LMNR Options History — March 2021

In March 2021, LMNR traded between $15.87 and $18.85. ATM implied volatility averaged 54.7%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 9.2% (HV 20d: 45.5%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 1.47.

Notable Days

2021-03-19: Highest Volume — 148 contracts
2021-03-10: Largest IV drop — 30.7% change
2021-03-01: Highest IV Rank — 40.0%
2021-03-01: Largest Expected Move — 25.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.24	$15.87	$18.85	$15.90	$17.51
Max Pain	$15.45	$15.00	$17.50	$17.50	$17.50
ATM IV	54.7%	31.7%	88.2%	88.2%	36.8%
Expected Move	14.9%	9.1%	25.3%	25.3%	10.5%
HV 20d	45.5%	32.2%	51.6%	32.8%	50.2%
HV 60d	41.9%	38.2%	44.2%	38.8%	42.1%
IV Rank	21.3%	8.4%	40.0%	40.0%	11.3%
IV Percentile	29.3%	2.0%	83.3%	83.3%	4.4%
Term Structure	0.6%	-27.8%	23.4%	-27.8%	14.5%
VWIV	44.4%	24.8%	71.0%	61.9%	30.5%
Skew 25d	10.5%	-7.4%	32.8%	32.8%	-7.4%
Skew 10d	7.6%	-15.3%	38.4%	3.1%	-11.7%
Call IV 25d	41.9%	29.9%	76.1%	52.8%	43.8%
Put IV 25d	52.4%	31.9%	87.3%	85.6%	36.4%
Bid-Ask Spread %	106.34	94.55	122.11	109.73	111.48
Gamma HHI	0.59	0.39	0.93	0.49	0.48
Net GEX	6.5K	1.8K	45.2K	1.8K	4.6K
Net DEX	-123.2K	-269.2K	-35.5K	-36.1K	-104.5K
Net VEX	-526	-644	-430	-481	-614
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.47	0.00	20.00	0.00	0.00
Total Volume	23.739	0	148	1	0
Total OI	283.609	174	356	281	233

Daily Data (23 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
2021-03-01	$15.90	$17.50	88.2%	25.3%	32.8%	40.0%	61.9%	32.8%	-27.8%	1.8K	-36.1K	-481	0.00	109.73	1	0	160	121
2021-03-02	$15.87	$17.50	75.5%	21.6%	32.2%	32.9%	71.0%	20.3%	3.9%	2.1K	-35.5K	-478	0.33	108.29	15	5	161	121
2021-03-03	$16.07	$17.50	82.8%	23.7%	32.4%	37.0%	0.0%	11.2%	-15.8%	2.4K	-50.5K	-504	0.00	122.11	0	0	175	126
2021-03-04	$15.88	$0.00	82.8%	18.1%	32.7%	37.0%	69.0%	5.0%	-16.3%	2.8K	-43.7K	-472	0.00	111.31	0	1	175	126
2021-03-05	$16.90	$15.00	63.6%	16.2%	39.3%	26.3%	0.0%	24.8%	-3.7%	4.8K	-111.0K	-488	1.10	101.01	10	11	175	127
2021-03-08	$18.11	$15.00	69.7%	15.4%	45.7%	29.7%	24.8%	5.6%	6.6%	5.8K	-197.6K	-450	1.00	106.14	1	1	185	116
2021-03-09	$18.51	$15.00	85.6%	18.2%	45.8%	38.6%	0.0%	14.4%	-14.0%	5.6K	-215.1K	-443	20.00	102.23	1	20	186	117
2021-03-10	$18.44	$15.00	59.3%	17.0%	45.8%	23.8%	0.0%	15.6%	-14.6%	4.6K	-198.8K	-441	3.00	107.12	2	6	186	128
2021-03-11	$18.00	$15.00	59.7%	17.1%	46.7%	24.1%	0.0%	6.1%	-11.9%	8.3K	-187.5K	-430	0.17	106.76	18	3	186	125
2021-03-12	$18.85	$15.00	53.6%	15.4%	48.9%	20.7%	50.6%	14.3%	-4.2%	7.3K	-269.2K	-456	0.05	101.98	60	3	202	125
2021-03-15	$18.17	$15.00	52.1%	14.9%	51.1%	19.8%	40.5%	10.1%	-13.5%	6.4K	-215.6K	-622	0.00	103.95	4	0	232	124
2021-03-16	$17.83	$15.00	49.5%	14.2%	51.6%	18.4%	0.0%	7.6%	3.4%	11.0K	-212.6K	-576	0.02	102.45	61	1	231	124
2021-03-17	$17.47	$15.00	48.3%	13.8%	51.4%	17.7%	39.2%	19.8%	6.1%	9.8K	-171.7K	-567	0.00	103.47	1	0	230	125
2021-03-18	$17.43	$15.00	55.2%	15.8%	48.1%	21.6%	55.0%	20.3%	-4.1%	45.2K	-142.9K	-558	0.50	107.11	90	45	231	125
2021-03-19	$17.20	$15.00	46.8%	13.4%	48.5%	16.9%	48.1%	8.4%	3.7%	2.5K	-61.7K	-489	0.49	94.55	99	49	231	125
2021-03-22	$17.22	$15.00	36.3%	10.4%	46.7%	11.0%	36.3%	5.1%	13.8%	3.1K	-86.2K	-486	0.00	102.34	11	0	132	42
2021-03-23	$16.39	$15.00	31.7%	9.1%	48.9%	8.4%	32.1%	9.2%	11.1%	2.6K	-63.4K	-516	0.00	110.59	11	0	143	58
2021-03-24	$16.45	$15.00	39.9%	11.4%	48.9%	13.0%	36.3%	1.6%	6.0%	2.8K	-68.5K	-556	1.00	112.36	1	1	153	58
2021-03-25	$16.59	$15.00	38.8%	11.1%	48.8%	12.4%	44.8%	7.1%	17.2%	3.1K	-74.1K	-554	0.20	113.02	5	1	154	59
2021-03-26	$17.28	$15.00	35.1%	10.1%	50.5%	10.4%	35.1%	1.8%	8.4%	4.2K	-93.3K	-641	0.00	99.87	2	0	159	69
2021-03-29	$17.37	$15.00	34.4%	9.9%	49.3%	10.0%	34.4%	3.6%	23.4%	4.6K	-102.2K	-644	0.00	105.82	5	0	161	69
2021-03-30	$17.09	$15.00	31.8%	9.1%	49.8%	8.5%	30.5%	3.4%	20.7%	4.4K	-91.0K	-624	0.00	102.12	0	1	163	69
2021-03-31	$17.51	$17.50	36.8%	10.5%	50.2%	11.3%	0.0%	-7.4%	14.5%	4.6K	-104.5K	-614	0.00	111.48	0	0	163	70