LMNR Options History — January 2022

In January 2022, LMNR traded between $14.94 and $16.09. ATM implied volatility averaged 54.1%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 14.9% (HV 20d: 39.1%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 2.83.

Notable Days

2022-01-11: Highest Volume — 261 contracts
2022-01-21: Largest IV spike — 54.2% change
2022-01-21: Highest IV Rank — 42.8%
2022-01-21: Largest Expected Move — 19.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.51	$14.94	$16.09	$15.71	$14.94
Max Pain	$17.50	$15.00	$20.00	$15.00	$17.50
ATM IV	54.1%	40.3%	68.6%	66.8%	54.5%
Expected Move	15.4%	11.1%	19.7%	19.2%	15.6%
HV 20d	39.1%	31.9%	42.2%	42.0%	31.9%
HV 60d	35.5%	35.0%	36.3%	35.3%	36.1%
IV Rank	27.9%	13.9%	42.8%	40.9%	28.4%
IV Percentile	58.3%	20.2%	86.1%	82.5%	64.7%
Term Structure	2.8%	-24.3%	18.8%	-24.3%	-1.1%
VWIV	47.4%	30.1%	70.9%	69.3%	48.2%
Skew 25d	9.5%	-39.6%	32.0%	14.5%	6.1%
Skew 10d	17.9%	-30.9%	55.2%	47.2%	12.0%
Call IV 25d	47.5%	33.8%	92.5%	57.6%	44.3%
Put IV 25d	57.0%	38.0%	74.1%	72.0%	50.4%
Bid-Ask Spread %	109.19	96.12	123.79	106.15	114.18
Gamma HHI	0.36	0.22	0.73	0.29	0.22
Net GEX	-3.9K	-11.4K	-607	-3.0K	-848
Net DEX	22.8K	-9.1K	73.2K	797	555
Net VEX	-756	-903	-621	-709	-854
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.83	0.92	6.81	4.40	0.92
Total Volume	173.1	99	261	259	113
Total OI	567.75	328	732	486	377

Daily Data (20 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
2022-01-03	$15.71	$15.00	66.8%	19.2%	42.0%	40.9%	69.3%	14.5%	-24.3%	-3.0K	797	-709	4.40	106.15	48	211	87	399
2022-01-04	$15.82	$15.00	62.3%	17.9%	42.0%	36.3%	64.9%	12.6%	-9.1%	-2.6K	5.6K	-789	6.03	98.06	35	211	90	509
2022-01-05	$15.86	$15.00	62.5%	17.9%	41.5%	36.5%	70.9%	9.4%	5.9%	-2.5K	793	-765	6.81	109.06	31	211	92	509
2022-01-06	$15.75	$20.00	60.5%	11.1%	41.5%	34.5%	30.1%	-0.7%	15.7%	-3.6K	5.4K	-621	6.81	108.03	31	211	84	509
2022-01-07	$15.70	$20.00	45.0%	19.5%	41.5%	18.7%	31.0%	30.9%	-0.2%	-1.8K	14.7K	-776	5.02	113.29	41	206	85	509
2022-01-10	$15.74	$20.00	59.9%	18.6%	41.4%	33.9%	48.7%	20.0%	0.2%	-4.3K	24.0K	-789	1.46	123.79	89	130	87	519
2022-01-11	$15.80	$17.50	61.4%	13.0%	40.4%	35.4%	56.7%	5.4%	5.1%	-5.1K	54.1K	-842	1.72	111.51	96	165	127	602
2022-01-12	$15.91	$17.50	47.3%	13.6%	39.5%	21.1%	33.3%	10.5%	-3.4%	-4.0K	21.6K	-764	2.75	103.68	60	165	145	587
2022-01-13	$15.66	$17.50	49.2%	14.1%	40.1%	23.0%	45.3%	2.0%	18.8%	-5.3K	46.0K	-752	4.02	106.23	41	165	126	587
2022-01-14	$15.11	$17.50	40.3%	11.5%	42.2%	13.9%	31.0%	12.8%	5.6%	-6.7K	73.2K	-782	2.66	96.12	41	109	126	587
2022-01-18	$15.11	$17.50	42.8%	12.3%	41.7%	16.5%	37.3%	4.1%	5.2%	-9.9K	70.6K	-691	1.83	105.70	41	75	126	580
2022-01-19	$15.13	$17.50	46.3%	13.3%	37.2%	20.0%	35.7%	6.6%	13.4%	-11.0K	72.9K	-710	2.00	103.21	41	82	126	591
2022-01-20	$15.23	$17.50	44.5%	12.8%	35.7%	18.2%	41.2%	4.6%	17.1%	-11.4K	54.0K	-699	2.21	105.90	34	75	126	580
2022-01-21	$15.78	$17.50	68.6%	19.7%	37.7%	42.8%	45.9%	27.9%	5.6%	-1.8K	3.5K	-701	1.78	116.16	49	87	123	582
2022-01-24	$16.09	$17.50	49.4%	14.1%	38.0%	23.2%	51.5%	3.1%	4.6%	-1.0K	6.4K	-701	2.30	106.02	30	69	78	258
2022-01-25	$15.54	$17.50	56.4%	16.2%	38.0%	30.3%	51.1%	21.2%	14.1%	-1.2K	13.3K	-704	1.06	116.11	63	67	80	248
2022-01-26	$15.19	$17.50	55.6%	15.9%	37.0%	29.5%	48.3%	32.0%	-2.9%	-1.5K	6.1K	-693	0.92	116.81	59	54	113	249
2022-01-27	$15.01	$17.50	55.4%	15.9%	36.6%	29.3%	42.6%	6.9%	-16.0%	-767	-7.8K	-875	0.92	112.77	59	54	129	247
2022-01-28	$15.15	$17.50	52.5%	15.1%	36.7%	26.4%	64.1%	-39.6%	2.5%	-607	-9.1K	-903	0.92	111.03	59	54	129	247
2022-01-31	$14.94	$17.50	54.5%	15.6%	31.9%	28.4%	48.2%	6.1%	-1.1%	-848	555	-854	0.92	114.18	59	54	129	248