LMNR Options History — April 2022

In April 2022, LMNR traded between $11.95 and $14.07. ATM implied volatility averaged 68.9%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 25.6% (HV 20d: 43.3%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.05.

Notable Days

2022-04-25: Highest Volume — 153 contracts
2022-04-13: Largest IV drop — 76.0% change
2022-04-11: Highest IV Rank — 100.0%
2022-04-27: Largest Expected Move — 17.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.26	$11.95	$14.07	$14.07	$11.95
Max Pain	$12.50	$12.50	$12.50	$12.50	$12.50
ATM IV	68.9%	40.2%	178.3%	47.6%	51.5%
Expected Move	14.2%	10.3%	17.6%	10.3%	14.8%
HV 20d	43.3%	26.9%	58.5%	57.9%	26.9%
HV 60d	39.5%	38.3%	40.1%	39.7%	39.2%
IV Rank	34.0%	9.0%	100.0%	21.4%	16.5%
IV Percentile	61.3%	13.9%	100.0%	42.5%	53.6%
Term Structure	-3.0%	-19.5%	12.5%	-4.0%	0.0%
VWIV	49.2%	38.6%	65.1%	52.0%	65.1%
Skew 25d	6.9%	-8.2%	19.3%	14.5%	3.1%
Skew 10d	11.1%	-11.9%	37.9%	-0.8%	-0.3%
Call IV 25d	46.3%	36.9%	65.6%	52.8%	65.6%
Put IV 25d	53.2%	35.0%	68.7%	67.3%	68.7%
Bid-Ask Spread %	112.33	100.60	123.00	109.96	115.40
Gamma HHI	0.35	0.27	0.44	0.30	0.44
Net GEX	-2.4K	-3.5K	-1.8K	-1.8K	-3.5K
Net DEX	33.6K	-11.6K	117.0K	-5.5K	117.0K
Net VEX	-1.1K	-1.2K	-1.0K	-1.0K	-1.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.05	0.49	6.00	0.66	0.54
Total Volume	96.9	14	153	103	139
Total OI	570.8	542	597	542	597

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
2022-04-01	$14.07	$12.50	47.6%	10.3%	57.9%	21.4%	52.0%	14.5%	-4.0%	-1.8K	-5.5K	-1.0K	0.66	109.96	62	41	185	357
2022-04-04	$13.73	$12.50	53.1%	17.4%	58.4%	26.9%	64.1%	17.7%	-14.0%	-2.4K	18.6K	-1.1K	0.75	105.89	61	46	186	357
2022-04-05	$13.55	$12.50	87.1%	13.3%	58.4%	61.5%	46.4%	4.4%	2.2%	-2.6K	32.1K	-1.1K	0.75	107.28	61	46	194	357
2022-04-06	$13.60	$12.50	106.6%	13.1%	58.4%	81.3%	44.6%	3.5%	-4.8%	-2.3K	22.9K	-1.1K	0.64	114.08	72	46	194	359
2022-04-07	$13.35	$12.50	70.8%	13.8%	58.5%	45.0%	48.7%	9.2%	-2.6%	-2.1K	18.4K	-1.2K	0.64	108.60	72	46	214	359
2022-04-08	$13.35	$12.50	88.3%	13.1%	44.2%	62.7%	45.5%	2.5%	-1.7%	-2.3K	18.4K	-1.1K	0.84	109.76	44	37	214	361
2022-04-11	$13.35	$12.50	150.9%	16.0%	42.9%	100.0%	50.5%	16.2%	-10.3%	-2.0K	20.0K	-1.1K	0.84	116.40	44	37	214	362
2022-04-12	$13.47	$12.50	178.3%	15.8%	42.8%	100.0%	51.8%	19.3%	-8.2%	-1.8K	14.1K	-1.1K	0.80	112.64	46	37	214	362
2022-04-13	$13.79	$12.50	42.8%	12.3%	41.3%	10.7%	42.4%	1.2%	0.4%	-2.4K	9.8K	-1.2K	0.80	110.57	46	37	219	362
2022-04-14	$13.82	$12.50	54.5%	15.6%	38.3%	18.5%	51.0%	10.3%	-5.8%	-2.6K	3.5K	-1.1K	0.66	110.27	56	37	219	362
2022-04-18	$13.92	$12.50	40.2%	11.5%	36.3%	9.0%	39.6%	4.0%	6.9%	-1.9K	-11.6K	-1.1K	1.09	100.60	34	37	200	362
2022-04-19	$13.74	$12.50	54.2%	15.5%	36.5%	18.2%	43.8%	0.4%	-19.5%	-1.8K	-7.1K	-1.1K	1.09	118.73	34	37	200	362
2022-04-20	$13.61	$12.50	50.6%	14.5%	36.3%	15.9%	45.8%	-7.2%	-16.8%	-2.3K	1.9K	-1.1K	1.06	111.22	35	37	200	362
2022-04-21	$13.52	$12.50	47.1%	13.5%	36.1%	13.5%	38.6%	6.7%	-5.2%	-2.2K	9.3K	-1.1K	1.09	113.40	35	38	201	362
2022-04-22	$13.03	$12.50	50.0%	14.3%	38.0%	15.5%	49.7%	10.4%	10.5%	-2.7K	48.2K	-1.1K	1.21	110.81	38	46	201	363
2022-04-25	$12.59	$12.50	45.3%	13.0%	38.7%	12.4%	44.6%	2.8%	12.5%	-2.6K	90.4K	-1.1K	0.55	118.98	99	54	214	367
2022-04-26	$12.41	$12.50	52.9%	15.2%	38.8%	17.4%	47.9%	18.1%	0.1%	-2.9K	76.8K	-1.0K	0.49	113.27	99	49	214	373
2022-04-27	$12.26	$12.50	61.3%	17.6%	38.4%	22.9%	60.7%	-8.2%	-5.0%	-2.7K	87.3K	-1.1K	6.00	123.00	2	12	215	375
2022-04-28	$12.16	$12.50	44.3%	12.7%	38.2%	11.7%	51.4%	9.6%	4.1%	-3.5K	107.7K	-1.1K	0.54	115.76	90	49	215	382
2022-04-29	$11.95	$12.50	51.5%	14.8%	26.9%	16.5%	65.1%	3.1%	0.0%	-3.5K	117.0K	-1.0K	0.54	115.40	90	49	215	382