LMNR Options History — May 2021

In May 2021, LMNR traded between $18.30 and $19.07. ATM implied volatility averaged 47.5%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 24.0% (HV 20d: 23.5%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 1.59.

Notable Days

2021-05-25: Highest Volume — 147 contracts
2021-05-11: Largest IV spike — 62.5% change
2021-05-28: Highest IV Rank — 24.0%
2021-05-28: Largest Expected Move — 17.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.63	$18.30	$19.07	$18.49	$18.70
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	47.5%	30.1%	59.5%	40.0%	59.5%
Expected Move	13.9%	8.6%	17.1%	11.5%	17.1%
HV 20d	23.5%	17.5%	30.4%	30.4%	22.6%
HV 60d	36.8%	35.4%	38.2%	38.2%	35.6%
IV Rank	17.3%	7.6%	24.0%	13.1%	24.0%
IV Percentile	21.1%	2.8%	52.0%	8.3%	52.0%
Term Structure	2.1%	-12.1%	22.1%	22.1%	-11.6%
VWIV	50.8%	39.7%	63.7%	43.2%	53.8%
Skew 25d	6.2%	-24.4%	22.8%	6.7%	-1.3%
Skew 10d	5.5%	-13.2%	31.6%	8.4%	-13.2%
Call IV 25d	44.3%	30.5%	55.6%	36.5%	55.6%
Put IV 25d	50.5%	29.7%	61.8%	43.2%	54.4%
Bid-Ask Spread %	108.36	93.64	122.66	115.93	100.37
Gamma HHI	0.34	0.29	0.41	0.41	0.29
Net GEX	3.4K	2.3K	4.3K	4.3K	2.3K
Net DEX	-116.2K	-145.1K	-79.3K	-113.6K	-96.0K
Net VEX	-627	-691	-569	-665	-637
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.59	0.00	6.00	6.00	0.00
Total Volume	12.2	0	147	14	1
Total OI	275.25	226	398	252	398

Daily Data (20 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
2021-05-03	$18.49	$17.50	40.0%	11.5%	30.4%	13.1%	43.2%	6.7%	22.1%	4.3K	-113.6K	-665	6.00	115.93	2	12	150	102
2021-05-04	$18.50	$17.50	52.5%	15.1%	30.3%	20.1%	0.0%	20.5%	2.8%	2.9K	-113.6K	-691	0.00	117.14	0	0	150	115
2021-05-05	$18.79	$17.50	30.1%	8.6%	29.2%	7.6%	63.7%	4.8%	10.2%	3.7K	-131.0K	-657	2.29	112.12	7	16	150	115
2021-05-06	$18.66	$17.50	34.9%	13.5%	29.5%	10.3%	0.0%	3.6%	0.5%	3.6K	-128.0K	-652	1.00	109.77	1	1	151	102
2021-05-07	$18.72	$17.50	38.7%	13.6%	28.3%	12.3%	0.0%	2.6%	1.4%	3.6K	-125.8K	-647	0.00	104.94	0	0	152	103
2021-05-10	$18.80	$17.50	35.1%	11.6%	28.2%	10.3%	0.0%	7.5%	-3.2%	4.0K	-129.5K	-639	0.00	93.64	0	2	152	103
2021-05-11	$18.45	$17.50	57.0%	14.2%	24.0%	22.6%	0.0%	11.9%	4.7%	3.6K	-109.9K	-665	0.00	101.52	0	0	152	105
2021-05-12	$18.40	$17.50	50.4%	14.5%	24.0%	18.9%	51.6%	15.7%	-4.8%	3.4K	-117.2K	-649	0.00	107.68	3	0	152	105
2021-05-13	$18.68	$17.50	54.8%	15.7%	20.7%	21.3%	0.0%	8.3%	-12.1%	3.4K	-128.3K	-591	0.00	114.23	0	11	152	105
2021-05-14	$19.07	$17.50	50.7%	14.5%	21.1%	19.1%	39.7%	-24.4%	-9.5%	4.1K	-138.5K	-588	0.50	122.66	2	1	152	106
2021-05-17	$18.85	$17.50	47.8%	13.7%	21.8%	17.4%	50.3%	6.1%	-6.7%	3.7K	-132.7K	-597	0.00	94.13	4	0	150	107
2021-05-18	$18.67	$17.50	56.5%	16.2%	19.8%	22.3%	0.0%	22.8%	-5.2%	3.4K	-123.1K	-595	0.00	109.00	0	0	149	107
2021-05-19	$18.52	$17.50	46.3%	13.3%	19.1%	16.6%	0.0%	8.3%	-0.3%	3.7K	-121.2K	-610	0.00	107.24	0	1	149	107
2021-05-20	$18.47	$17.50	43.3%	12.4%	17.5%	14.9%	0.0%	15.3%	4.0%	3.2K	-108.6K	-612	0.00	107.15	0	0	149	108
2021-05-21	$18.95	$17.50	44.4%	12.7%	19.0%	15.5%	47.8%	1.8%	14.2%	3.6K	-145.1K	-569	0.14	113.11	7	1	149	108
2021-05-24	$18.81	$17.50	51.7%	14.8%	19.4%	19.6%	55.4%	2.2%	17.0%	3.6K	-116.1K	-595	0.00	114.30	0	17	135	91
2021-05-25	$18.35	$17.50	58.4%	16.7%	21.9%	23.3%	57.8%	9.9%	10.0%	2.6K	-86.5K	-625	0.00	114.04	0	147	135	108
2021-05-26	$18.36	$17.50	48.6%	13.9%	21.7%	17.9%	45.1%	-6.6%	-3.4%	2.7K	-79.3K	-648	0.00	101.70	1	0	135	255
2021-05-27	$18.30	$17.50	49.3%	14.1%	21.5%	18.3%	53.8%	9.0%	12.3%	2.6K	-80.1K	-614	6.00	106.50	1	6	136	255
2021-05-28	$18.70	$17.50	59.5%	17.1%	22.6%	24.0%	0.0%	-1.3%	-11.6%	2.3K	-96.0K	-637	0.00	100.37	1	0	137	261