LMNR Options History — April 2020

In April 2020, LMNR traded between $11.70 and $14.84. ATM implied volatility averaged 57.9%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded below realized volatility by 33.2% (HV 20d: 91.2%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.22.

Notable Days

2020-04-28: Highest Volume — 18 contracts
2020-04-29: Largest IV spike — 51.3% change
2020-04-01: Highest IV Rank — 52.1%
2020-04-01: Largest Expected Move — 24.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.99	$11.70	$14.84	$11.70	$13.51
Max Pain	$12.50	$12.50	$12.50	$12.50	$12.50
ATM IV	57.9%	35.3%	85.4%	85.4%	63.0%
Expected Move	15.9%	10.1%	24.5%	24.5%	18.1%
HV 20d	91.2%	62.8%	139.1%	137.3%	75.1%
HV 60d	89.0%	86.1%	94.6%	86.6%	94.6%
IV Rank	30.1%	12.3%	52.1%	52.1%	33.9%
IV Percentile	72.8%	30.2%	94.8%	94.8%	82.9%
Term Structure	3.6%	-21.6%	32.0%	-16.3%	2.4%
VWIV	63.8%	40.3%	80.9%	76.3%	58.6%
Skew 25d	14.3%	-16.0%	92.0%	92.0%	8.9%
Skew 10d	11.1%	-40.4%	112.9%	112.9%	-40.4%
Call IV 25d	54.6%	30.1%	91.7%	61.6%	61.5%
Put IV 25d	68.9%	40.6%	153.6%	153.6%	70.5%
Bid-Ask Spread %	124.38	106.56	132.85	125.83	131.47
Gamma HHI	0.46	0.33	0.73	0.37	0.61
Net GEX	-275	-717	1.1K	-339	614
Net DEX	37.1K	-16.1K	51.4K	41.2K	12.5K
Net VEX	-166	-328	-113	-132	-276
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.22	0.00	1.00	1.00	0.00
Total Volume	4.238	0	18	3	12
Total OI	99.619	86	144	88	144

Daily Data (21 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
2020-04-01	$11.70	$12.50	85.4%	24.5%	137.3%	52.1%	0.0%	92.0%	-16.3%	-339	41.2K	-132	0.00	125.83	0	3	35	53
2020-04-02	$12.04	$12.50	59.6%	16.8%	138.2%	31.6%	0.0%	5.2%	6.5%	-367	40.4K	-141	0.00	126.10	0	0	35	54
2020-04-03	$11.95	$12.50	69.5%	14.1%	138.0%	39.4%	0.0%	29.1%	14.1%	-361	42.5K	-134	0.00	127.14	0	5	35	54
2020-04-06	$12.27	$12.50	55.1%	13.6%	137.1%	28.1%	0.0%	-14.4%	-4.9%	-569	50.9K	-113	0.00	132.60	0	0	35	57
2020-04-07	$12.94	$12.50	73.8%	13.8%	139.1%	42.9%	0.0%	-16.0%	17.5%	-497	40.3K	-168	0.00	127.31	0	0	35	57
2020-04-08	$12.96	$12.50	45.7%	13.1%	139.0%	20.5%	0.0%	11.6%	3.5%	-554	42.2K	-152	0.00	122.44	0	0	35	57
2020-04-09	$12.98	$12.50	39.8%	11.4%	95.3%	15.8%	0.0%	-14.4%	11.0%	-682	49.3K	-126	0.00	106.56	0	0	35	57
2020-04-13	$13.17	$12.50	56.3%	16.1%	62.8%	28.9%	0.0%	17.9%	4.2%	-681	51.4K	-116	0.00	116.46	0	0	35	57
2020-04-14	$13.94	$12.50	35.3%	10.1%	64.3%	12.3%	0.0%	7.0%	-3.2%	-585	42.8K	-156	0.00	123.08	0	0	35	57
2020-04-15	$13.00	$12.50	49.7%	14.3%	67.1%	23.7%	0.0%	1.1%	7.8%	-657	45.5K	-139	0.00	120.45	0	0	35	57
2020-04-16	$12.93	$12.50	67.2%	19.3%	66.8%	37.6%	0.0%	28.3%	-16.9%	-717	43.9K	-142	1.00	122.31	1	1	35	57
2020-04-17	$13.60	$12.50	50.8%	14.6%	66.6%	24.6%	0.0%	12.9%	-17.8%	-612	43.7K	-154	0.00	128.79	0	0	36	58
2020-04-20	$12.45	$12.50	60.1%	17.2%	70.2%	31.6%	0.0%	-9.2%	-0.4%	-453	47.6K	-119	0.00	116.26	0	0	32	54
2020-04-21	$12.05	$12.50	76.3%	21.9%	70.8%	44.5%	76.3%	14.2%	-21.6%	-363	42.4K	-126	0.00	123.66	0	4	32	54
2020-04-22	$12.56	$12.50	67.7%	19.4%	72.7%	37.7%	67.7%	15.2%	18.7%	-465	42.9K	-161	0.67	125.64	3	2	32	58
2020-04-23	$12.92	$12.50	61.5%	17.6%	73.2%	32.7%	80.9%	6.7%	11.2%	-544	44.1K	-160	0.00	121.76	16	0	35	58
2020-04-24	$13.00	$12.50	64.0%	18.4%	73.3%	34.7%	58.5%	5.4%	4.1%	-251	35.8K	-193	0.00	124.94	10	0	51	58
2020-04-27	$13.91	$12.50	41.3%	11.8%	75.1%	16.5%	40.3%	52.5%	32.0%	436	22.7K	-227	0.00	132.85	9	0	62	56
2020-04-28	$14.00	$12.50	37.6%	10.8%	74.9%	13.6%	65.9%	29.7%	17.4%	757	14.0K	-222	0.13	129.80	16	2	71	56
2020-04-29	$14.84	$12.50	56.9%	16.3%	77.4%	29.0%	61.8%	17.2%	7.1%	1.1K	-16.1K	-328	0.00	126.52	5	0	87	56
2020-04-30	$13.51	$12.50	63.0%	18.1%	75.1%	33.9%	58.6%	8.9%	2.4%	614	12.5K	-276	0.00	131.47	12	0	88	56