LMNR Options History — July 2019

In July 2019, LMNR traded between $18.30 and $19.95. ATM implied volatility averaged 38.0%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 13.5% (HV 20d: 24.5%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.37.

Notable Days

2019-07-26: Highest Volume — 38 contracts
2019-07-31: Largest IV spike — 57.1% change
2019-07-31: Highest IV Rank — 40.3%
2019-07-31: Largest Expected Move — 15.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.25	$18.30	$19.95	$19.56	$19.95
Max Pain	$18.44	$17.50	$20.00	$20.00	$17.50
ATM IV	38.0%	29.9%	53.5%	38.2%	53.5%
Expected Move	10.8%	8.6%	15.3%	11.0%	15.3%
HV 20d	24.5%	14.8%	36.5%	36.5%	23.5%
HV 60d	33.2%	32.2%	34.1%	33.7%	34.0%
IV Rank	21.8%	12.1%	40.3%	22.0%	40.3%
IV Percentile	55.6%	19.0%	86.5%	66.7%	86.5%
Term Structure	-4.0%	-28.7%	9.7%	-4.9%	-28.7%
VWIV	37.6%	31.8%	60.8%	33.0%	60.8%
Skew 25d	3.4%	-10.2%	41.7%	-1.4%	-5.5%
Skew 10d	8.1%	-15.3%	109.7%	0.3%	-10.9%
Call IV 25d	33.4%	25.6%	52.9%	30.9%	52.9%
Put IV 25d	36.8%	24.6%	76.2%	29.4%	47.4%
Bid-Ask Spread %	102.77	84.38	119.55	104.70	119.55
Gamma HHI	0.38	0.32	0.49	0.34	0.35
Net GEX	-646	-1.6K	1.6K	-1.2K	912
Net DEX	19.0K	-24.1K	39.5K	23.7K	-20.1K
Net VEX	-731	-851	-654	-724	-851
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.37	0.00	1.00	0.33	0.83
Total Volume	7.636	0	38	1	22
Total OI	216.955	193	243	207	243

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
2019-07-01	$19.56	$20.00	38.2%	11.0%	36.5%	22.0%	0.0%	-1.4%	-4.9%	-1.2K	23.7K	-724	0.00	104.70	0	1	89	118
2019-07-02	$19.39	$20.00	32.3%	9.3%	35.8%	14.9%	33.0%	-9.4%	3.4%	-1.6K	33.6K	-702	0.33	104.59	3	1	89	119
2019-07-03	$19.55	$20.00	33.5%	9.6%	35.2%	16.3%	33.7%	1.4%	1.0%	-1.4K	29.4K	-697	0.08	110.92	13	1	91	119
2019-07-05	$19.60	$0.00	32.8%	10.4%	33.6%	15.5%	0.0%	-3.3%	-1.5%	-1.1K	20.3K	-755	0.38	110.17	13	5	101	121
2019-07-08	$19.49	$0.00	34.9%	8.9%	32.3%	18.0%	0.0%	8.3%	4.9%	-755	17.8K	-774	0.00	94.69	0	0	101	121
2019-07-09	$19.38	$0.00	48.8%	12.6%	32.3%	34.7%	0.0%	9.0%	-12.2%	-661	17.4K	-767	0.00	105.61	0	0	101	121
2019-07-10	$19.39	$0.00	40.6%	11.6%	22.7%	24.8%	0.0%	13.2%	-7.0%	-639	14.4K	-757	0.00	93.09	0	0	101	121
2019-07-11	$19.30	$0.00	39.2%	11.2%	22.0%	23.2%	0.0%	9.4%	-10.1%	-864	22.6K	-745	0.00	102.05	0	0	101	121
2019-07-12	$19.55	$0.00	37.8%	10.8%	21.3%	21.4%	0.0%	7.9%	-4.2%	-763	14.3K	-751	0.00	104.43	0	0	101	121
2019-07-15	$19.57	$0.00	41.8%	12.0%	21.2%	26.2%	0.0%	10.8%	-8.4%	-939	14.1K	-722	0.00	106.43	0	0	101	121
2019-07-16	$19.24	$0.00	34.6%	9.9%	21.8%	17.7%	0.0%	8.0%	-2.3%	-975	26.1K	-712	0.00	100.31	0	0	101	121
2019-07-17	$19.15	$0.00	31.2%	8.9%	21.8%	13.6%	0.0%	6.4%	2.0%	-1.4K	28.1K	-693	1.00	103.15	1	1	101	121
2019-07-18	$19.12	$0.00	34.7%	10.0%	21.6%	17.8%	0.0%	-0.4%	-2.6%	-1.4K	27.3K	-690	0.20	100.96	5	1	102	121
2019-07-19	$18.95	$0.00	29.9%	8.6%	21.7%	12.1%	0.0%	-2.5%	4.4%	-624	17.7K	-695	0.17	112.27	6	1	105	116
2019-07-22	$18.72	$0.00	42.8%	12.3%	21.4%	27.4%	0.0%	-10.2%	-22.5%	-651	20.6K	-689	0.00	118.84	0	0	90	103
2019-07-23	$18.56	$0.00	41.1%	11.8%	16.1%	25.4%	0.0%	7.1%	1.9%	-828	37.3K	-654	0.00	87.86	0	0	90	103
2019-07-24	$18.46	$0.00	39.1%	11.2%	15.3%	23.1%	32.0%	4.9%	-9.4%	-893	37.5K	-659	0.23	98.12	13	3	90	105
2019-07-25	$18.30	$17.50	41.5%	11.9%	14.8%	25.9%	35.5%	41.7%	-1.1%	-677	39.5K	-703	0.23	90.38	13	3	103	106
2019-07-26	$19.22	$17.50	42.5%	12.2%	23.0%	27.2%	39.6%	-7.4%	-3.9%	13	18.3K	-744	0.15	102.66	33	5	103	106
2019-07-29	$19.32	$17.50	31.6%	9.1%	21.9%	14.1%	31.8%	-8.1%	4.1%	707	1.5K	-781	0.00	84.38	2	0	123	108
2019-07-30	$19.84	$17.50	34.0%	9.8%	23.7%	17.0%	34.0%	-5.1%	9.7%	1.6K	-24.1K	-812	0.83	105.70	12	10	125	108
2019-07-31	$19.95	$17.50	53.5%	15.3%	23.5%	40.3%	60.8%	-5.5%	-28.7%	912	-20.1K	-851	0.83	119.55	12	10	125	118