LMNR Options History — July 2020

In July 2020, LMNR traded between $12.82 and $14.47. ATM implied volatility averaged 71.6%, placing in the 32.3% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 20.9% (HV 20d: 50.7%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 1.17.

Notable Days

2020-07-06: Highest Volume — 157 contracts
2020-07-27: Largest IV spike — 338.5% change
2020-07-14: Highest IV Rank — 100.0%
2020-07-01: Largest Expected Move — 46.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.72	$12.82	$14.47	$14.16	$13.41
Max Pain	$14.62	$12.50	$15.00	$12.50	$15.00
ATM IV	71.6%	16.6%	195.5%	160.4%	71.6%
Expected Move	16.9%	4.8%	46.0%	46.0%	20.5%
HV 20d	50.7%	42.3%	69.8%	69.8%	47.3%
HV 60d	70.4%	60.7%	75.7%	75.7%	62.2%
IV Rank	32.3%	0.0%	100.0%	91.9%	30.7%
IV Percentile	59.2%	0.0%	100.0%	99.6%	75.4%
Term Structure	33.3%	-58.1%	149.9%	-58.1%	4.0%
VWIV	18.8%	18.8%	18.8%	18.8%	18.8%
Skew 25d	-0.1%	-57.4%	94.9%	-25.4%	6.3%
Skew 10d	-14.9%	-142.5%	18.6%	6.2%	17.3%
Call IV 25d	109.8%	46.6%	197.9%	172.8%	61.5%
Put IV 25d	109.8%	18.7%	192.7%	147.4%	67.8%
Bid-Ask Spread %	155.40	109.91	176.10	150.71	109.91
Gamma HHI	0.57	0.33	0.79	0.41	0.65
Net GEX	-1.7K	-3.4K	-25	-892	-2.1K
Net DEX	58.3K	16.4K	81.3K	48.6K	64.3K
Net VEX	-488	-593	-242	-593	-454
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.17	0.00	5.54	0.00	0.00
Total Volume	11.136	0	157	0	0
Total OI	231.909	231	234	232	234

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
2020-07-01	$14.16	$12.50	160.4%	46.0%	69.8%	91.9%	0.0%	-25.4%	-58.1%	-892	48.6K	-593	0.00	150.71	0	0	48	184
2020-07-02	$14.01	$12.50	88.6%	25.4%	68.9%	44.7%	0.0%	7.2%	0.0%	-1.3K	52.5K	-584	0.00	155.72	1	0	48	184
2020-07-06	$14.12	$0.00	19.5%	15.4%	64.4%	0.0%	0.0%	9.7%	-15.4%	-25	16.4K	-242	5.54	167.24	24	133	47	184
2020-07-07	$13.49	$0.00	76.4%	0.0%	57.9%	37.1%	0.0%	75.6%	0.0%	-1.1K	60.5K	-552	0.00	174.58	0	0	47	184
2020-07-08	$13.46	$0.00	67.9%	12.2%	57.6%	31.6%	0.0%	11.7%	50.1%	-1.5K	61.6K	-535	0.00	130.75	0	22	47	184
2020-07-09	$12.82	$0.00	111.0%	0.0%	56.7%	59.7%	0.0%	-49.1%	108.9%	-962	65.1K	-535	0.00	174.40	0	0	47	184
2020-07-10	$13.04	$0.00	122.7%	0.0%	51.2%	67.3%	0.0%	2.0%	52.3%	-2.6K	81.3K	-466	0.00	175.40	0	1	47	184
2020-07-13	$13.37	$0.00	80.2%	0.0%	51.3%	39.6%	0.0%	0.0%	55.8%	-2.0K	60.2K	-502	0.00	174.84	1	0	47	185
2020-07-14	$13.29	$0.00	195.5%	20.5%	50.5%	100.0%	0.0%	-57.4%	-50.4%	-3.4K	74.4K	-471	0.00	171.39	0	0	47	185
2020-07-15	$13.81	$0.00	68.5%	19.6%	50.7%	27.8%	0.0%	-42.4%	8.4%	-1.6K	66.1K	-515	1.50	171.59	24	36	47	185
2020-07-16	$13.63	$0.00	65.8%	0.0%	42.9%	26.3%	18.8%	-48.3%	55.3%	-2.1K	62.4K	-506	0.00	171.22	1	0	47	185
2020-07-17	$13.61	$15.00	73.6%	21.1%	42.3%	30.7%	0.0%	8.7%	7.9%	-1.9K	61.1K	-514	0.00	173.21	0	0	48	185
2020-07-20	$13.34	$15.00	75.8%	21.7%	42.9%	32.0%	0.0%	94.9%	149.9%	-945	58.6K	-508	0.00	176.10	0	0	47	185
2020-07-21	$13.91	$15.00	17.6%	5.0%	45.2%	0.0%	0.0%	-41.6%	54.4%	-2.0K	65.4K	-459	0.00	168.73	0	0	47	185
2020-07-22	$13.80	$15.00	19.0%	5.4%	44.7%	0.8%	0.0%	17.5%	64.9%	-2.0K	59.6K	-493	0.00	170.35	0	0	47	185
2020-07-23	$14.07	$15.00	16.6%	4.8%	45.1%	0.0%	0.0%	-2.5%	62.8%	-1.3K	55.3K	-506	0.00	175.05	0	0	47	185
2020-07-24	$13.85	$15.00	19.1%	5.5%	45.4%	1.4%	0.0%	-6.8%	64.5%	-1.2K	54.2K	-520	0.00	170.88	0	0	47	185
2020-07-27	$13.62	$15.00	83.9%	24.1%	45.7%	37.6%	0.0%	20.5%	-4.3%	-2.0K	60.7K	-440	0.00	112.23	0	0	47	185
2020-07-28	$14.36	$15.00	50.6%	14.5%	49.4%	19.0%	0.0%	-0.5%	18.6%	-2.0K	53.8K	-455	0.00	111.33	0	0	47	185
2020-07-29	$14.47	$15.00	44.2%	12.7%	43.1%	15.4%	0.0%	8.9%	20.2%	-2.1K	49.6K	-448	0.00	116.46	0	0	47	185
2020-07-30	$14.24	$15.00	47.6%	13.7%	42.3%	17.3%	0.0%	9.3%	15.4%	-2.1K	50.1K	-439	0.00	116.75	2	0	47	185
2020-07-31	$13.41	$15.00	71.6%	20.5%	47.3%	30.7%	0.0%	6.3%	4.0%	-2.1K	64.3K	-454	0.00	109.91	0	0	49	185