LMNR Options History — April 2021

In April 2021, LMNR traded between $17.00 and $18.32. ATM implied volatility averaged 43.5%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 7.6% (HV 20d: 35.9%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 316.84.

Notable Days

2021-04-15: Highest Volume — 3,712 contracts
2021-04-19: Largest IV spike — 52.2% change
2021-04-28: Highest IV Rank — 25.6%
2021-04-28: Largest Expected Move — 17.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.56	$17.00	$18.32	$17.29	$18.10
Max Pain	$16.07	$15.00	$17.50	$17.50	$17.50
ATM IV	43.5%	27.3%	62.4%	37.6%	45.0%
Expected Move	13.9%	8.9%	17.9%	10.8%	12.9%
HV 20d	35.9%	29.7%	50.2%	50.2%	29.7%
HV 60d	39.2%	38.0%	42.0%	42.0%	38.0%
IV Rank	15.1%	6.0%	25.6%	11.7%	15.8%
IV Percentile	14.9%	2.0%	52.8%	4.8%	10.3%
Term Structure	1.0%	-24.7%	28.7%	13.0%	-10.4%
VWIV	55.3%	40.6%	87.0%	48.2%	40.6%
Skew 25d	16.5%	-13.5%	40.3%	-13.5%	3.1%
Skew 10d	25.3%	-23.0%	39.9%	-23.0%	12.8%
Call IV 25d	36.5%	22.2%	48.9%	48.0%	31.6%
Put IV 25d	53.0%	34.5%	67.1%	34.5%	34.7%
Bid-Ask Spread %	112.95	101.11	129.29	107.98	129.29
Gamma HHI	0.48	0.33	0.86	0.50	0.35
Net GEX	5.4K	2.7K	24.4K	4.5K	3.5K
Net DEX	-98.8K	-136.8K	-72.0K	-96.4K	-104.5K
Net VEX	-597	-683	-539	-619	-671
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	316.84	0.00	3176.00	0.00	0.00
Total Volume	337.143	0	3,712	1	0
Total OI	234.619	207	254	233	252

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
2021-04-01	$17.29	$17.50	37.6%	10.8%	50.2%	11.7%	0.0%	-13.5%	13.0%	4.5K	-96.4K	-619	0.00	107.98	0	1	163	70
2021-04-05	$17.44	$15.00	31.9%	13.8%	45.4%	8.5%	48.2%	20.1%	5.6%	5.1K	-108.7K	-606	0.00	107.82	10	0	163	71
2021-04-06	$17.36	$15.00	38.2%	15.3%	37.7%	12.1%	41.9%	16.4%	0.1%	5.4K	-109.2K	-620	0.00	108.23	3	0	173	71
2021-04-07	$17.00	$15.00	27.3%	11.5%	37.2%	6.0%	0.0%	21.4%	8.6%	5.2K	-89.2K	-605	0.00	108.35	12	0	175	71
2021-04-08	$17.03	$15.00	27.9%	13.7%	37.3%	6.3%	0.0%	19.4%	1.4%	5.1K	-85.0K	-588	0.00	106.80	0	1	165	71
2021-04-09	$17.48	$15.00	31.3%	14.5%	37.9%	8.2%	0.0%	26.0%	-9.7%	6.0K	-103.0K	-574	0.00	108.11	5	0	165	71
2021-04-12	$17.42	$15.00	38.8%	16.7%	33.5%	12.4%	0.0%	16.7%	-3.5%	6.4K	-101.0K	-543	0.00	112.02	0	0	161	71
2021-04-13	$18.28	$15.00	56.9%	17.0%	35.9%	22.5%	62.3%	40.3%	-24.7%	5.4K	-130.5K	-559	0.93	111.21	54	50	161	71
2021-04-14	$18.32	$15.00	56.3%	16.1%	35.2%	22.2%	87.0%	30.4%	-13.5%	5.3K	-136.8K	-539	3176.00	110.29	1	3,176	165	72
2021-04-15	$17.70	$15.00	50.4%	14.5%	36.7%	18.9%	0.0%	18.6%	10.1%	8.2K	-116.2K	-544	308.33	119.53	12	3,700	165	72
2021-04-16	$17.53	$15.00	31.1%	8.9%	36.8%	8.1%	0.0%	11.5%	18.5%	24.4K	-118.2K	-577	0.00	107.70	4	0	178	72
2021-04-19	$17.59	$15.00	47.3%	13.6%	36.5%	17.2%	0.0%	30.3%	3.4%	3.3K	-101.8K	-582	0.00	106.77	0	0	144	63
2021-04-20	$17.16	$15.00	52.4%	15.0%	37.6%	20.0%	52.0%	9.4%	0.6%	2.8K	-75.3K	-542	0.00	107.80	0	1	144	63
2021-04-21	$17.54	$17.50	40.5%	11.6%	33.6%	13.4%	40.6%	13.0%	7.1%	3.1K	-87.0K	-549	0.00	101.11	5	0	144	64
2021-04-22	$17.22	$17.50	40.8%	11.7%	34.4%	13.5%	0.0%	12.0%	8.4%	3.3K	-85.3K	-566	0.00	105.15	1	0	149	64
2021-04-23	$17.44	$17.50	43.5%	12.5%	34.6%	15.0%	0.0%	8.9%	6.1%	3.7K	-97.6K	-554	0.00	106.23	0	40	149	64
2021-04-26	$17.52	$17.50	60.4%	17.3%	31.5%	24.5%	0.0%	11.4%	-8.5%	2.7K	-72.0K	-675	0.00	129.02	0	0	148	104
2021-04-27	$17.58	$17.50	45.4%	13.0%	31.5%	16.1%	0.0%	27.3%	28.7%	2.9K	-76.3K	-678	0.00	124.60	0	0	148	104
2021-04-28	$17.76	$17.50	62.4%	17.9%	31.0%	25.6%	0.0%	20.5%	-11.3%	2.9K	-84.3K	-672	0.00	127.98	2	0	148	104
2021-04-29	$17.94	$17.50	48.7%	14.0%	30.0%	17.9%	0.0%	3.6%	-8.5%	3.9K	-96.4K	-683	0.00	125.87	0	2	150	104
2021-04-30	$18.10	$17.50	45.0%	12.9%	29.7%	15.8%	0.0%	3.1%	-10.4%	3.5K	-104.5K	-671	0.00	129.29	0	0	150	102