LMNR Options History — February 2019

In February 2019, LMNR traded between $22.07 and $23.54. ATM implied volatility averaged 41.6%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 18.5% (HV 20d: 23.1%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.39.

Notable Days

  • 2019-02-04: Highest Volume — 40 contracts
  • 2019-02-04: Largest IV spike — 170.6% change
  • 2019-02-27: Highest IV Rank — 66.4%
  • 2019-02-27: Largest Expected Move — 18.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.06$22.07$23.54$22.07$23.31
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV41.6%22.5%65.2%22.5%31.8%
Expected Move12.2%9.1%18.7%11.7%9.1%
HV 20d23.1%13.7%37.7%37.7%14.3%
HV 60d33.6%33.3%33.9%33.5%33.3%
IV Rank30.6%1.6%66.4%1.6%15.7%
IV Percentile61.3%1.2%94.8%1.2%24.2%
Term Structure-9.0%-26.0%18.4%-11.5%18.4%
VWIV45.6%24.0%74.5%24.0%36.2%
Skew 25d3.4%-5.3%15.5%15.5%-0.1%
Skew 10d2.6%-9.3%14.8%10.2%4.3%
Call IV 25d36.4%22.5%51.3%27.1%29.3%
Put IV 25d39.8%29.2%57.7%42.7%29.2%
Bid-Ask Spread %101.1084.16127.6191.78122.92
Gamma HHI0.720.480.890.670.89
Net GEX-16.6K-23.6K-10.9K-17.0K-23.6K
Net DEX261.6K203.1K400.9K400.9K238.6K
Net VEX-1.3K-1.6K-882-1.5K-882
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.390.003.001.000.00
Total Volume9.947040283
Total OI772.263692839839703

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-02-01$22.07$25.0022.5%11.7%37.7%1.6%24.0%15.5%-11.5%-17.0K400.9K-1.5K1.0091.781414369470
2019-02-04$22.65$25.0060.8%12.6%36.5%59.7%0.0%14.5%-6.7%-11.7K277.1K-1.6K3.00121.111030367470
2019-02-05$22.69$25.0025.0%11.5%36.0%5.4%0.0%-5.3%-13.1%-16.9K325.3K-1.5K3.0084.681030377444
2019-02-06$22.97$25.0036.1%10.4%29.2%22.3%0.0%4.0%-7.6%-17.6K273.0K-1.5K0.0088.6200377444
2019-02-07$23.11$25.0046.3%13.3%29.2%37.7%0.0%8.2%-8.9%-14.1K273.8K-1.5K0.0084.1650382444
2019-02-08$22.94$25.0035.2%10.1%29.4%20.9%0.0%4.0%-0.5%-18.9K274.1K-1.5K0.0091.3850382444
2019-02-11$22.88$25.0038.2%11.0%29.3%25.5%0.0%10.8%-10.4%-16.4K282.8K-1.4K0.00103.0620382444
2019-02-12$22.92$25.0039.2%11.2%28.5%26.9%0.0%-1.2%-12.7%-18.9K279.9K-1.3K0.0099.9320380444
2019-02-13$22.94$25.0046.3%13.3%27.2%37.7%0.0%-1.8%-26.0%-10.9K264.8K-1.4K0.00106.7020380444
2019-02-14$22.94$25.0040.1%11.5%18.3%28.3%0.0%-1.9%-14.0%-19.7K275.0K-1.3K0.0098.4020380444
2019-02-15$23.32$25.0042.6%12.2%18.0%32.2%0.0%6.6%-17.5%-15.8K229.8K-1.3K0.0087.0120380444
2019-02-19$23.09$25.0039.8%11.4%17.2%27.9%52.0%-4.1%3.5%-15.8K242.4K-1.2K0.0099.2650283409
2019-02-20$23.26$25.0054.0%15.5%16.3%49.4%46.3%-2.3%-25.0%-13.6K227.6K-1.3K0.00105.4250283409
2019-02-21$23.28$25.0044.9%12.9%15.1%35.6%40.7%5.9%-5.8%-16.3K220.0K-1.2K0.00101.6420283409
2019-02-22$23.54$25.0032.7%9.4%15.0%17.0%42.5%-2.7%11.0%-17.4K214.9K-1.1K0.00105.19370284409
2019-02-25$23.52$25.0043.8%12.6%13.7%33.9%47.2%0.8%-12.4%-17.3K218.4K-1.1K0.00101.0730294409
2019-02-26$23.31$25.0046.4%13.3%14.2%37.9%47.3%6.5%-7.6%-17.8K249.7K-1.1K0.00100.9730294409
2019-02-27$23.33$25.0065.2%18.7%14.2%66.4%74.5%6.4%-24.0%-14.7K203.1K-1.1K0.00127.6130294409
2019-02-28$23.31$25.0031.8%9.1%14.3%15.7%36.2%-0.1%18.4%-23.6K238.6K-8820.00122.9230294409