LMNR Options History — March 2019

In March 2019, LMNR traded between $22.61 and $24.69. ATM implied volatility averaged 40.7%, placing in the 29.3% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 13.8% (HV 20d: 27.0%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.70.

Notable Days

2019-03-15: Highest Volume — 56 contracts
2019-03-20: Largest IV spike — 95.8% change
2019-03-08: Highest IV Rank — 78.8%
2019-03-08: Largest Expected Move — 21.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.43	$22.61	$24.69	$23.48	$23.47
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	40.7%	21.3%	73.4%	35.1%	38.7%
Expected Move	11.5%	8.2%	21.0%	10.1%	9.5%
HV 20d	27.0%	11.1%	36.6%	13.7%	36.5%
HV 60d	32.4%	30.0%	34.7%	33.2%	31.4%
IV Rank	29.3%	0.0%	78.8%	20.7%	26.3%
IV Percentile	51.4%	0.0%	98.0%	40.1%	69.4%
Term Structure	-5.1%	-32.2%	17.4%	6.4%	-6.2%
VWIV	34.4%	30.0%	40.2%	40.2%	30.0%
Skew 25d	1.0%	-21.9%	12.3%	1.2%	0.0%
Skew 10d	-2.1%	-23.0%	16.2%	-1.0%	-23.0%
Call IV 25d	31.1%	19.6%	40.8%	28.7%	33.5%
Put IV 25d	32.1%	18.9%	46.0%	30.0%	33.5%
Bid-Ask Spread %	102.89	68.07	130.71	125.52	121.34
Gamma HHI	0.51	0.22	0.88	0.88	0.24
Net GEX	-8.1K	-25.8K	2.2K	-21.7K	973
Net DEX	105.6K	-36.7K	374.2K	216.3K	-11.5K
Net VEX	-604	-964	-309	-846	-534
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.70	0.00	5.00	0.00	0.64
Total Volume	18.524	0	56	8	3
Total OI	465.619	148	756	703	218

Daily Data (21 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
2019-03-01	$23.48	$25.00	35.1%	10.1%	13.7%	20.7%	40.2%	1.2%	6.4%	-21.7K	216.3K	-846	0.00	125.52	8	0	294	409
2019-03-04	$23.35	$25.00	36.1%	10.4%	14.0%	22.3%	0.0%	5.2%	-17.5%	-14.6K	237.0K	-924	0.00	110.05	0	0	289	409
2019-03-05	$23.43	$25.00	70.2%	20.1%	11.1%	74.0%	0.0%	-2.5%	-22.6%	-10.5K	212.4K	-964	0.00	126.07	0	0	289	409
2019-03-06	$23.24	$25.00	51.7%	14.8%	11.6%	45.9%	0.0%	4.9%	-14.2%	-21.6K	243.4K	-816	0.00	118.30	0	0	289	409
2019-03-07	$22.85	$25.00	67.1%	19.2%	12.5%	69.3%	0.0%	6.5%	-14.3%	-19.2K	269.7K	-748	0.00	118.65	5	0	289	409
2019-03-08	$22.61	$25.00	73.4%	21.0%	12.8%	78.8%	0.0%	5.3%	-5.4%	-25.8K	374.2K	-729	0.00	120.82	8	0	289	409
2019-03-11	$22.89	$25.00	65.3%	8.2%	13.4%	66.6%	0.0%	11.0%	-17.9%	-24.6K	326.2K	-588	0.00	111.66	6	0	292	409
2019-03-12	$22.66	$25.00	43.4%	8.8%	13.8%	33.3%	0.0%	9.0%	-12.9%	-24.8K	350.7K	-593	5.00	95.17	4	20	298	419
2019-03-13	$24.69	$25.00	28.9%	9.3%	33.6%	11.3%	35.3%	-3.6%	3.9%	-9.3K	-16.1K	-553	0.60	74.41	30	18	301	438
2019-03-14	$24.14	$25.00	32.6%	9.3%	34.9%	16.9%	32.1%	-9.3%	-6.0%	-13.8K	43.0K	-522	0.58	89.11	31	18	321	435
2019-03-15	$23.84	$25.00	30.9%	9.2%	35.3%	14.3%	30.0%	-21.9%	-5.6%	973	116.1K	-423	0.93	79.19	29	27	315	435
2019-03-18	$24.13	$0.00	21.4%	10.2%	35.1%	0.0%	0.0%	-1.1%	17.4%	1.5K	-13.9K	-309	0.55	130.71	11	6	50	98
2019-03-19	$23.93	$0.00	21.3%	10.8%	35.0%	0.0%	0.0%	-1.4%	16.9%	2.2K	-36.7K	-487	0.30	109.74	20	6	70	104
2019-03-20	$23.36	$0.00	41.8%	8.5%	36.1%	31.0%	0.0%	-7.2%	-32.2%	1.8K	-24.1K	-480	0.25	107.72	24	6	70	104
2019-03-21	$23.32	$0.00	31.3%	9.5%	36.1%	15.0%	0.0%	-7.8%	-13.3%	1.9K	-18.3K	-512	0.25	81.70	24	6	74	104
2019-03-22	$23.22	$0.00	32.6%	9.2%	35.9%	17.1%	0.0%	8.6%	-1.1%	1.9K	-20.3K	-524	0.64	68.07	25	16	73	110
2019-03-25	$23.40	$0.00	40.3%	11.2%	36.0%	28.7%	0.0%	9.6%	0.8%	865	-5.8K	-532	0.00	87.12	0	16	73	126
2019-03-26	$23.49	$0.00	32.3%	10.4%	35.9%	16.5%	0.0%	12.3%	5.7%	1.3K	-16.1K	-536	0.00	94.63	0	16	73	142
2019-03-27	$23.16	$0.00	37.6%	10.8%	36.3%	24.7%	0.0%	-2.3%	-4.4%	916	5.1K	-550	0.00	95.47	0	3	73	142
2019-03-28	$23.45	$0.00	23.6%	10.6%	36.6%	3.4%	0.0%	5.3%	14.4%	1.0K	-14.3K	-518	0.00	95.26	0	3	73	145
2019-03-29	$23.47	$0.00	38.7%	9.5%	36.5%	26.3%	0.0%	0.0%	-6.2%	973	-11.5K	-534	0.00	121.34	0	3	73	145