LMNR Options History — October 2021

In October 2021, LMNR traded between $15.65 and $16.37. ATM implied volatility averaged 53.7%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 26.7% (HV 20d: 27.0%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.03.

Notable Days

2021-10-20: Highest Volume — 78 contracts
2021-10-08: Largest IV spike — 107.2% change
2021-10-04: Highest IV Rank — 80.9%
2021-10-04: Largest Expected Move — 16.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.96	$15.65	$16.37	$16.24	$16.37
Max Pain	$15.26	$15.00	$17.50	$15.00	$15.00
ATM IV	53.7%	35.8%	100.7%	55.9%	57.0%
Expected Move	13.7%	11.5%	16.9%	16.0%	16.3%
HV 20d	27.0%	24.1%	28.5%	25.7%	26.8%
HV 60d	26.9%	25.3%	29.3%	28.8%	25.9%
IV Rank	29.6%	10.1%	80.9%	32.0%	33.2%
IV Percentile	47.6%	8.7%	98.8%	61.5%	67.5%
Term Structure	-4.1%	-33.3%	15.6%	15.6%	-29.9%
VWIV	43.0%	27.9%	64.7%	41.1%	44.3%
Skew 25d	3.7%	-17.0%	31.9%	31.9%	-16.0%
Skew 10d	15.2%	-21.5%	43.3%	43.3%	36.7%
Call IV 25d	42.3%	29.0%	57.9%	40.1%	47.8%
Put IV 25d	46.0%	27.9%	72.1%	72.1%	31.8%
Bid-Ask Spread %	109.95	100.16	124.24	116.96	120.38
Gamma HHI	0.30	0.28	0.34	0.29	0.32
Net GEX	1.1K	-950	2.4K	1.4K	2.4K
Net DEX	-67.4K	-92.3K	-49.2K	-74.1K	-89.9K
Net VEX	-686	-724	-578	-698	-651
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.03	0.00	2.00	0.00	1.31
Total Volume	28.048	0	78	6	60
Total OI	359.19	308	382	370	352

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
2021-10-01	$16.24	$15.00	55.9%	16.0%	25.7%	32.0%	41.1%	31.9%	15.6%	1.4K	-74.1K	-698	0.00	116.96	6	0	207	163
2021-10-04	$16.06	$0.00	100.7%	16.9%	25.8%	80.9%	64.7%	2.8%	-6.9%	1.5K	-63.1K	-633	2.00	124.24	3	6	207	163
2021-10-05	$16.32	$0.00	51.2%	13.5%	24.1%	26.9%	49.2%	-3.0%	-10.4%	871	-80.9K	-712	1.00	106.77	1	1	208	163
2021-10-06	$15.66	$17.50	58.2%	14.2%	28.4%	34.5%	48.0%	11.9%	-9.7%	-378	-51.3K	-724	0.00	100.63	0	10	209	161
2021-10-07	$15.79	$17.50	35.8%	13.3%	28.5%	10.1%	0.0%	6.4%	-1.3%	-950	-56.8K	-712	0.00	101.91	0	0	210	161
2021-10-08	$15.78	$15.00	74.2%	15.0%	28.5%	52.0%	0.0%	17.0%	-6.0%	338	-51.3K	-720	0.00	102.42	0	0	210	163
2021-10-11	$15.72	$15.00	72.0%	12.8%	28.4%	49.6%	0.0%	-4.0%	6.9%	-159	-56.2K	-709	0.00	104.04	0	2	210	163
2021-10-12	$15.95	$15.00	76.5%	13.1%	28.5%	54.5%	0.0%	4.5%	-0.4%	-57	-62.3K	-665	0.00	100.55	8	0	210	163
2021-10-13	$15.93	$15.00	47.7%	13.7%	28.4%	23.1%	0.0%	10.3%	0.7%	899	-58.0K	-695	0.00	109.28	0	1	210	165
2021-10-14	$16.13	$15.00	43.1%	12.4%	26.4%	18.1%	0.0%	16.0%	14.2%	2.0K	-92.3K	-703	0.00	112.87	0	3	216	165
2021-10-15	$16.24	$15.00	53.0%	15.2%	26.4%	28.9%	47.0%	13.2%	-11.5%	2.0K	-84.7K	-709	1.00	111.20	15	15	216	166
2021-10-18	$16.01	$15.00	49.0%	14.1%	27.0%	24.6%	0.0%	2.9%	-33.3%	1.8K	-71.9K	-637	0.00	113.88	0	0	181	127
2021-10-19	$15.82	$15.00	42.6%	12.2%	27.4%	17.5%	40.3%	-3.3%	4.4%	1.6K	-67.1K	-700	1.00	105.28	1	1	196	142
2021-10-20	$15.70	$15.00	45.6%	13.1%	27.6%	20.8%	48.6%	3.9%	10.0%	1.4K	-60.8K	-710	0.95	100.16	40	38	197	146
2021-10-21	$15.73	$15.00	41.7%	12.0%	25.9%	16.6%	45.8%	8.4%	13.5%	1.2K	-59.5K	-724	0.85	102.49	40	34	197	151
2021-10-22	$15.65	$15.00	39.9%	11.5%	24.5%	14.6%	43.1%	-2.1%	5.1%	844	-49.2K	-698	1.36	103.90	25	34	195	152
2021-10-25	$16.20	$15.00	40.0%	11.5%	26.7%	14.7%	27.9%	-0.9%	-6.3%	1.7K	-69.7K	-578	1.36	116.73	25	34	195	152
2021-10-26	$15.78	$15.00	49.7%	14.3%	28.2%	25.3%	41.2%	-17.0%	-12.3%	1.6K	-73.0K	-719	1.17	112.55	29	34	195	152
2021-10-27	$16.00	$15.00	45.5%	13.1%	27.8%	20.7%	30.9%	-2.0%	-13.0%	1.7K	-68.6K	-654	1.17	120.99	29	34	200	152
2021-10-28	$16.10	$15.00	48.4%	13.9%	26.1%	23.9%	29.7%	-4.2%	-15.1%	1.8K	-73.5K	-663	1.31	121.66	26	34	200	152
2021-10-29	$16.37	$15.00	57.0%	16.3%	26.8%	33.2%	44.3%	-16.0%	-29.9%	2.4K	-89.9K	-651	1.31	120.38	26	34	200	152