Structure-1.8%-20.3%13.8%-20.3%-11.8%
VWIV43.3%26.8%62.9%62.9%39.9%
Skew 25d5.8%-11.1%34.5%6.3%1.1%
Skew 10d16.1%-11.3%85.7%15.5%2.3%
Call IV 25d41.2%26.3%71.5%71.5%39.8%
Put IV 25d47.0%22.0%77.9%77.9%40.9%
Bid-Ask Spread %76.1536.87131.8560.8391.95
Gamma HHI0.510.350.670.510.67
Net GEX-11.3K-21.6K9.6K-10.2K-17.4K
Net DEX435.8K26.7K594.1K570.1K416.0K
Net VEX-1.8K-3.0K-1.4K-1.6K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.001.400.071.00
Total Volume68.8570328028
Total OI1,020.2867601,585760839

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-01-02$19.68$25.0072.1%20.7%37.2%76.8%0.0%6.3%-20.3%-10.2K570.1K-1.6K0.0060.8300261499
2019-01-03$19.31$20.0072.7%14.9%35.8%77.8%0.0%6.1%-4.8%-9.5K583.2K-1.6K0.0052.9100261499
2019-01-04$20.07$20.0074.2%14.9%39.5%80.1%62.9%6.6%-5.7%-10.5K544.4K-1.7K0.0056.52052261499
2019-01-07$20.53$17.5083.1%15.1%40.0%93.6%52.0%6.9%-5.3%-11.9K524.0K-1.8K0.0758.23735261551
2019-01-08$21.85$22.5046.2%13.3%46.3%37.5%48.6%5.3%-7.2%-11.4K422.2K-2.1K0.19115.9315629364561
2019-01-09$21.89$22.5049.9%14.3%42.0%43.2%47.9%10.7%-6.1%-3.2K329.3K-2.2K0.8354.594134530549
2019-01-10$22.06$22.5051.7%14.8%41.8%45.9%48.2%9.1%-8.3%-2.8K321.7K-2.2K1.1061.114044540554
2019-01-11$21.97$22.5050.0%14.3%41.8%43.4%51.8%6.1%-5.3%-2.4K314.1K-2.2K0.9936.87107106540554
2019-01-14$21.60$22.5053.6%15.4%42.2%48.8%53.1%8.4%-7.8%-3.4K378.6K-2.1K0.2747.8325870629632
2019-01-15$22.15$22.5062.5%17.9%41.7%62.3%51.3%34.5%10.0%9.6K26.7K-3.0K0.82129.555041887698
2019-01-16$21.02$22.5025.6%7.3%43.8%6.4%29.4%-6.3%2.6%-17.4K526.3K-1.9K0.97103.483736868660
2019-01-17$21.44$22.5024.4%7.0%44.0%4.5%26.8%2.6%13.8%-15.3K479.0K-1.8K0.81114.223730863654
2019-01-18$21.10$22.5026.8%7.7%44.6%8.1%28.3%-11.1%-0.6%-19.6K594.1K-1.4K0.76131.854131863653
2019-01-22$21.51$22.5025.2%7.2%43.8%5.8%0.0%-5.1%-2.7%-21.6K520.9K-1.4K0.0098.9900364479
2019-01-23$21.96$22.5038.9%11.2%42.9%26.6%38.9%-0.1%1.3%-13.4K393.4K-1.8K0.0076.3310363479
2019-01-24$21.83$22.5036.0%10.3%40.9%22.2%34.4%10.0%3.4%-14.6K411.4K-1.7K0.0066.3290363479
2019-01-25$21.54$22.5036.3%10.4%41.1%22.6%40.0%0.9%3.6%-15.0K452.7K-1.7K0.0061.24140364479
2019-01-28$21.44$22.5037.4%10.7%41.0%24.2%42.2%9.7%1.8%-15.4K462.0K-1.6K1.4054.811014369479
2019-01-29$21.59$22.5034.4%9.9%38.9%19.8%39.6%8.7%6.0%-15.5K446.4K-1.6K1.4062.281014369470
2019-01-30$21.70$22.5029.4%8.4%38.7%12.2%43.9%11.8%6.3%-15.5K435.5K-1.6K1.0063.351414369470
2019-01-31$22.03$25.0022.3%11.3%38.8%1.4%39.9%1.1%-11.8%-17.4K416.0K-1.5K1.0091.951414369470