LMNR Options History — July 2021

In July 2021, LMNR traded between $17.18 and $18.68. ATM implied volatility averaged 39.9%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 9.5% (HV 20d: 30.4%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.56.

Notable Days

2021-07-09: Highest Volume — 240 contracts
2021-07-06: Largest IV spike — 64.0% change
2021-07-21: Highest IV Rank — 30.5%
2021-07-21: Largest Expected Move — 13.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.77	$17.18	$18.68	$17.93	$17.85
Max Pain	$17.98	$17.50	$20.00	$17.50	$17.50
ATM IV	39.9%	26.5%	47.6%	27.8%	44.0%
Expected Move	11.6%	7.6%	13.6%	8.0%	12.6%
HV 20d	30.4%	23.4%	36.6%	31.9%	32.5%
HV 60d	28.1%	26.3%	29.6%	28.3%	29.1%
IV Rank	17.5%	5.6%	30.5%	6.2%	19.0%
IV Percentile	15.3%	2.0%	27.8%	2.4%	20.6%
Term Structure	3.5%	-11.9%	18.9%	10.9%	7.3%
VWIV	38.9%	28.0%	46.0%	28.0%	32.6%
Skew 25d	9.2%	-9.5%	23.8%	-9.5%	10.0%
Skew 10d	8.9%	-14.2%	71.7%	-14.2%	-1.7%
Call IV 25d	35.6%	21.8%	45.1%	38.8%	33.8%
Put IV 25d	44.7%	29.3%	63.4%	29.3%	43.8%
Bid-Ask Spread %	107.87	95.44	120.35	112.23	105.00
Gamma HHI	0.47	0.29	0.60	0.30	0.49
Net GEX	5.3K	1.8K	12.8K	2.3K	3.0K
Net DEX	-96.6K	-167.2K	-58.2K	-66.7K	-82.3K
Net VEX	-702	-781	-556	-556	-702
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.00	5.86	0.00	0.00
Total Volume	20.619	0	240	1	50
Total OI	431.143	255	561	255	458

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
2021-07-01	$17.93	$17.50	27.8%	8.0%	31.9%	6.2%	0.0%	-9.5%	10.9%	2.3K	-66.7K	-556	0.00	112.23	1	0	159	96
2021-07-02	$17.60	$17.50	26.5%	7.6%	32.3%	5.6%	28.0%	-3.8%	17.8%	1.8K	-58.2K	-579	0.10	110.36	21	2	159	96
2021-07-06	$17.36	$20.00	43.5%	13.3%	32.4%	15.0%	45.6%	18.3%	2.9%	3.6K	-70.0K	-650	0.71	113.68	7	5	184	98
2021-07-07	$17.42	$20.00	38.3%	11.1%	24.2%	12.1%	0.0%	1.1%	7.1%	4.2K	-70.7K	-627	0.00	117.61	1	0	191	101
2021-07-08	$17.18	$20.00	35.9%	11.4%	23.4%	10.8%	0.0%	-0.5%	4.4%	8.0K	-73.1K	-654	0.00	115.53	16	0	222	101
2021-07-09	$17.66	$20.00	34.0%	12.3%	26.2%	9.7%	46.0%	6.9%	-6.6%	10.3K	-114.0K	-644	5.86	98.30	35	205	220	101
2021-07-12	$17.82	$17.50	38.8%	11.8%	24.9%	12.4%	0.0%	9.2%	2.6%	12.8K	-151.1K	-781	0.00	99.60	0	0	255	304
2021-07-13	$17.48	$17.50	46.9%	11.0%	25.5%	17.0%	0.0%	9.8%	11.6%	11.1K	-119.2K	-768	0.00	103.00	1	0	255	304
2021-07-14	$17.34	$17.50	45.0%	12.9%	25.2%	15.9%	45.0%	16.2%	-11.9%	12.4K	-105.1K	-737	0.00	102.41	3	0	255	304
2021-07-15	$17.95	$17.50	41.6%	11.9%	28.8%	24.6%	0.0%	11.3%	5.5%	9.4K	-167.2K	-749	0.00	95.44	30	0	257	304
2021-07-16	$18.05	$17.50	40.2%	11.5%	28.9%	23.2%	38.2%	5.1%	0.2%	3.4K	-145.2K	-748	0.00	100.22	20	0	227	304
2021-07-19	$17.72	$17.50	34.1%	9.8%	28.4%	17.2%	36.6%	14.8%	17.2%	3.0K	-84.5K	-722	0.00	110.01	0	7	168	279
2021-07-20	$18.68	$17.50	40.7%	11.7%	34.4%	23.8%	0.0%	1.8%	-3.6%	3.7K	-115.3K	-755	0.00	103.61	20	0	168	286
2021-07-21	$18.13	$17.50	47.6%	13.6%	36.0%	30.5%	0.0%	8.2%	-8.4%	3.5K	-103.8K	-748	0.00	106.82	0	0	168	286
2021-07-22	$17.78	$17.50	46.2%	13.2%	36.6%	29.1%	0.0%	22.4%	-1.9%	3.1K	-87.6K	-729	0.00	113.67	0	4	168	286
2021-07-23	$17.78	$17.50	41.8%	12.0%	35.5%	24.8%	0.0%	16.4%	-3.8%	2.9K	-76.0K	-698	0.00	107.77	0	0	168	290
2021-07-26	$17.98	$17.50	39.6%	11.4%	33.2%	20.7%	0.0%	23.8%	18.9%	2.9K	-89.5K	-741	0.00	113.43	0	0	168	290
2021-07-27	$17.80	$17.50	40.9%	11.7%	33.3%	15.7%	0.0%	10.4%	4.9%	2.9K	-85.0K	-727	0.00	108.60	0	0	168	290
2021-07-28	$17.89	$17.50	43.6%	12.5%	32.6%	18.6%	0.0%	6.0%	-0.6%	3.0K	-84.1K	-718	0.00	107.72	0	0	168	290
2021-07-29	$17.76	$17.50	41.2%	11.8%	32.5%	16.0%	32.6%	14.6%	-1.6%	2.9K	-80.5K	-708	0.00	120.35	0	5	168	290
2021-07-30	$17.85	$17.50	44.0%	12.6%	32.5%	19.0%	0.0%	10.0%	7.3%	3.0K	-82.3K	-702	0.00	105.00	50	0	168	290