LMNR Options History — June 2021

In June 2021, LMNR traded between $17.64 and $20.35. ATM implied volatility averaged 43.9%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 14.5% (HV 20d: 29.4%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.30.

Notable Days

2021-06-08: Highest Volume — 168 contracts
2021-06-08: Largest IV spike — 56.9% change
2021-06-08: Highest IV Rank — 35.4%
2021-06-02: Largest Expected Move — 14.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.82	$17.64	$20.35	$19.09	$17.84
Max Pain	$17.73	$15.00	$20.00	$17.50	$17.50
ATM IV	43.9%	28.8%	80.0%	48.2%	39.0%
Expected Move	11.9%	8.3%	14.4%	13.8%	11.2%
HV 20d	29.4%	22.4%	33.8%	22.5%	32.6%
HV 60d	29.5%	27.6%	33.5%	33.5%	28.7%
IV Rank	15.3%	6.8%	35.4%	17.7%	12.5%
IV Percentile	17.0%	2.8%	83.7%	18.3%	11.9%
Term Structure	2.1%	-12.2%	37.5%	-6.2%	9.5%
VWIV	41.0%	26.0%	57.6%	57.6%	35.3%
Skew 25d	5.2%	-12.3%	26.8%	16.4%	-11.7%
Skew 10d	7.3%	-20.7%	28.1%	21.0%	-20.7%
Call IV 25d	40.8%	26.6%	54.4%	45.4%	54.4%
Put IV 25d	46.0%	31.4%	61.8%	61.8%	42.7%
Bid-Ask Spread %	103.22	93.83	115.29	105.88	103.34
Gamma HHI	0.42	0.29	0.71	0.30	0.37
Net GEX	4.6K	1.7K	11.9K	2.5K	2.6K
Net DEX	-128.3K	-268.7K	-33.0K	-122.2K	-55.0K
Net VEX	-558	-633	-461	-598	-572
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.30	0.00	1.67	0.67	0.00
Total Volume	22.318	0	168	0	1
Total OI	405.682	203	592	399	254

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
2021-06-01	$19.09	$17.50	48.2%	13.8%	22.5%	17.7%	0.0%	16.4%	-6.2%	2.5K	-122.2K	-598	0.00	105.88	0	0	138	261
2021-06-02	$19.10	$17.50	50.2%	14.4%	22.5%	18.8%	57.6%	9.3%	-11.5%	2.9K	-119.8K	-597	0.67	104.05	9	6	138	262
2021-06-03	$19.43	$20.00	53.0%	12.6%	22.6%	20.3%	47.3%	9.1%	4.0%	2.5K	-140.8K	-617	0.00	93.83	1	0	147	268
2021-06-04	$19.41	$20.00	46.7%	12.8%	22.4%	16.8%	0.0%	20.5%	-12.2%	2.6K	-149.2K	-568	0.00	103.52	0	0	147	268
2021-06-07	$19.29	$20.00	51.0%	11.2%	22.6%	19.2%	0.0%	11.8%	4.0%	2.5K	-140.1K	-566	0.00	93.94	31	0	147	268
2021-06-08	$20.35	$20.00	80.0%	13.4%	29.2%	35.4%	42.1%	17.5%	-3.3%	3.5K	-201.0K	-580	0.17	107.33	144	24	166	268
2021-06-09	$19.84	$15.00	45.1%	12.9%	30.0%	15.9%	45.1%	11.2%	-1.3%	11.9K	-268.7K	-633	0.36	101.78	33	12	290	288
2021-06-10	$19.51	$15.00	49.4%	14.2%	30.8%	18.3%	0.0%	26.8%	-9.8%	9.2K	-245.2K	-629	0.00	108.34	1	0	300	284
2021-06-11	$18.94	$17.50	47.6%	13.7%	32.5%	17.3%	0.0%	-5.3%	-5.2%	9.4K	-197.2K	-571	0.00	103.79	8	0	299	286
2021-06-14	$18.80	$17.50	44.9%	12.9%	31.7%	15.8%	0.0%	2.2%	1.4%	9.2K	-173.7K	-614	0.00	108.15	2	0	304	286
2021-06-15	$18.93	$17.50	45.1%	12.9%	31.5%	15.9%	0.0%	11.1%	7.0%	9.0K	-191.8K	-591	0.09	101.60	11	1	306	286
2021-06-16	$18.82	$17.50	34.6%	9.9%	31.4%	10.1%	0.0%	8.3%	14.0%	8.7K	-177.4K	-569	0.50	97.65	2	1	301	286
2021-06-17	$18.74	$17.50	39.8%	11.4%	31.3%	13.0%	0.0%	3.7%	-0.8%	8.1K	-175.7K	-509	0.00	102.32	0	0	301	284
2021-06-18	$18.30	$17.50	45.4%	13.0%	32.5%	16.1%	50.3%	5.3%	-0.0%	1.9K	-162.4K	-511	0.05	103.55	22	1	301	284
2021-06-21	$18.35	$17.50	31.9%	9.2%	31.0%	8.6%	35.9%	-3.8%	37.5%	1.7K	-39.2K	-497	0.00	104.81	3	0	113	90
2021-06-22	$18.43	$17.50	36.5%	10.5%	31.0%	11.1%	26.0%	10.1%	-0.2%	2.3K	-39.0K	-488	0.00	94.86	1	0	115	90
2021-06-23	$18.39	$17.50	28.8%	8.3%	29.7%	6.8%	32.7%	3.0%	12.7%	1.9K	-41.1K	-492	1.29	100.87	28	36	115	90
2021-06-24	$18.81	$17.50	43.9%	12.6%	30.8%	15.3%	43.9%	-0.9%	-6.0%	2.5K	-51.7K	-509	0.00	111.05	6	0	115	90
2021-06-25	$18.10	$17.50	34.4%	9.9%	33.8%	9.9%	36.9%	-10.1%	4.4%	1.9K	-33.0K	-461	0.00	101.65	21	0	120	90
2021-06-28	$17.96	$17.50	31.3%	9.0%	32.9%	8.2%	32.7%	-8.7%	12.7%	2.8K	-55.6K	-549	1.67	115.29	3	5	145	90
2021-06-29	$17.64	$17.50	39.1%	11.2%	32.2%	12.6%	46.9%	-12.3%	-4.1%	2.3K	-42.9K	-553	0.86	103.22	42	36	149	95
2021-06-30	$17.84	$17.50	39.0%	11.2%	32.6%	12.5%	35.3%	-11.7%	9.5%	2.6K	-55.0K	-572	0.00	103.34	1	0	158	96