LMNR Options History — October 2019

In October 2019, LMNR traded between $17.90 and $19.54. ATM implied volatility averaged 35.2%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 8.1% (HV 20d: 27.1%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2019-10-03: Highest Volume — 32 contracts
2019-10-03: Largest IV spike — 107.9% change
2019-10-03: Highest IV Rank — 41.3%
2019-10-30: Largest Expected Move — 13.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.62	$17.90	$19.54	$17.90	$18.92
Max Pain	$19.17	$17.50	$20.00	$17.50	$20.00
ATM IV	35.2%	23.3%	54.3%	27.6%	43.1%
Expected Move	10.0%	6.7%	13.1%	7.9%	12.4%
HV 20d	27.1%	17.3%	43.5%	43.5%	19.9%
HV 60d	36.7%	34.6%	37.6%	37.1%	34.9%
IV Rank	18.4%	4.1%	41.3%	9.3%	27.9%
IV Percentile	38.0%	2.0%	84.1%	13.5%	65.9%
Term Structure	-4.4%	-24.7%	13.1%	7.3%	-22.6%
Skew 25d	-0.3%	-22.0%	12.5%	-5.2%	-10.1%
Skew 10d	7.2%	-25.7%	72.8%	-5.6%	2.6%
Call IV 25d	34.3%	21.2%	51.0%	30.8%	45.1%
Put IV 25d	34.0%	23.2%	45.9%	25.6%	35.0%
Bid-Ask Spread %	107.87	88.27	120.87	103.73	110.09
Gamma HHI	0.37	0.30	0.60	0.60	0.31
Net GEX	-2.0K	-7.7K	247	-7.7K	-782
Net DEX	58.3K	10.3K	107.1K	106.6K	33.1K
Net VEX	-684	-790	-601	-781	-641
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	2.478	0	32	0	0
Total OI	282.609	256	319	319	259

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Vol	Put Vol	Call OI	Put OI
2019-10-01	$17.90	$17.50	27.6%	7.9%	43.5%	9.3%	0.0%	-5.2%	7.3%	-7.7K	106.6K	-781	103.73	0	0	122	197
2019-10-02	$17.91	$17.50	26.1%	7.5%	43.4%	7.5%	0.0%	-2.3%	11.2%	-5.6K	107.1K	-790	104.28	0	6	122	197
2019-10-03	$18.03	$0.00	54.3%	12.4%	39.9%	41.3%	0.0%	7.6%	-12.5%	-4.6K	98.7K	-786	111.31	0	32	122	197
2019-10-04	$18.10	$0.00	28.3%	11.2%	39.8%	10.0%	0.0%	0.4%	-2.3%	-2.3K	74.9K	-736	105.72	0	0	122	167
2019-10-07	$18.28	$0.00	26.2%	10.6%	35.5%	7.6%	0.0%	1.0%	-2.2%	-2.0K	66.2K	-731	106.46	0	10	122	167
2019-10-08	$18.11	$0.00	52.9%	11.0%	33.1%	39.6%	0.0%	3.8%	-5.5%	-2.0K	75.3K	-731	120.87	0	0	122	172
2019-10-09	$18.59	$0.00	33.9%	9.7%	28.2%	16.9%	0.0%	3.4%	3.3%	-2.1K	66.2K	-689	109.87	2	0	122	172
2019-10-10	$18.45	$0.00	37.0%	10.6%	27.8%	20.5%	0.0%	12.5%	-0.3%	-1.9K	63.6K	-731	107.04	0	0	122	172
2019-10-11	$18.59	$0.00	40.0%	11.5%	28.1%	24.2%	0.0%	-2.3%	-6.6%	-1.8K	62.6K	-701	120.48	0	0	122	172
2019-10-14	$18.56	$0.00	34.7%	10.0%	28.1%	17.8%	0.0%	12.5%	-4.5%	-1.8K	63.0K	-697	111.27	0	0	122	172
2019-10-15	$18.91	$0.00	34.1%	9.8%	29.3%	17.0%	0.0%	-0.4%	-7.9%	-983	43.4K	-737	111.86	1	0	122	172
2019-10-16	$18.86	$0.00	38.6%	11.1%	29.0%	22.4%	0.0%	1.6%	-7.3%	-846	36.8K	-676	103.39	0	0	123	172
2019-10-17	$18.62	$0.00	40.8%	11.7%	20.3%	25.1%	0.0%	-7.7%	-17.8%	-1.6K	56.1K	-666	116.95	0	0	123	172
2019-10-18	$18.34	$0.00	29.9%	8.6%	20.1%	12.0%	0.0%	-12.8%	-7.2%	-2.6K	79.2K	-621	107.72	5	0	123	172
2019-10-21	$18.62	$0.00	30.8%	8.8%	20.7%	13.1%	0.0%	7.9%	0.7%	-1.6K	55.2K	-647	110.20	0	0	103	153
2019-10-22	$18.77	$0.00	23.3%	6.7%	20.2%	4.1%	0.0%	4.7%	13.1%	-1.5K	49.7K	-644	108.17	0	0	103	153
2019-10-23	$18.77	$0.00	27.6%	7.9%	19.7%	9.2%	0.0%	-1.4%	1.8%	-1.7K	55.5K	-638	88.27	0	0	103	153
2019-10-24	$18.79	$0.00	23.6%	6.8%	19.6%	4.5%	0.0%	4.4%	8.2%	-1.3K	43.0K	-610	104.02	0	0	103	153
2019-10-25	$19.11	$0.00	25.5%	7.3%	20.4%	6.7%	0.0%	-3.0%	4.5%	-1.5K	44.8K	-601	102.26	0	1	103	153
2019-10-28	$19.36	$20.00	44.5%	12.8%	20.6%	29.6%	0.0%	10.0%	-15.9%	-144	19.6K	-621	100.92	0	0	106	153
2019-10-29	$19.54	$20.00	41.4%	11.9%	17.3%	25.8%	0.0%	-10.1%	-24.7%	247	10.3K	-622	103.43	0	0	106	153
2019-10-30	$19.24	$20.00	45.6%	13.1%	18.6%	30.9%	0.0%	-22.0%	-14.0%	-723	29.5K	-629	112.73	0	0	106	153
2019-10-31	$18.92	$20.00	43.1%	12.4%	19.9%	27.9%	0.0%	-10.1%	-22.6%	-782	33.1K	-641	110.09	0	0	106	153