LMNR Options History — February 2021

In February 2021, LMNR traded between $15.27 and $16.36. ATM implied volatility averaged 71.9%, placing in the 30.9% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 37.9% (HV 20d: 34.0%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 10.07.

Notable Days

2021-02-18: Highest Volume — 81 contracts
2021-02-03: Largest IV spike — 63.0% change
2021-02-18: Highest IV Rank — 56.8%
2021-02-18: Largest Expected Move — 33.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.77	$15.27	$16.36	$15.74	$15.35
Max Pain	$17.11	$15.00	$17.50	$15.00	$17.50
ATM IV	71.9%	52.9%	118.2%	58.8%	79.1%
Expected Move	20.0%	15.2%	33.9%	16.9%	22.7%
HV 20d	34.0%	25.9%	43.9%	43.9%	30.0%
HV 60d	38.3%	36.6%	40.3%	40.3%	38.1%
IV Rank	30.9%	20.3%	56.8%	23.6%	35.0%
IV Percentile	59.5%	18.3%	94.8%	40.5%	75.0%
Term Structure	9.2%	-23.1%	133.0%	-8.3%	1.5%
VWIV	70.6%	43.0%	98.2%	81.8%	83.5%
Skew 25d	12.0%	-29.9%	58.6%	5.7%	21.1%
Skew 10d	1.2%	-95.2%	76.4%	17.2%	27.7%
Call IV 25d	60.4%	37.0%	116.3%	68.8%	56.7%
Put IV 25d	72.3%	54.4%	122.4%	74.4%	77.8%
Bid-Ask Spread %	120.43	109.46	150.55	120.65	110.74
Gamma HHI	0.43	0.33	0.56	0.33	0.47
Net GEX	770	-4.2K	1.9K	-230	1.7K
Net DEX	-38.2K	-74.2K	-7.9K	-10.1K	-17.7K
Net VEX	-597	-722	-455	-700	-481
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	10.07	0.00	80.00	0.00	0.00
Total Volume	9	0	81	1	0
Total OI	343.526	270	383	372	281

Daily Data (19 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
2021-02-01	$15.74	$15.00	58.8%	16.9%	43.9%	23.6%	81.8%	5.7%	-8.3%	-230	-10.1K	-700	0.00	120.65	1	0	174	198
2021-02-02	$15.71	$15.00	55.8%	16.0%	43.2%	21.9%	0.0%	19.5%	-15.0%	283	-32.6K	-699	0.00	125.49	0	0	165	198
2021-02-03	$15.63	$15.00	90.9%	26.0%	42.6%	41.5%	0.0%	58.6%	-16.5%	-191	-12.4K	-704	0.00	129.21	0	0	165	198
2021-02-04	$15.69	$17.50	80.1%	16.4%	39.3%	35.5%	0.0%	16.3%	-4.8%	245	-28.2K	-722	0.00	133.03	0	0	173	198
2021-02-05	$15.78	$17.50	75.8%	20.0%	39.1%	33.1%	79.0%	15.5%	19.3%	530	-27.5K	-701	0.50	133.75	2	1	173	198
2021-02-08	$16.07	$17.50	63.9%	15.7%	39.6%	26.5%	0.0%	-5.3%	1.0%	312	-39.9K	-656	0.00	116.42	0	0	173	199
2021-02-09	$16.35	$17.50	57.9%	16.2%	40.3%	23.1%	58.5%	0.7%	-11.6%	1.5K	-64.6K	-672	0.10	117.47	10	1	173	199
2021-02-10	$16.18	$17.50	61.9%	17.7%	32.4%	25.3%	0.0%	16.9%	1.1%	1.6K	-68.0K	-675	0.00	116.81	1	0	183	199
2021-02-11	$16.20	$17.50	52.9%	15.2%	30.6%	20.3%	0.0%	-11.2%	6.9%	1.5K	-54.6K	-692	0.00	112.49	0	0	184	199
2021-02-12	$16.06	$17.50	82.8%	23.7%	29.6%	37.0%	0.0%	26.0%	-23.1%	932	-56.9K	-609	0.00	116.13	0	2	184	176
2021-02-16	$16.36	$17.50	59.1%	17.0%	27.0%	23.8%	0.0%	9.1%	-11.3%	1.7K	-74.2K	-561	0.00	114.26	10	0	182	178
2021-02-17	$15.98	$17.50	81.7%	23.4%	28.6%	36.4%	0.0%	26.8%	-20.4%	1.9K	-64.1K	-518	0.00	114.57	0	10	189	178
2021-02-18	$15.28	$17.50	118.2%	33.9%	30.9%	56.8%	98.2%	-29.9%	91.7%	-4.2K	-65.3K	-523	80.00	150.55	1	80	189	168
2021-02-19	$15.27	$17.50	72.2%	20.7%	25.9%	31.1%	58.7%	-7.8%	133.0%	1.3K	-30.0K	-455	0.00	120.52	0	35	190	143
2021-02-22	$15.91	$17.50	69.5%	19.9%	30.4%	29.6%	43.0%	26.4%	26.8%	1.3K	-25.7K	-515	0.00	112.73	13	0	146	124
2021-02-23	$15.41	$17.50	74.4%	21.3%	31.6%	32.3%	0.0%	5.0%	1.6%	1.1K	-7.9K	-495	0.00	118.75	0	0	159	124
2021-02-24	$15.43	$17.50	63.0%	18.1%	31.5%	25.9%	61.6%	19.3%	-1.7%	1.5K	-14.7K	-484	0.00	115.22	1	0	159	124
2021-02-25	$15.32	$17.50	69.1%	19.8%	30.2%	29.3%	83.5%	14.4%	4.5%	1.9K	-31.9K	-487	0.00	109.46	0	3	160	124
2021-02-26	$15.35	$17.50	79.1%	22.7%	30.0%	35.0%	0.0%	21.1%	1.5%	1.7K	-17.7K	-481	0.00	110.74	0	0	160	121