LMNR Options History — June 2020

In June 2020, LMNR traded between $12.76 and $15.49. ATM implied volatility averaged 100.5%, placing in the 58.3% IV rank vs the trailing year. The 30-day expected move averaged 29.2%. IV traded above realized volatility by 28.9% (HV 20d: 71.6%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.11.

Notable Days

2020-06-04: Highest Volume — 199 contracts
2020-06-05: Largest IV spike — 76.3% change
2020-06-30: Highest IV Rank — 100.0%
2020-06-30: Largest Expected Move — 49.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.83	$12.76	$15.49	$12.76	$14.57
Max Pain	$12.67	$10.00	$15.00	$15.00	$12.50
ATM IV	100.5%	55.9%	172.8%	76.2%	172.8%
Expected Move	29.2%	16.0%	49.5%	21.8%	49.5%
HV 20d	71.6%	65.3%	75.0%	65.3%	71.2%
HV 60d	83.3%	74.4%	102.7%	101.7%	75.6%
IV Rank	58.3%	26.0%	100.0%	41.0%	100.0%
IV Percentile	90.3%	68.3%	100.0%	87.3%	100.0%
Term Structure	11.7%	-76.0%	124.1%	76.1%	-70.7%
VWIV	88.8%	55.7%	123.8%	86.8%	123.8%
Skew 25d	-0.2%	-142.7%	77.8%	10.0%	31.2%
Skew 10d	-15.2%	-120.5%	60.2%	-5.6%	-27.4%
Call IV 25d	110.4%	59.0%	180.6%	82.2%	155.9%
Put IV 25d	110.2%	36.7%	187.1%	92.2%	187.1%
Bid-Ask Spread %	150.06	106.81	174.58	106.81	149.42
Gamma HHI	0.53	0.33	0.72	0.64	0.56
Net GEX	-817	-2.2K	2.8K	-2.1K	-1.6K
Net DEX	47.6K	-3.2K	88.6K	78.5K	47.2K
Net VEX	-533	-624	-247	-472	-584
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.11	0.00	3.91	0.35	3.91
Total Volume	27.409	0	199	2	0
Total OI	283.182	212	367	227	232

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
2020-06-01	$12.76	$15.00	76.2%	21.8%	65.3%	41.0%	0.0%	10.0%	76.1%	-2.1K	78.5K	-472	0.00	106.81	0	2	53	174
2020-06-02	$13.35	$15.00	60.8%	17.4%	66.8%	29.6%	86.8%	-20.3%	39.8%	-2.2K	76.4K	-483	0.35	116.45	34	12	53	176
2020-06-03	$14.05	$15.00	55.9%	16.0%	68.8%	26.0%	0.0%	-1.0%	18.5%	-887	37.4K	-516	0.00	128.16	0	0	85	185
2020-06-04	$14.51	$0.00	62.9%	17.0%	69.3%	31.2%	0.0%	-8.4%	-12.4%	-1.1K	31.9K	-525	2.26	139.11	61	138	85	185
2020-06-05	$15.49	$0.00	111.0%	30.1%	72.1%	66.6%	0.0%	77.8%	-12.2%	-824	8.6K	-550	0.15	147.08	13	2	84	185
2020-06-08	$14.14	$0.00	110.4%	32.6%	75.0%	66.1%	0.0%	-15.6%	-20.0%	-1.4K	50.0K	-519	0.00	168.74	29	0	75	186
2020-06-09	$13.86	$0.00	119.1%	33.7%	73.2%	72.6%	0.0%	68.5%	-76.0%	-1.3K	39.0K	-502	0.89	130.19	37	33	83	186
2020-06-10	$14.55	$0.00	66.3%	0.0%	73.9%	33.7%	0.0%	39.1%	68.8%	1.2K	10.5K	-624	0.56	174.58	18	10	145	222
2020-06-11	$13.51	$10.00	113.9%	32.6%	73.5%	68.7%	0.0%	17.8%	-32.3%	-618	65.5K	-565	1.33	171.05	3	4	134	216
2020-06-12	$13.83	$10.00	58.3%	16.7%	73.7%	27.8%	0.0%	-12.6%	-22.1%	-332	60.3K	-568	0.00	151.99	3	0	134	216
2020-06-15	$14.14	$0.00	99.6%	28.6%	73.8%	58.2%	0.0%	-4.7%	-69.9%	418	22.3K	-553	0.00	145.94	0	0	136	216
2020-06-16	$14.67	$0.00	67.7%	19.4%	68.1%	34.7%	55.7%	-15.5%	-6.4%	2.8K	-3.2K	-528	3.50	151.53	4	14	136	216
2020-06-17	$13.59	$12.50	103.2%	29.6%	74.1%	60.8%	0.0%	13.6%	-3.5%	-1.9K	88.6K	-510	0.00	147.16	2	0	137	223
2020-06-18	$13.33	$12.50	101.8%	29.2%	73.5%	59.8%	0.0%	69.0%	124.1%	-1.3K	50.6K	-549	0.00	158.85	0	2	137	212
2020-06-19	$13.22	$12.50	104.0%	29.8%	73.5%	61.4%	0.0%	-33.1%	18.2%	-991	55.1K	-564	0.00	141.30	0	0	137	214
2020-06-22	$13.16	$12.50	132.7%	38.0%	73.2%	82.6%	0.0%	53.1%	-30.6%	-1.1K	64.5K	-555	0.36	159.63	11	4	38	174
2020-06-23	$13.48	$12.50	105.5%	30.3%	72.7%	62.6%	123.8%	-46.9%	69.1%	-753	49.5K	-597	3.91	154.16	34	133	48	184
2020-06-24	$13.51	$12.50	117.1%	33.6%	71.9%	71.1%	0.0%	-142.7%	81.3%	-8	27.0K	-247	0.00	169.94	0	0	48	184
2020-06-25	$13.38	$12.50	127.9%	36.7%	71.6%	79.0%	0.0%	0.0%	40.8%	-996	61.6K	-554	0.00	167.39	0	0	48	184
2020-06-26	$13.52	$12.50	140.4%	40.2%	71.1%	88.2%	0.0%	-61.4%	30.2%	-1.9K	67.0K	-566	0.00	171.58	0	0	48	184
2020-06-29	$13.62	$12.50	104.3%	29.9%	69.0%	61.7%	0.0%	-21.5%	45.8%	-1.2K	59.6K	-584	0.00	150.19	0	0	48	184
2020-06-30	$14.57	$12.50	172.8%	49.5%	71.2%	100.0%	0.0%	31.2%	-70.7%	-1.6K	47.2K	-584	0.00	149.42	0	0	48	184