LMNR Options History — June 2019

In June 2019, LMNR traded between $18.53 and $20.66. ATM implied volatility averaged 40.5%, placing in the 24.8% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 3.4% (HV 20d: 37.2%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 2.60.

Notable Days

2019-06-11: Highest Volume — 360 contracts
2019-06-11: Largest IV drop — 30.4% change
2019-06-06: Highest IV Rank — 52.1%
2019-06-05: Largest Expected Move — 17.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.52	$18.53	$20.66	$18.96	$19.73
Max Pain	$19.56	$17.50	$20.00	$20.00	$20.00
ATM IV	40.5%	25.6%	63.3%	45.7%	32.3%
Expected Move	10.9%	7.4%	17.4%	13.1%	9.3%
HV 20d	37.2%	32.6%	47.9%	39.1%	36.3%
HV 60d	32.9%	29.8%	34.6%	33.9%	33.8%
IV Rank	24.8%	6.9%	52.1%	30.9%	14.9%
IV Percentile	55.8%	9.5%	94.0%	79.0%	33.3%
Term Structure	1.5%	-21.6%	32.4%	-18.4%	5.8%
VWIV	38.5%	28.3%	57.5%	57.5%	31.3%
Skew 25d	4.5%	-7.4%	13.9%	0.9%	0.9%
Skew 10d	6.1%	-13.5%	23.5%	-6.9%	2.9%
Call IV 25d	35.5%	24.3%	60.2%	58.8%	26.3%
Put IV 25d	40.1%	25.1%	61.4%	59.6%	27.2%
Bid-Ask Spread %	105.77	76.66	122.25	114.44	76.66
Gamma HHI	0.40	0.29	0.64	0.31	0.31
Net GEX	-2.7K	-8.7K	1.6K	-2.4K	-1.1K
Net DEX	41.2K	-20.5K	133.5K	56.3K	18.6K
Net VEX	-510	-737	-320	-348	-737
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.60	1.00	14.00	2.00	1.24
Total Volume	76.7	0	360	0	65
Total OI	365.5	143	576	208	201

Daily Data (20 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
2019-06-03	$18.96	$20.00	45.7%	13.1%	39.1%	30.9%	0.0%	0.9%	-18.4%	-2.4K	56.3K	-348	0.00	114.44	0	0	66	142
2019-06-04	$19.39	$20.00	57.1%	16.4%	40.1%	44.7%	0.0%	-0.9%	-21.6%	-1.6K	39.1K	-320	0.00	114.04	0	0	66	142
2019-06-05	$19.04	$20.00	60.8%	17.4%	40.3%	49.0%	57.5%	8.8%	-14.6%	-2.0K	47.6K	-335	2.00	108.98	6	12	66	142
2019-06-06	$18.53	$0.00	63.3%	13.4%	40.5%	52.1%	0.0%	4.4%	-6.2%	-2.8K	64.5K	-360	3.00	102.28	4	12	66	154
2019-06-07	$19.06	$0.00	51.0%	11.8%	42.4%	37.4%	0.0%	5.9%	-5.9%	-2.9K	64.1K	-341	5.18	121.94	11	57	67	154
2019-06-10	$19.18	$0.00	62.2%	13.6%	42.7%	50.7%	45.3%	12.4%	-12.0%	-3.7K	64.8K	-368	1.39	99.58	85	118	75	191
2019-06-11	$20.41	$17.50	43.3%	10.3%	47.9%	28.1%	30.8%	-6.9%	-4.0%	1.6K	-10.6K	-498	1.88	107.65	125	235	168	310
2019-06-12	$20.66	$17.50	34.5%	9.9%	34.9%	17.5%	36.9%	6.2%	2.9%	519	-20.5K	-665	1.09	108.02	91	99	207	349
2019-06-13	$20.16	$17.50	32.6%	9.3%	35.5%	15.3%	37.7%	6.0%	2.3%	-4.3K	10.8K	-582	1.73	96.41	59	102	241	327
2019-06-14	$20.06	$20.00	34.5%	9.9%	35.3%	17.5%	35.4%	9.5%	2.1%	-5.8K	17.9K	-578	1.80	97.22	59	106	245	331
2019-06-17	$20.15	$20.00	32.3%	9.3%	33.5%	14.9%	0.0%	11.6%	3.1%	-3.0K	17.3K	-566	0.00	103.47	0	0	243	329
2019-06-18	$20.07	$20.00	33.8%	9.7%	33.2%	16.7%	0.0%	-4.2%	-1.5%	-4.0K	25.8K	-538	0.00	104.31	0	0	243	329
2019-06-19	$19.85	$20.00	25.6%	7.4%	33.1%	6.9%	0.0%	7.5%	11.5%	-6.5K	47.0K	-494	1.00	110.95	1	1	243	329
2019-06-20	$19.73	$20.00	31.9%	9.1%	33.0%	14.4%	48.9%	11.9%	2.8%	-8.7K	87.1K	-465	14.00	99.21	1	14	242	328
2019-06-21	$19.41	$20.00	30.9%	8.9%	32.6%	13.3%	28.3%	0.5%	1.0%	-1.3K	133.5K	-424	2.30	111.00	10	23	242	328
2019-06-24	$18.64	$20.00	38.0%	10.9%	35.7%	21.8%	0.0%	6.6%	32.4%	-1.7K	46.5K	-430	1.23	120.30	26	32	61	82
2019-06-25	$18.89	$20.00	30.5%	8.7%	36.0%	12.7%	0.0%	-7.4%	31.1%	-1.6K	47.7K	-684	1.27	122.25	26	33	87	113
2019-06-26	$19.11	$20.00	32.8%	9.4%	36.2%	15.5%	36.8%	3.5%	7.6%	-1.3K	30.6K	-730	1.31	106.19	26	34	87	113
2019-06-27	$19.34	$20.00	37.9%	10.9%	35.8%	21.6%	34.7%	13.9%	12.2%	-1.2K	34.8K	-731	1.26	90.53	27	34	87	114
2019-06-28	$19.73	$20.00	32.3%	9.3%	36.3%	14.9%	31.3%	0.9%	5.8%	-1.1K	18.6K	-737	1.24	76.66	29	36	87	114