LMNR Options History — October 2020

In October 2020, LMNR traded between $13.45 and $15.67. ATM implied volatility averaged 55.7%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 15.9% (HV 20d: 39.8%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.02.

Notable Days

2020-10-09: Highest Volume — 50 contracts
2020-10-15: Largest IV spike — 45.6% change
2020-10-07: Highest IV Rank — 29.1%
2020-10-15: Largest Expected Move — 19.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.70	$13.45	$15.67	$14.18	$13.88
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	55.7%	45.0%	68.7%	57.3%	56.6%
Expected Move	15.4%	12.9%	19.3%	16.4%	16.2%
HV 20d	39.8%	28.4%	51.7%	50.7%	40.8%
HV 60d	45.3%	42.5%	46.9%	46.9%	45.5%
IV Rank	21.9%	15.9%	29.1%	22.8%	22.4%
IV Percentile	44.8%	25.8%	65.9%	49.2%	44.8%
Term Structure	-4.4%	-41.8%	14.1%	-16.1%	-6.4%
VWIV	53.5%	45.8%	58.7%	45.8%	53.4%
Skew 25d	8.8%	-19.7%	29.3%	-7.9%	-12.7%
Skew 10d	7.9%	-36.2%	28.2%	-25.6%	6.5%
Call IV 25d	45.4%	28.7%	65.0%	65.0%	57.4%
Put IV 25d	54.1%	44.5%	76.2%	57.1%	44.6%
Bid-Ask Spread %	114.36	104.33	125.21	118.65	121.92
Gamma HHI	0.59	0.37	0.96	0.65	0.39
Net GEX	5.8K	-35	74.8K	1.7K	138
Net DEX	-15.4K	-59.2K	20.8K	8.9K	4.0K
Net VEX	-399	-495	-328	-350	-382
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.02	0.00	0.17	0.00	0.00
Total Volume	4.5	0	50	0	2
Total OI	191.136	159	246	196	165

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
2020-10-01	$14.18	$15.00	57.3%	16.4%	50.7%	22.8%	0.0%	-7.9%	-16.1%	1.7K	8.9K	-350	0.00	118.65	0	0	106	90
2020-10-02	$14.49	$15.00	52.0%	14.9%	50.9%	19.8%	0.0%	-16.0%	0.4%	2.3K	-2.9K	-356	0.00	113.96	0	0	106	90
2020-10-05	$14.72	$0.00	52.0%	17.2%	51.0%	19.8%	0.0%	22.0%	-5.4%	3.1K	-5.8K	-345	0.00	116.36	0	0	106	90
2020-10-06	$15.11	$0.00	58.8%	14.7%	51.7%	23.6%	0.0%	21.1%	-3.2%	3.0K	-32.1K	-356	0.00	111.22	4	0	106	90
2020-10-07	$15.67	$0.00	68.7%	13.8%	51.5%	29.1%	0.0%	10.5%	-5.5%	1.9K	-53.6K	-355	0.00	125.21	5	0	109	90
2020-10-08	$15.45	$0.00	52.1%	14.7%	43.6%	19.8%	0.0%	9.2%	1.0%	3.7K	-59.2K	-353	0.00	121.47	2	0	108	90
2020-10-09	$15.02	$0.00	57.2%	15.3%	42.3%	22.7%	0.0%	22.7%	-2.0%	3.8K	-32.8K	-344	0.00	113.44	50	0	108	90
2020-10-12	$14.94	$0.00	61.5%	13.0%	42.3%	25.1%	0.0%	19.5%	-12.3%	5.4K	-47.6K	-495	0.00	114.80	1	0	156	90
2020-10-13	$14.55	$0.00	52.4%	15.1%	41.9%	20.0%	0.0%	29.3%	-0.6%	5.9K	-17.7K	-480	0.00	110.02	1	0	156	90
2020-10-14	$14.65	$0.00	46.2%	13.2%	41.3%	16.5%	0.0%	19.5%	14.1%	6.6K	-19.1K	-463	0.00	104.33	8	0	155	90
2020-10-15	$14.97	$0.00	67.2%	19.3%	41.7%	28.3%	0.0%	21.7%	-13.3%	12.2K	-39.3K	-465	0.00	106.20	5	0	147	90
2020-10-16	$14.97	$0.00	45.0%	12.9%	39.4%	15.9%	45.8%	4.7%	4.6%	74.8K	-10.5K	-421	0.17	109.45	6	1	146	90
2020-10-19	$14.93	$15.00	53.3%	15.3%	32.1%	20.5%	56.1%	6.0%	2.9%	299	-13.6K	-438	0.00	114.83	1	0	85	74
2020-10-20	$14.73	$15.00	54.8%	15.7%	32.2%	21.4%	58.7%	3.5%	0.4%	358	-10.9K	-423	0.00	111.49	1	0	86	74
2020-10-21	$14.71	$15.00	55.6%	15.9%	28.4%	21.8%	0.0%	6.1%	-10.3%	431	-13.0K	-419	0.00	111.95	0	0	87	74
2020-10-22	$14.97	$15.00	52.9%	15.2%	28.7%	20.3%	0.0%	25.6%	7.3%	420	-11.9K	-428	0.00	111.55	0	0	87	74
2020-10-23	$14.97	$15.00	60.2%	17.3%	28.6%	24.4%	0.0%	11.8%	2.3%	414	-10.0K	-430	0.00	114.03	0	0	87	74
2020-10-26	$14.67	$15.00	57.3%	16.4%	28.9%	22.8%	0.0%	3.8%	0.9%	414	-7.6K	-409	0.00	114.06	0	0	87	74
2020-10-27	$14.45	$15.00	51.3%	14.7%	28.4%	19.4%	0.0%	6.1%	-14.3%	180	-1.0K	-385	0.00	115.56	0	1	87	74
2020-10-28	$13.45	$15.00	64.7%	18.6%	38.4%	26.9%	0.0%	-19.7%	-41.8%	0	20.8K	-328	0.00	115.43	0	11	87	75
2020-10-29	$14.03	$15.00	48.2%	13.8%	41.6%	17.7%	0.0%	5.8%	-0.7%	-35	15.3K	-352	0.00	119.96	0	0	87	78
2020-10-30	$13.88	$15.00	56.6%	16.2%	40.8%	22.4%	53.4%	-12.7%	-6.4%	138	4.0K	-382	0.00	121.92	0	2	87	78