LMNR Options History — December 2021

In December 2021, LMNR traded between $14.53 and $16.32. ATM implied volatility averaged 64.1%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 26.5% (HV 20d: 37.6%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 2.97.

Notable Days

  • 2021-12-29: Highest Volume — 283 contracts
  • 2021-12-09: Largest IV spike — 42.0% change
  • 2021-12-09: Highest IV Rank — 57.0%
  • 2021-12-31: Largest Expected Move — 21.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.30$14.53$16.32$15.12$15.00
Max Pain$15.50$15.00$17.50$15.00$15.00
ATM IV64.1%48.3%82.7%59.7%76.2%
Expected Move16.9%13.8%21.8%17.1%21.8%
HV 20d37.6%33.7%41.6%38.9%38.7%
HV 60d31.5%30.2%34.0%30.4%34.0%
IV Rank38.2%22.1%57.0%33.7%50.4%
IV Percentile76.1%44.0%94.8%75.4%90.5%
Term Structure-1.9%-24.9%59.7%-16.8%-2.8%
VWIV63.0%44.1%102.0%63.7%102.0%
Skew 25d12.5%-14.1%35.7%-14.1%35.7%
Skew 10d40.0%-10.2%116.1%-10.2%74.8%
Call IV 25d53.0%37.1%72.8%72.8%59.4%
Put IV 25d65.5%47.7%95.0%58.8%95.0%
Bid-Ask Spread %109.5597.17120.12117.57110.66
Gamma HHI0.300.240.410.270.30
Net GEX-2.3K-4.2K-1.0K-1.0K-3.2K
Net DEX14.3K-14.3K43.6K-4.3K22.2K
Net VEX-747-817-674-690-808
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.971.915.002.134.66
Total Volume189.182137283144283
Total OI451.455319499425480

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-12-01$15.12$15.0059.7%17.1%38.9%33.7%63.7%-14.1%-16.8%-1.0K-4.3K-6902.13117.574698200225
2021-12-02$14.95$15.0071.8%20.6%38.9%46.0%64.0%19.5%-13.8%-1.2K13.6K-7092.13114.894698200225
2021-12-03$15.11$15.0065.5%18.8%39.2%39.5%57.5%22.6%-4.3%-1.0K7.4K-7692.13120.124698200245
2021-12-06$15.20$0.0063.6%15.1%36.4%37.6%0.0%24.2%0.4%-1.5K8.7K-7601.98117.284691200265
2021-12-07$15.49$0.0048.3%14.4%37.2%22.1%49.6%13.0%1.4%-3.1K1.9K-7151.94107.164791200270
2021-12-08$15.61$17.5058.2%14.9%37.1%32.2%57.1%7.8%5.4%-1.8K-8.1K-7151.94114.144791201270
2021-12-09$15.60$17.5082.7%16.5%37.1%57.0%66.7%2.4%-0.8%-1.0K-10.9K-7092.36110.2047111201270
2021-12-10$15.47$17.5071.7%15.7%37.0%45.8%61.6%3.3%-1.8%-1.7K3.4K-7782.36111.6347111201291
2021-12-13$15.12$17.5082.6%16.2%37.4%56.9%57.2%10.0%-8.1%-2.8K16.9K-7152.43109.2746112201291
2021-12-14$14.80$15.0076.1%13.8%37.8%50.3%44.1%7.3%1.8%-4.2K43.6K-7402.43115.4346112201292
2021-12-15$14.88$15.0057.7%16.6%35.2%31.7%61.9%9.3%-7.1%-3.7K42.6K-7702.43116.7146112201292
2021-12-16$15.03$15.0056.6%16.2%35.5%30.5%53.3%18.4%59.7%-3.1K38.3K-7912.09117.434798201294
2021-12-17$15.29$15.0058.5%16.8%36.0%32.5%64.3%2.2%-3.1%-1.1K-1.9K-7611.91111.7055105202297
2021-12-20$14.53$15.0069.1%19.8%40.1%43.2%66.2%-0.5%-24.9%-1.8K37.4K-8162.52105.684010191249
2021-12-21$14.99$15.0053.5%15.3%41.6%27.4%53.3%4.8%-6.7%-2.2K41.0K-7222.04102.55459270249
2021-12-22$15.09$15.0057.5%16.5%40.8%31.4%58.8%9.6%8.3%-1.8K28.5K-7685.00105.754522577250
2021-12-23$15.28$15.0056.0%16.0%40.2%29.9%72.0%10.0%4.2%-3.8K34.9K-8174.50103.825022577383
2021-12-27$15.85$15.0067.8%19.4%39.7%41.9%66.2%18.4%-12.6%-3.8K19.1K-7814.5099.185022582383
2021-12-28$16.32$15.0053.3%15.3%34.1%27.2%65.4%16.6%-7.6%-2.4K-5.9K-7054.50100.365022582383
2021-12-29$15.99$15.0056.5%16.2%34.7%30.4%64.3%19.5%7.4%-2.0K-14.3K-6744.6697.175023382383
2021-12-30$15.81$15.0067.9%19.5%33.7%42.0%72.8%34.8%-19.4%-2.5K254-7244.66101.395023382393
2021-12-31$15.00$15.0076.2%21.8%38.7%50.4%102.0%35.7%-2.8%-3.2K22.2K-8084.66110.665023387393