LMNR Options History — February 2022

In February 2022, LMNR traded between $13.90 and $14.74. ATM implied volatility averaged 58.6%, placing in the 32.6% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 29.1% (HV 20d: 29.5%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 1.12.

Notable Days

2022-02-16: Highest Volume — 138 contracts
2022-02-07: Largest IV spike — 62.2% change
2022-02-07: Highest IV Rank — 57.1%
2022-02-10: Largest Expected Move — 22.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.27	$13.90	$14.74	$14.72	$14.52
Max Pain	$15.26	$15.00	$17.50	$17.50	$15.00
ATM IV	58.6%	39.9%	82.8%	54.0%	65.2%
Expected Move	15.9%	11.4%	22.7%	15.5%	18.7%
HV 20d	29.5%	24.9%	32.7%	27.1%	26.9%
HV 60d	35.5%	32.3%	36.9%	36.2%	32.3%
IV Rank	32.6%	13.6%	57.1%	27.9%	39.2%
IV Percentile	66.1%	18.7%	96.8%	63.5%	86.9%
Term Structure	7.3%	-24.9%	92.9%	2.5%	7.6%
VWIV	58.5%	43.4%	80.6%	57.6%	72.7%
Skew 25d	19.0%	-13.6%	49.5%	-9.5%	35.8%
Skew 10d	38.3%	-22.2%	185.6%	-17.5%	40.7%
Call IV 25d	50.3%	37.2%	65.8%	65.8%	56.3%
Put IV 25d	69.3%	44.1%	103.8%	56.3%	92.1%
Bid-Ask Spread %	115.94	106.61	123.90	106.61	123.90
Gamma HHI	0.26	0.22	0.30	0.22	0.30
Net GEX	-1.4K	-2.1K	-810	-1.2K	-1.4K
Net DEX	18.0K	-3.0K	56.8K	14.6K	5.9K
Net VEX	-939	-1.0K	-778	-870	-991
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.12	0.93	1.38	1.00	1.07
Total Volume	122.368	108	138	108	126
Total OI	418.842	377	453	377	449

Daily Data (19 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
2022-02-01	$14.72	$17.50	54.0%	15.5%	27.1%	27.9%	57.6%	-9.5%	2.5%	-1.2K	14.6K	-870	1.00	106.61	54	54	129	248
2022-02-02	$14.74	$17.50	58.3%	16.7%	26.9%	32.2%	59.9%	-4.1%	-17.2%	-1.7K	7.2K	-778	1.04	114.77	54	56	130	250
2022-02-03	$14.07	$15.00	77.6%	16.4%	30.8%	51.8%	59.0%	-13.6%	2.4%	-810	-3.0K	-825	1.15	118.95	54	62	130	249
2022-02-04	$14.32	$15.00	51.0%	15.7%	31.9%	24.9%	50.9%	11.6%	6.1%	-1.4K	24.9K	-912	1.15	119.98	54	62	130	257
2022-02-07	$13.98	$15.00	82.8%	15.6%	32.6%	57.1%	51.8%	-1.6%	8.2%	-1.2K	26.9K	-888	1.15	120.94	54	62	130	257
2022-02-08	$14.02	$15.00	75.5%	17.0%	32.7%	49.8%	53.9%	-0.4%	8.5%	-1.3K	39.5K	-904	1.32	112.88	47	62	130	257
2022-02-09	$13.95	$15.00	69.2%	19.8%	32.5%	43.3%	62.2%	20.2%	-14.0%	-1.4K	28.4K	-879	1.38	119.14	47	65	132	258
2022-02-10	$13.90	$15.00	79.2%	22.7%	32.1%	53.5%	70.7%	22.0%	-24.9%	-1.7K	40.1K	-982	1.38	119.30	47	65	132	276
2022-02-11	$14.00	$15.00	59.4%	17.0%	32.3%	33.3%	61.8%	-2.9%	-13.9%	-2.1K	56.8K	-905	1.38	108.25	47	65	132	276
2022-02-14	$14.13	$15.00	58.1%	16.7%	30.6%	32.1%	53.4%	31.8%	-7.6%	-1.5K	35.9K	-920	0.96	109.37	68	65	145	276
2022-02-15	$14.16	$15.00	44.7%	12.8%	30.7%	18.4%	43.4%	26.1%	7.7%	-1.2K	10.7K	-969	0.96	113.92	68	65	172	276
2022-02-16	$14.29	$15.00	39.9%	11.4%	30.9%	13.6%	44.2%	30.0%	6.8%	-1.5K	9.7K	-964	1.03	115.32	68	70	172	276
2022-02-17	$14.31	$15.00	58.5%	16.8%	30.8%	32.4%	61.2%	28.6%	92.9%	-1.2K	10.3K	-1.0K	1.03	115.65	68	70	172	281
2022-02-18	$14.20	$15.00	44.7%	12.8%	27.2%	18.5%	57.5%	39.7%	12.8%	-1.3K	2.9K	-1.0K	1.11	115.96	63	70	172	281
2022-02-22	$14.51	$15.00	40.4%	11.6%	27.5%	14.0%	49.8%	42.6%	43.6%	-1.1K	8.6K	-1.0K	0.93	115.48	70	65	157	280
2022-02-23	$14.50	$15.00	55.2%	15.8%	25.2%	29.1%	61.5%	32.8%	5.5%	-1.0K	1.7K	-1.0K	1.07	116.09	61	65	167	281
2022-02-24	$14.22	$15.00	49.4%	14.2%	24.9%	23.2%	80.6%	49.5%	9.7%	-1.2K	16.4K	-977	1.07	122.29	61	65	168	281
2022-02-25	$14.64	$15.00	50.8%	14.6%	27.1%	24.7%	59.2%	21.6%	2.9%	-1.4K	3.8K	-995	1.07	113.97	61	65	168	281
2022-02-28	$14.52	$15.00	65.2%	18.7%	26.9%	39.2%	72.7%	35.8%	7.6%	-1.4K	5.9K	-991	1.07	123.90	61	65	168	281