LMNR Options History — March 2022

In March 2022, LMNR traded between $12.64 and $14.98. ATM implied volatility averaged 63.7%, placing in the 37.8% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 23.4% (HV 20d: 40.4%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 1.95.

Notable Days

  • 2022-03-07: Highest Volume — 226 contracts
  • 2022-03-07: Largest IV spike — 39.6% change
  • 2022-03-07: Highest IV Rank — 82.7%
  • 2022-03-07: Largest Expected Move — 30.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.94$12.64$14.98$14.48$14.76
Max Pain$14.08$12.50$15.00$15.00$12.50
ATM IV63.7%46.9%107.9%62.0%51.2%
Expected Move17.5%9.8%30.9%17.8%9.8%
HV 20d40.4%20.1%55.4%26.6%55.4%
HV 60d36.6%32.3%39.8%32.3%38.5%
IV Rank37.8%20.6%82.7%36.0%25.1%
IV Percentile77.2%42.9%99.6%84.5%56.0%
Term Structure-7.2%-41.7%11.5%3.1%-12.8%
VWIV66.3%43.9%111.4%67.3%43.9%
Skew 25d8.9%-23.9%43.1%14.6%10.1%
Skew 10d22.3%-26.0%163.1%18.0%11.5%
Call IV 25d55.0%29.7%88.0%53.5%45.5%
Put IV 25d63.8%47.1%83.3%68.1%55.6%
Bid-Ask Spread %110.9692.64126.99113.36105.81
Gamma HHI0.290.250.410.300.26
Net GEX-2.3K-3.2K-1.6K-1.6K-2.0K
Net DEX27.9K-26.8K101.4K3.7K-26.8K
Net VEX-1.1K-1.2K-968-968-976
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.950.872.952.670.87
Total Volume150.6966522622488
Total OI543.783449596449535

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-03-01$14.48$15.0062.0%17.8%26.6%36.0%67.3%14.6%3.1%-1.6K3.7K-9682.67113.3661163168281
2022-03-02$14.88$15.0071.2%20.4%28.0%45.4%59.3%20.8%-9.9%-1.7K10.4K-1.2K2.67112.4761163168381
2022-03-03$14.98$15.0077.7%22.3%28.0%52.0%76.1%-9.5%4.3%-2.0K-6.4K-1.2K2.67106.9861163168382
2022-03-04$14.93$15.0077.3%22.2%21.9%51.6%81.3%8.0%-24.2%-1.6K-1.6K-1.2K2.67120.3761163168382
2022-03-07$14.81$15.00107.9%30.9%21.5%82.7%111.4%-7.5%11.5%-1.6K5.4K-1.2K2.90113.0158168168382
2022-03-08$14.61$15.0066.2%17.8%20.1%40.3%71.1%8.7%-7.6%-2.1K16.3K-1.1K2.90115.1158168168382
2022-03-09$14.66$15.0054.3%24.8%20.1%28.2%95.1%17.2%7.3%-2.0K12.8K-1.1K2.90101.7458168168382
2022-03-10$14.44$15.0055.6%17.9%20.9%29.5%75.2%1.8%6.3%-1.9K25.8K-1.2K2.9592.6457168168382
2022-03-11$12.98$15.0054.3%19.9%43.8%28.2%84.6%-23.9%-10.4%-2.7K88.9K-1.1K2.30108.523376170384
2022-03-14$12.64$15.0049.0%16.6%44.4%22.8%48.2%14.1%0.4%-3.0K101.4K-1.1K1.46103.485276172384
2022-03-15$12.80$15.0046.9%15.3%44.5%20.6%45.2%9.6%0.1%-2.9K80.7K-1.1K1.75103.794884192384
2022-03-16$13.32$15.0061.8%16.4%47.2%35.8%48.9%8.7%-3.3%-2.4K50.7K-1.2K1.7598.994884195394
2022-03-17$13.91$0.0070.2%16.4%49.9%44.3%0.0%28.7%-11.0%-2.4K22.7K-1.2K1.55116.3567104195394
2022-03-18$13.46$0.0057.2%13.6%51.1%31.1%0.0%11.7%-12.1%-2.3K27.7K-1.2K1.55126.9967104207389
2022-03-21$13.32$0.0077.3%14.9%51.2%51.6%0.0%-19.0%-24.3%-2.0K31.8K-1.1K1.89117.123668167341
2022-03-22$13.52$0.0059.8%17.0%50.8%33.8%64.3%4.2%3.8%-2.4K30.7K-1.1K1.70119.374678168341
2022-03-23$13.68$12.5055.3%15.0%51.1%29.2%57.7%-14.9%-12.7%-1.9K14.1K-1.1K1.70115.404678179351
2022-03-24$13.46$12.5072.2%18.2%50.9%46.4%81.6%43.1%-20.7%-2.7K36.7K-1.1K0.87123.524640179351
2022-03-25$13.75$12.5047.5%14.4%50.4%21.3%55.5%20.4%0.5%-3.1K23.0K-1.0K0.91113.524440179355
2022-03-28$13.59$12.5060.3%12.9%50.4%34.2%47.4%23.2%-15.4%-2.5K39.3K-1.2K0.91105.214440179355
2022-03-29$13.75$12.5075.9%14.7%50.7%50.1%62.0%33.3%-41.7%-2.8K28.4K-1.1K1.71105.642441179355
2022-03-30$13.81$12.5054.9%13.2%49.6%28.8%49.4%0.4%2.5%-3.2K26.6K-9901.71112.632441178357
2022-03-31$14.76$12.5051.2%9.8%55.4%25.1%43.9%10.1%-12.8%-2.0K-26.8K-9760.87105.814741178357