LMNR Options History — August 2021

In August 2021, LMNR traded between $16.24 and $18.08. ATM implied volatility averaged 50.5%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded above realized volatility by 22.0% (HV 20d: 28.5%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.59.

Notable Days

2021-08-25: Highest Volume — 70 contracts
2021-08-26: Largest IV drop — 27.9% change
2021-08-25: Highest IV Rank — 36.4%
2021-08-25: Largest Expected Move — 17.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.19	$16.24	$18.08	$17.94	$16.47
Max Pain	$18.86	$17.50	$20.00	$17.50	$17.50
ATM IV	50.5%	42.4%	59.9%	57.1%	45.8%
Expected Move	14.6%	12.2%	17.2%	16.4%	13.1%
HV 20d	28.5%	20.4%	34.9%	31.8%	28.5%
HV 60d	29.9%	29.1%	30.7%	29.1%	30.7%
IV Rank	26.1%	17.3%	36.4%	33.4%	21.0%
IV Percentile	39.2%	18.3%	71.8%	56.3%	27.4%
Term Structure	-3.9%	-14.3%	16.4%	-9.9%	-2.1%
VWIV	50.3%	34.7%	68.6%	43.4%	34.7%
Skew 25d	16.2%	-3.3%	40.3%	18.9%	10.8%
Skew 10d	14.7%	-12.4%	37.0%	12.7%	26.5%
Call IV 25d	44.6%	30.6%	63.5%	32.9%	45.9%
Put IV 25d	60.8%	42.5%	82.5%	51.9%	56.6%
Bid-Ask Spread %	111.24	88.09	127.83	127.11	88.09
Gamma HHI	0.55	0.39	0.73	0.54	0.40
Net GEX	4.1K	2.4K	5.1K	2.4K	4.7K
Net DEX	-84.8K	-121.0K	-44.7K	-81.1K	-88.4K
Net VEX	-689	-795	-566	-706	-693
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.59	0.00	20.00	0.00	0.40
Total Volume	7.182	0	70	1	7
Total OI	454.682	300	520	463	366

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
2021-08-02	$17.94	$17.50	57.1%	16.4%	31.8%	33.4%	0.0%	18.9%	-9.9%	2.4K	-81.1K	-706	0.00	127.11	1	0	168	295
2021-08-03	$18.08	$17.50	42.4%	12.2%	31.4%	17.3%	0.0%	10.6%	3.6%	4.7K	-108.7K	-795	0.00	110.76	0	0	217	295
2021-08-04	$17.36	$17.50	44.4%	12.7%	34.9%	19.4%	0.0%	22.8%	-0.1%	3.9K	-91.3K	-753	0.00	114.52	0	0	217	292
2021-08-05	$17.53	$20.00	54.4%	16.2%	34.6%	30.4%	0.0%	18.0%	-14.3%	3.4K	-101.2K	-767	0.00	113.61	5	0	217	292
2021-08-06	$17.49	$20.00	45.5%	13.2%	33.2%	20.7%	0.0%	28.1%	-0.7%	3.9K	-86.5K	-737	0.00	108.34	0	0	217	292
2021-08-09	$17.44	$20.00	47.4%	14.3%	33.0%	22.8%	0.0%	14.2%	-10.1%	4.1K	-87.1K	-725	0.00	96.36	4	0	222	292
2021-08-10	$17.54	$20.00	51.7%	15.3%	32.4%	27.5%	0.0%	28.5%	-7.1%	4.0K	-92.5K	-720	0.00	119.32	0	0	222	292
2021-08-11	$17.84	$20.00	52.4%	15.0%	32.7%	28.3%	0.0%	17.2%	-3.2%	5.1K	-100.2K	-728	0.00	123.87	0	0	226	292
2021-08-12	$17.69	$20.00	51.2%	14.7%	30.4%	26.9%	0.0%	15.0%	-8.0%	4.9K	-90.3K	-696	0.00	124.26	2	0	226	292
2021-08-13	$17.40	$20.00	50.5%	14.5%	30.8%	26.1%	43.4%	11.9%	-4.1%	4.3K	-90.5K	-713	0.00	124.17	6	0	226	292
2021-08-16	$17.12	$20.00	52.7%	15.1%	30.7%	28.5%	53.0%	23.5%	-4.3%	3.8K	-74.6K	-674	0.00	124.66	0	2	227	292
2021-08-17	$16.91	$20.00	50.5%	14.5%	23.1%	26.1%	51.2%	4.8%	-11.0%	3.3K	-70.0K	-652	0.00	102.31	1	0	227	292
2021-08-18	$16.94	$20.00	53.8%	15.4%	21.3%	29.7%	0.0%	9.8%	-4.1%	3.5K	-70.4K	-674	0.00	100.27	0	0	227	292
2021-08-19	$16.89	$20.00	57.3%	16.4%	20.4%	33.5%	60.5%	8.1%	-2.4%	3.6K	-64.4K	-642	0.00	97.19	2	0	228	292
2021-08-20	$16.91	$20.00	49.3%	14.1%	20.4%	24.8%	0.0%	0.9%	-13.4%	3.5K	-44.7K	-589	0.00	105.85	0	0	228	292
2021-08-23	$17.51	$17.50	53.7%	15.4%	24.0%	29.6%	53.7%	31.0%	-6.0%	4.9K	-92.5K	-632	0.00	116.24	21	0	218	82
2021-08-24	$17.07	$17.50	54.4%	15.6%	25.3%	30.3%	0.0%	18.4%	-8.8%	4.1K	-82.3K	-618	0.00	127.83	0	0	218	82
2021-08-25	$16.65	$17.50	59.9%	17.2%	26.4%	36.4%	0.0%	-3.3%	-1.4%	4.4K	-73.2K	-606	0.00	98.78	70	0	239	82
2021-08-26	$16.43	$17.50	43.2%	12.4%	26.6%	18.1%	0.0%	22.9%	-2.5%	4.3K	-63.1K	-566	0.00	106.82	12	0	239	82
2021-08-27	$16.66	$17.50	43.1%	12.4%	27.1%	18.1%	37.4%	40.3%	16.4%	4.4K	-121.0K	-777	0.33	118.48	3	1	269	82
2021-08-30	$16.24	$17.50	49.7%	14.3%	28.0%	25.3%	68.6%	3.0%	7.4%	4.5K	-92.8K	-692	20.00	98.34	1	20	281	82
2021-08-31	$16.47	$17.50	45.8%	13.1%	28.5%	21.0%	34.7%	10.8%	-2.1%	4.7K	-88.4K	-693	0.40	88.09	5	2	283	83