LMNR Options History — August 2019

In August 2019, LMNR traded between $18.17 and $19.76. ATM implied volatility averaged 48.7%, placing in the 34.6% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 17.7% (HV 20d: 31.0%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.23.

Notable Days

2019-08-29: Highest Volume — 29 contracts
2019-08-12: Largest IV spike — 67.5% change
2019-08-23: Highest IV Rank — 68.8%
2019-08-23: Largest Expected Move — 22.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.87	$18.17	$19.76	$19.76	$18.21
Max Pain	$18.75	$17.50	$20.00	$17.50	$17.50
ATM IV	48.7%	34.3%	77.3%	35.9%	53.2%
Expected Move	13.0%	9.8%	22.1%	10.3%	15.3%
HV 20d	31.0%	23.7%	41.9%	23.7%	41.9%
HV 60d	30.8%	28.1%	35.3%	34.0%	33.7%
IV Rank	34.6%	17.3%	68.8%	19.2%	40.0%
IV Percentile	74.1%	34.5%	99.2%	48.8%	83.3%
Term Structure	2.4%	-21.0%	34.4%	10.0%	7.8%
VWIV	48.5%	32.1%	68.0%	36.0%	48.3%
Skew 25d	4.9%	-9.6%	18.3%	-9.6%	11.3%
Skew 10d	5.4%	-15.9%	26.2%	-15.9%	24.5%
Call IV 25d	44.2%	33.0%	71.3%	44.2%	54.3%
Put IV 25d	49.1%	34.6%	89.5%	34.6%	65.6%
Bid-Ask Spread %	105.08	78.10	127.62	118.58	112.15
Gamma HHI	0.32	0.28	0.36	0.28	0.30
Net GEX	-215	-1.2K	1.3K	1.3K	-686
Net DEX	26.7K	-17.7K	51.8K	-17.7K	49.3K
Net VEX	-839	-911	-767	-911	-800
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.23	0.00	0.92	0.92	0.00
Total Volume	4.364	0	29	23	0
Total OI	263.864	251	272	253	272

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
2019-08-01	$19.76	$17.50	35.9%	10.3%	23.7%	19.2%	36.0%	-9.6%	10.0%	1.3K	-17.7K	-911	0.92	118.58	12	11	125	128
2019-08-02	$19.41	$17.50	55.1%	15.8%	24.6%	42.3%	0.0%	0.4%	-13.9%	623	770	-879	0.00	118.78	0	0	125	127
2019-08-05	$18.51	$20.00	51.8%	10.9%	29.7%	38.3%	0.0%	2.8%	5.6%	-13	28.2K	-820	0.00	103.00	0	0	125	126
2019-08-06	$18.47	$20.00	68.2%	14.8%	29.7%	58.0%	0.0%	8.4%	-20.0%	-140	31.0K	-808	0.00	78.10	0	18	125	126
2019-08-07	$18.63	$20.00	50.8%	10.4%	29.9%	37.1%	0.0%	1.0%	15.8%	-368	41.7K	-904	0.00	90.64	0	0	125	144
2019-08-08	$18.86	$20.00	49.4%	13.0%	30.3%	35.4%	0.0%	0.5%	-8.0%	-196	36.4K	-898	0.00	91.50	0	0	125	144
2019-08-09	$18.85	$20.00	34.4%	11.1%	29.9%	17.4%	0.0%	3.8%	-2.0%	-495	37.9K	-875	0.00	87.16	0	0	125	144
2019-08-12	$18.82	$20.00	57.6%	12.6%	29.8%	45.2%	0.0%	11.9%	-5.4%	-341	34.1K	-851	0.00	119.52	0	0	125	144
2019-08-13	$18.59	$20.00	50.5%	9.9%	29.6%	36.7%	0.0%	9.4%	17.5%	-777	42.0K	-849	0.00	94.24	0	0	125	144
2019-08-14	$18.50	$20.00	54.8%	15.7%	29.6%	41.9%	0.0%	5.9%	-13.9%	-1.2K	50.2K	-836	0.00	103.11	0	0	125	144
2019-08-15	$18.51	$20.00	38.2%	11.0%	29.6%	22.0%	0.0%	0.7%	2.5%	-1.2K	51.8K	-827	0.00	101.02	0	0	125	144
2019-08-16	$19.13	$20.00	39.9%	11.4%	31.9%	24.0%	52.1%	8.0%	-6.1%	-580	31.5K	-824	0.00	106.19	0	10	125	144
2019-08-19	$19.46	$20.00	46.0%	13.2%	32.0%	31.3%	68.0%	4.6%	21.6%	269	15.0K	-832	0.00	101.28	5	0	120	135
2019-08-20	$19.43	$17.50	34.3%	9.8%	31.8%	17.3%	0.0%	3.5%	-0.2%	107	4.2K	-827	0.00	104.81	0	0	125	135
2019-08-21	$19.55	$17.50	41.2%	11.8%	31.7%	25.5%	32.1%	18.3%	23.8%	614	-8.9K	-847	0.00	114.71	3	0	125	135
2019-08-22	$19.59	$17.50	48.4%	13.9%	31.4%	34.2%	0.0%	7.2%	34.4%	745	-5.5K	-841	0.00	108.24	0	1	128	135
2019-08-23	$18.60	$17.50	77.3%	22.1%	32.4%	68.8%	0.0%	18.2%	8.5%	65	11.1K	-884	0.00	127.62	0	0	128	136
2019-08-26	$18.64	$17.50	46.9%	13.5%	32.3%	32.4%	0.0%	6.1%	-3.2%	-527	42.0K	-802	0.00	110.54	0	0	128	140
2019-08-27	$18.17	$17.50	50.3%	14.4%	31.5%	36.4%	0.0%	1.0%	-21.0%	-951	49.7K	-777	0.00	95.74	0	1	128	140
2019-08-28	$18.24	$17.50	45.1%	12.9%	31.4%	30.2%	54.4%	-1.5%	3.5%	-795	51.5K	-767	0.00	98.76	6	0	128	140
2019-08-29	$19.25	$17.50	42.2%	12.1%	37.6%	26.7%	48.3%	-4.5%	-3.9%	-147	11.4K	-795	0.00	126.07	0	29	128	140
2019-08-30	$18.21	$17.50	53.2%	15.3%	41.9%	40.0%	0.0%	11.3%	7.8%	-686	49.3K	-800	0.00	112.15	0	0	128	144