LMNR Options History — August 2020

In August 2020, LMNR traded between $13.54 and $15.36. ATM implied volatility averaged 69.3%, placing in the 29.4% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 22.8% (HV 20d: 46.4%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.03.

Notable Days

2020-08-12: Highest Volume — 16 contracts
2020-08-17: Largest IV spike — 49.9% change
2020-08-17: Highest IV Rank — 36.8%
2020-08-17: Largest Expected Move — 23.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.62	$13.54	$15.36	$13.54	$14.66
Max Pain	$17.14	$15.00	$17.50	$15.00	$17.50
ATM IV	69.3%	54.9%	82.3%	72.6%	72.7%
Expected Move	19.5%	15.8%	23.6%	20.8%	20.8%
HV 20d	46.4%	42.0%	54.0%	47.4%	45.6%
HV 60d	56.2%	52.5%	62.1%	62.1%	52.5%
IV Rank	29.4%	21.4%	36.8%	31.3%	31.4%
IV Percentile	70.0%	52.4%	82.9%	75.4%	74.2%
Term Structure	1.2%	-18.6%	131.7%	0.5%	-7.2%
VWIV	60.2%	42.5%	68.6%	42.5%	65.8%
Skew 25d	15.8%	-4.0%	49.2%	24.8%	49.2%
Skew 10d	13.7%	-15.8%	54.0%	20.4%	54.0%
Call IV 25d	54.4%	34.3%	77.6%	44.5%	61.3%
Put IV 25d	70.2%	47.8%	110.4%	69.3%	110.4%
Bid-Ask Spread %	116.10	106.65	125.24	113.10	113.33
Gamma HHI	0.59	0.42	0.73	0.65	0.60
Net GEX	-2.4K	-4.4K	-1.8K	-2.2K	-2.2K
Net DEX	41.7K	23.1K	68.7K	64.5K	30.8K
Net VEX	-377	-437	-312	-435	-312
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.03	0.00	0.17	0.00	0.17
Total Volume	1.476	0	16	2	7
Total OI	240.667	233	251	234	236

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
2020-08-03	$13.54	$15.00	72.6%	20.8%	47.4%	31.3%	42.5%	24.8%	0.5%	-2.2K	64.5K	-435	0.00	113.10	2	0	49	185
2020-08-04	$13.86	$15.00	69.2%	19.8%	45.2%	29.4%	0.0%	6.6%	-15.0%	-2.4K	57.3K	-435	0.00	124.45	0	0	51	185
2020-08-05	$14.12	$15.00	64.3%	18.4%	45.6%	26.7%	0.0%	20.3%	11.5%	-2.2K	53.6K	-437	0.00	125.24	0	0	51	185
2020-08-06	$13.91	$17.50	72.7%	15.9%	42.0%	31.3%	0.0%	6.2%	4.0%	-2.4K	56.2K	-423	0.00	121.87	0	0	51	185
2020-08-07	$14.54	$17.50	70.9%	17.7%	44.2%	30.3%	0.0%	-4.0%	2.9%	-2.3K	43.6K	-408	0.00	118.37	0	0	51	185
2020-08-10	$14.86	$17.50	57.8%	20.2%	44.0%	23.0%	0.0%	15.3%	-12.1%	-1.9K	38.3K	-403	0.00	112.94	1	0	51	185
2020-08-11	$14.75	$17.50	77.5%	19.5%	44.1%	34.1%	0.0%	15.4%	-11.0%	-1.8K	32.8K	-398	0.00	111.26	1	0	51	185
2020-08-12	$14.99	$17.50	64.5%	18.5%	42.5%	26.8%	58.9%	2.5%	0.1%	-2.2K	31.5K	-388	0.00	116.48	0	16	51	185
2020-08-13	$14.31	$17.50	67.3%	19.3%	45.8%	28.3%	0.0%	5.6%	-8.4%	-2.7K	54.0K	-410	0.00	119.27	0	0	51	200
2020-08-14	$14.62	$17.50	54.9%	15.8%	46.3%	21.4%	0.0%	29.2%	-5.8%	-2.7K	45.5K	-375	0.00	117.80	0	0	51	200
2020-08-17	$14.64	$17.50	82.3%	23.6%	45.5%	36.8%	0.0%	7.4%	-15.4%	-3.1K	57.9K	-394	0.00	112.84	0	0	51	200
2020-08-18	$14.79	$17.50	76.6%	22.0%	43.4%	33.5%	0.0%	21.5%	-9.7%	-2.8K	48.4K	-392	0.00	107.70	0	0	51	200
2020-08-19	$15.36	$17.50	60.8%	17.4%	44.8%	24.7%	0.0%	21.7%	-7.3%	-2.5K	29.3K	-351	0.00	121.52	0	0	51	200
2020-08-20	$15.30	$17.50	68.1%	19.5%	44.6%	28.8%	0.0%	21.5%	131.7%	-4.4K	23.1K	-326	0.00	120.17	0	0	51	200
2020-08-21	$14.25	$17.50	75.9%	21.8%	51.7%	33.2%	0.0%	8.7%	-10.8%	-2.3K	68.7K	-365	0.00	106.65	0	0	51	200
2020-08-24	$14.99	$17.50	72.2%	20.7%	54.0%	31.1%	0.0%	28.6%	-18.6%	-2.0K	33.6K	-350	0.00	115.03	0	0	48	185
2020-08-25	$14.84	$17.50	71.4%	20.5%	51.1%	30.6%	0.0%	19.8%	-3.7%	-1.9K	27.4K	-331	0.00	112.39	2	0	48	185
2020-08-26	$14.85	$17.50	70.7%	20.3%	51.1%	30.3%	68.6%	23.6%	-11.4%	-2.0K	30.4K	-352	0.00	113.92	0	1	52	185
2020-08-27	$14.96	$17.50	66.5%	19.1%	50.7%	27.9%	0.0%	6.5%	-8.0%	-1.9K	23.3K	-317	0.00	114.49	0	0	52	184
2020-08-28	$14.82	$17.50	65.4%	18.8%	45.3%	27.3%	65.4%	2.1%	18.1%	-2.1K	26.1K	-316	0.00	119.32	1	0	52	184
2020-08-31	$14.66	$17.50	72.7%	20.8%	45.6%	31.4%	65.8%	49.2%	-7.2%	-2.2K	30.8K	-312	0.17	113.33	6	1	52	184