LMNR Options History — April 2019

In April 2019, LMNR traded between $22.87 and $24.70. ATM implied volatility averaged 30.8%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 5.4% (HV 20d: 25.4%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.78.

Notable Days

2019-04-17: Highest Volume — 41 contracts
2019-04-02: Largest IV drop — 47.8% change
2019-04-01: Highest IV Rank — 48.4%
2019-04-01: Largest Expected Move — 12.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.70	$22.87	$24.70	$23.56	$22.87
Max Pain	$22.50	$22.50	$22.50	$22.50	$22.50
ATM IV	30.8%	19.9%	53.3%	53.3%	30.8%
Expected Move	8.4%	5.7%	12.1%	12.1%	8.8%
HV 20d	25.4%	15.1%	37.2%	36.4%	22.8%
HV 60d	26.6%	24.2%	31.1%	31.1%	25.8%
IV Rank	15.1%	0.0%	48.4%	48.4%	16.2%
IV Percentile	27.3%	0.0%	89.7%	89.7%	27.0%
Term Structure	4.3%	-23.4%	22.3%	-23.4%	5.0%
VWIV	22.5%	16.6%	28.0%	16.6%	23.5%
Skew 25d	3.3%	-8.8%	17.3%	-1.8%	-0.2%
Skew 10d	3.3%	-25.0%	29.6%	-25.0%	-4.3%
Call IV 25d	27.9%	18.5%	37.9%	37.9%	29.2%
Put IV 25d	31.2%	23.9%	46.0%	36.0%	29.0%
Bid-Ask Spread %	100.30	72.29	124.46	111.21	81.27
Gamma HHI	0.31	0.26	0.38	0.26	0.38
Net GEX	418	-2.5K	2.0K	1.5K	-1.7K
Net DEX	-20.7K	-51.0K	29.0K	-17.7K	-18.1K
Net VEX	-423	-473	-387	-471	-387
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.78	0.00	2.73	0.00	0.00
Total Volume	5.381	0	41	0	0
Total OI	221.048	209	249	218	209

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
2019-04-01	$23.56	$0.00	53.3%	12.1%	36.4%	48.4%	0.0%	-1.8%	-23.4%	1.5K	-17.7K	-471	0.00	111.21	0	0	73	145
2019-04-02	$24.07	$0.00	27.8%	7.2%	37.2%	9.8%	0.0%	10.1%	4.7%	1.5K	-32.1K	-436	0.00	101.28	0	0	73	145
2019-04-03	$24.13	$0.00	24.7%	8.1%	37.0%	5.1%	0.0%	2.3%	4.8%	1.5K	-38.8K	-473	0.00	101.14	0	0	73	145
2019-04-04	$24.29	$0.00	30.8%	7.4%	36.4%	14.3%	0.0%	4.2%	5.4%	1.5K	-35.5K	-430	0.00	111.99	0	0	73	145
2019-04-05	$24.70	$0.00	30.2%	7.4%	36.3%	13.4%	0.0%	5.3%	11.5%	1.9K	-51.0K	-415	0.00	118.61	0	0	73	145
2019-04-08	$24.35	$0.00	32.0%	8.3%	36.8%	16.2%	0.0%	-4.3%	-1.3%	2.0K	-45.9K	-403	0.00	117.45	0	0	73	145
2019-04-09	$24.06	$0.00	39.7%	8.0%	36.9%	27.8%	0.0%	-2.5%	9.1%	1.4K	-39.1K	-442	0.00	121.19	0	0	73	145
2019-04-10	$24.20	$0.00	32.4%	9.3%	20.2%	16.7%	0.0%	9.7%	0.7%	1.8K	-37.9K	-421	0.00	112.99	0	0	73	145
2019-04-11	$24.06	$0.00	27.2%	7.8%	18.6%	8.9%	0.0%	-2.0%	8.8%	1.5K	-40.6K	-435	0.00	77.50	0	0	73	145
2019-04-12	$23.88	$0.00	25.0%	7.2%	18.3%	5.5%	0.0%	12.7%	11.1%	1.7K	-27.8K	-428	0.00	116.47	0	0	73	145
2019-04-15	$23.79	$0.00	33.6%	9.6%	17.8%	18.5%	16.6%	-8.8%	-1.0%	1.9K	-31.3K	-388	0.00	104.25	11	0	73	145
2019-04-16	$23.85	$22.50	30.6%	8.8%	17.6%	14.0%	28.0%	-8.8%	-1.3%	2.0K	-36.8K	-389	0.00	90.15	11	0	74	145
2019-04-17	$23.91	$22.50	19.9%	5.7%	15.1%	0.0%	25.1%	4.8%	14.8%	1.9K	-35.9K	-391	2.73	115.91	11	30	74	145
2019-04-18	$23.25	$22.50	27.5%	7.9%	18.3%	11.3%	24.6%	-7.0%	-5.3%	-922	-9.8K	-405	2.73	124.46	11	30	74	175
2019-04-22	$22.87	$22.50	34.6%	9.9%	19.2%	21.8%	0.0%	9.3%	-0.8%	-1.3K	11.8K	-432	0.00	94.70	0	0	61	165
2019-04-23	$23.40	$22.50	29.6%	8.5%	20.8%	14.4%	0.0%	11.5%	9.8%	-1.8K	17.5K	-411	0.00	85.55	0	0	61	165
2019-04-24	$23.60	$22.50	24.9%	7.2%	20.9%	7.5%	18.2%	10.2%	22.3%	-2.5K	3.7K	-461	0.00	72.29	3	0	64	165
2019-04-25	$22.93	$22.50	28.3%	8.1%	22.8%	12.5%	21.2%	4.9%	6.3%	-1.5K	18.1K	-409	0.00	86.05	3	0	64	165
2019-04-26	$22.91	$22.50	30.9%	8.9%	22.3%	16.4%	23.5%	3.1%	6.9%	-2.0K	29.0K	-435	0.00	84.51	3	0	64	165
2019-04-29	$23.12	$22.50	32.9%	9.4%	22.6%	19.4%	0.0%	17.3%	1.4%	-1.9K	-16.6K	-415	0.00	77.26	0	0	64	145
2019-04-30	$22.87	$22.50	30.8%	8.8%	22.8%	16.2%	0.0%	-0.2%	5.0%	-1.7K	-18.1K	-387	0.00	81.27	0	0	64	145