LMNR Options History — November 2021

In November 2021, LMNR traded between $14.67 and $16.68. ATM implied volatility averaged 54.7%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 25.9% (HV 20d: 28.8%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 1.51.

Notable Days

2021-11-30: Highest Volume — 144 contracts
2021-11-26: Largest IV spike — 101.4% change
2021-11-26: Highest IV Rank — 100.0%
2021-11-26: Largest Expected Move — 35.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.89	$14.67	$16.68	$15.94	$14.67
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	54.7%	32.6%	125.0%	38.0%	69.2%
Expected Move	14.7%	9.3%	35.8%	10.9%	19.8%
HV 20d	28.8%	23.0%	37.7%	28.2%	37.0%
HV 60d	27.3%	26.2%	30.3%	26.4%	30.3%
IV Rank	30.1%	6.6%	100.0%	12.4%	43.3%
IV Percentile	48.0%	5.6%	100.0%	11.5%	86.5%
Term Structure	2.8%	-34.7%	23.6%	14.1%	-12.5%
VWIV	46.4%	34.4%	99.8%	48.2%	68.6%
Skew 25d	10.3%	-10.3%	55.2%	-7.8%	-10.3%
Skew 10d	15.7%	-0.8%	35.1%	21.8%	4.6%
Call IV 25d	40.6%	22.1%	66.9%	51.3%	66.9%
Put IV 25d	50.9%	36.4%	111.2%	43.5%	56.6%
Bid-Ask Spread %	113.28	82.19	128.43	108.65	118.93
Gamma HHI	0.30	0.24	0.34	0.30	0.24
Net GEX	837	-1.5K	2.3K	1.4K	-1.2K
Net DEX	-53.1K	-90.2K	21.4K	-60.9K	21.4K
Net VEX	-636	-761	-561	-660	-704
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.51	1.03	2.18	1.26	2.13
Total Volume	99.143	61	144	61	144
Total OI	377.429	346	422	352	422

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
2021-11-01	$15.94	$15.00	38.0%	10.9%	28.2%	12.4%	48.2%	-7.8%	14.1%	1.4K	-60.9K	-660	1.26	108.65	27	34	200	152
2021-11-02	$15.93	$15.00	50.1%	14.4%	27.5%	25.7%	49.0%	-1.0%	-8.3%	1.6K	-66.4K	-664	1.06	107.59	32	34	201	153
2021-11-03	$16.02	$15.00	56.7%	16.3%	23.1%	32.9%	45.2%	8.8%	-10.1%	1.8K	-66.7K	-573	1.03	114.17	33	34	193	153
2021-11-04	$16.07	$15.00	46.0%	13.4%	23.0%	21.2%	39.7%	9.5%	-2.2%	1.0K	-58.4K	-614	1.33	82.19	33	44	195	152
2021-11-05	$16.68	$15.00	70.1%	14.3%	26.4%	47.5%	39.0%	13.8%	1.5%	2.3K	-90.2K	-649	1.42	123.71	31	44	195	162
2021-11-08	$16.48	$15.00	92.2%	14.0%	26.8%	71.6%	37.6%	9.3%	23.6%	1.7K	-81.8K	-659	1.29	115.87	34	44	199	162
2021-11-09	$16.24	$15.00	58.1%	15.0%	27.0%	34.5%	38.8%	15.9%	-5.8%	1.9K	-78.8K	-613	1.07	117.87	41	44	199	162
2021-11-10	$16.17	$15.00	39.6%	11.3%	27.1%	14.2%	36.3%	17.7%	19.4%	2.1K	-87.6K	-656	1.32	117.71	41	54	205	162
2021-11-11	$15.97	$15.00	39.2%	11.2%	27.1%	13.8%	35.6%	3.5%	5.4%	784	-53.2K	-648	1.32	103.53	41	54	205	182
2021-11-12	$16.16	$15.00	38.2%	10.9%	27.3%	12.7%	34.4%	13.8%	19.4%	1.8K	-65.4K	-691	1.32	111.52	41	54	205	182
2021-11-15	$16.20	$15.00	42.1%	12.1%	26.8%	17.0%	37.9%	3.0%	13.9%	1.4K	-61.4K	-619	1.32	105.44	41	54	205	182
2021-11-16	$15.53	$15.00	54.0%	15.5%	30.6%	30.0%	43.9%	3.8%	-13.7%	-394	-38.7K	-605	1.32	108.16	41	54	205	182
2021-11-17	$15.45	$15.00	56.5%	16.2%	30.5%	32.6%	45.7%	1.2%	-28.8%	-123	-37.3K	-682	1.41	126.00	41	58	206	182
2021-11-18	$15.53	$15.00	39.6%	11.3%	30.6%	14.2%	40.8%	-2.5%	15.7%	-282	-31.9K	-561	1.41	119.43	41	58	206	182
2021-11-19	$15.59	$15.00	32.6%	9.3%	30.6%	6.6%	35.0%	14.3%	18.7%	377	-45.7K	-561	1.71	114.82	41	70	206	182
2021-11-22	$15.78	$15.00	43.1%	12.4%	28.2%	18.1%	46.6%	14.4%	23.4%	221	-40.0K	-571	1.97	107.39	34	67	185	172
2021-11-23	$16.12	$15.00	47.2%	13.5%	27.6%	22.5%	43.4%	17.8%	19.9%	857	-52.1K	-598	1.96	113.48	45	88	186	172
2021-11-24	$16.47	$15.00	62.1%	17.8%	28.2%	38.7%	66.9%	25.7%	-7.6%	1.5K	-73.8K	-761	1.98	121.24	45	89	198	212
2021-11-26	$15.76	$15.00	125.0%	35.8%	32.4%	100.0%	99.8%	55.2%	-34.7%	446	-44.8K	-633	1.98	128.43	45	89	198	213
2021-11-29	$14.85	$15.00	48.4%	13.9%	37.7%	22.2%	42.9%	10.3%	6.8%	-1.5K	-334	-635	2.18	112.80	45	98	198	213
2021-11-30	$14.67	$15.00	69.2%	19.8%	37.0%	43.3%	68.6%	-10.3%	-12.5%	-1.2K	21.4K	-704	2.13	118.93	46	98	198	224