LMNR Options History — May 2019

In May 2019, LMNR traded between $18.77 and $22.99. ATM implied volatility averaged 48.6%, placing in the 37.4% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 15.6% (HV 20d: 33.0%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 3.30.

Notable Days

2019-05-14: Highest Volume — 66 contracts
2019-05-14: Largest IV spike — 86.2% change
2019-05-14: Highest IV Rank — 100.0%
2019-05-30: Largest Expected Move — 16.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.79	$18.77	$22.99	$22.71	$18.95
Max Pain	$21.48	$20.00	$22.50	$22.50	$20.00
ATM IV	48.6%	30.1%	103.3%	30.1%	45.3%
Expected Move	12.2%	8.6%	16.1%	8.6%	13.0%
HV 20d	33.0%	21.2%	41.4%	21.2%	40.1%
HV 60d	30.4%	25.3%	34.0%	25.3%	34.0%
IV Rank	37.4%	15.1%	100.0%	15.1%	30.5%
IV Percentile	75.4%	22.2%	100.0%	22.2%	79.0%
Term Structure	-4.1%	-14.0%	11.0%	5.4%	6.1%
VWIV	44.8%	28.6%	57.8%	38.7%	41.9%
Skew 25d	7.7%	-6.5%	22.8%	-1.1%	5.4%
Skew 10d	6.0%	-10.2%	23.7%	-2.6%	-5.2%
Call IV 25d	36.3%	28.3%	59.4%	28.3%	48.1%
Put IV 25d	44.0%	27.2%	55.6%	27.2%	53.6%
Bid-Ask Spread %	106.62	80.63	126.11	80.63	112.74
Gamma HHI	0.33	0.27	0.42	0.42	0.34
Net GEX	-2.0K	-3.0K	-536	-2.1K	-2.6K
Net DEX	37.1K	-9.1K	98.6K	-9.1K	63.2K
Net VEX	-430	-542	-337	-374	-337
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.30	0.00	12.20	0.00	0.33
Total Volume	8.273	0	66	25	3
Total OI	220.364	202	241	209	210

Daily Data (22 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
2019-05-01	$22.71	$22.50	30.1%	8.6%	21.2%	15.1%	0.0%	-1.1%	5.4%	-2.1K	-9.1K	-374	0.00	80.63	0	25	64	145
2019-05-02	$22.28	$22.50	32.4%	9.3%	21.9%	18.5%	0.0%	-6.5%	2.4%	-2.9K	29.9K	-535	0.00	98.48	0	30	64	170
2019-05-03	$22.69	$22.50	32.3%	9.2%	23.0%	18.3%	0.0%	3.0%	11.0%	-1.7K	22.1K	-513	0.00	93.18	0	30	64	175
2019-05-06	$22.91	$22.50	41.0%	11.2%	22.3%	31.2%	0.0%	11.0%	-3.4%	-2.2K	12.2K	-542	0.00	112.33	0	0	64	175
2019-05-07	$22.76	$22.50	62.7%	11.4%	22.0%	63.4%	0.0%	7.3%	-4.9%	-1.4K	7.9K	-537	0.00	120.46	0	0	64	175
2019-05-08	$22.85	$22.50	73.0%	12.3%	21.9%	78.7%	0.0%	4.0%	-11.9%	-1.1K	4.7K	-520	0.00	126.11	0	0	64	175
2019-05-09	$22.99	$22.50	43.0%	11.6%	21.9%	34.3%	0.0%	-2.0%	-12.2%	-2.6K	1.3K	-520	0.00	121.81	0	0	64	175
2019-05-10	$22.95	$22.50	42.1%	11.2%	21.8%	33.0%	0.0%	8.6%	-0.4%	-2.9K	5.4K	-489	0.00	106.50	0	0	64	175
2019-05-13	$22.06	$22.50	55.5%	12.0%	25.5%	52.7%	38.7%	4.0%	-8.3%	-3.0K	28.1K	-492	0.00	107.98	2	0	64	175
2019-05-14	$20.11	$22.50	103.3%	13.0%	40.5%	100.0%	57.8%	6.7%	-7.8%	-2.2K	98.6K	-451	12.20	105.02	5	61	66	175
2019-05-15	$20.47	$22.50	44.4%	12.7%	41.4%	29.4%	0.0%	5.3%	-11.1%	-961	44.4K	-420	0.00	122.33	0	0	66	147
2019-05-16	$20.23	$22.50	44.8%	12.8%	41.2%	29.9%	44.3%	17.6%	-5.3%	-536	41.2K	-416	0.00	105.54	0	5	66	147
2019-05-17	$19.63	$22.50	34.2%	9.8%	41.4%	17.1%	28.6%	10.9%	-6.9%	-1.3K	52.6K	-401	0.00	111.79	0	6	66	152
2019-05-20	$19.40	$20.00	46.9%	13.5%	41.3%	32.5%	0.0%	15.9%	3.2%	-1.7K	45.5K	-395	0.00	98.61	0	0	62	140
2019-05-21	$19.69	$20.00	43.0%	12.3%	40.6%	27.7%	0.0%	13.7%	-5.2%	-1.6K	47.0K	-355	0.00	105.67	0	0	62	140
2019-05-22	$19.49	$20.00	44.0%	12.6%	40.1%	28.9%	0.0%	16.8%	-4.1%	-1.6K	46.2K	-354	0.00	113.97	0	0	62	140
2019-05-23	$19.07	$20.00	55.0%	15.8%	39.7%	42.1%	57.3%	22.8%	-14.0%	-2.0K	54.3K	-363	0.67	105.46	3	2	62	140
2019-05-24	$19.15	$20.00	47.3%	13.6%	39.9%	32.9%	41.9%	9.5%	-7.8%	-2.3K	54.5K	-379	0.33	99.72	6	2	63	142
2019-05-28	$19.02	$20.00	41.5%	11.9%	39.3%	25.9%	0.0%	13.2%	4.9%	-2.3K	56.3K	-348	0.00	113.38	0	0	66	142
2019-05-29	$19.11	$20.00	50.4%	14.4%	39.6%	36.6%	0.0%	7.1%	-9.6%	-2.5K	56.9K	-349	0.00	81.04	0	0	66	142
2019-05-30	$18.77	$20.00	56.3%	16.1%	39.7%	43.7%	0.0%	-3.9%	-10.2%	-2.2K	52.8K	-362	0.00	102.92	0	2	66	142
2019-05-31	$18.95	$20.00	45.3%	13.0%	40.1%	30.5%	0.0%	5.4%	6.1%	-2.6K	63.2K	-337	0.00	112.74	0	3	66	144