LMNR Options History — May 2022

In May 2022, LMNR traded between $10.68 and $12.00. ATM implied volatility averaged 67.2%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded above realized volatility by 37.1% (HV 20d: 30.1%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.93.

Notable Days

  • 2022-05-25: Highest Volume — 211 contracts
  • 2022-05-03: Largest IV spike — 61.8% change
  • 2022-05-06: Highest IV Rank — 46.5%
  • 2022-05-09: Largest Expected Move — 23.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.16$10.68$12.00$11.73$12.00
Max Pain$14.64$12.50$15.00$12.50$15.00
ATM IV67.2%36.0%97.2%50.9%43.3%
Expected Move18.4%10.3%23.9%14.6%12.4%
HV 20d30.1%23.3%34.0%23.3%34.0%
HV 60d40.0%38.3%40.9%38.3%40.9%
IV Rank26.8%6.2%46.5%16.1%11.1%
IV Percentile73.9%5.2%97.6%51.2%20.6%
Term Structure-2.7%-37.0%42.2%1.9%-7.2%
VWIV60.1%39.0%97.2%61.5%42.8%
Skew 25d15.0%-6.0%46.4%7.2%16.3%
Skew 10d42.7%-6.2%130.0%3.4%25.1%
Call IV 25d58.2%35.6%85.0%60.5%44.5%
Put IV 25d73.2%42.1%111.9%67.7%60.8%
Bid-Ask Spread %109.0696.52122.25114.3196.52
Gamma HHI0.490.420.660.420.64
Net GEX-5.5K-9.2K-3.2K-3.2K-8.7K
Net DEX218.5K107.2K276.7K107.2K191.4K
Net VEX-1.0K-1.2K-887-963-887
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.591.110.640.90
Total Volume195.905126211126211
Total OI715.19599750599733

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$11.73$12.5050.9%14.6%23.3%16.1%61.5%7.2%1.9%-3.2K107.2K-9630.64114.317749215384
2022-05-03$11.19$12.5082.4%23.6%26.4%36.8%67.2%7.1%-35.6%-3.2K145.7K-9761.11112.898898219386
2022-05-04$11.29$12.5055.1%15.8%27.3%18.8%75.3%46.4%3.6%-4.3K177.3K-1.1K0.59122.258852219438
2022-05-05$10.85$15.0088.5%22.1%28.9%40.9%66.7%10.2%-7.4%-4.1K189.7K-1.0K0.61111.1711268219438
2022-05-06$10.68$15.0097.2%17.1%28.8%46.5%66.8%10.8%0.9%-4.0K197.6K-1.1K1.07105.75100107218458
2022-05-09$10.84$15.0070.1%23.9%30.0%28.7%55.7%27.7%-37.0%-4.6K244.3K-1.1K1.01111.82100101220518
2022-05-10$10.91$15.0086.7%15.8%30.4%39.7%58.4%20.7%9.6%-5.4K264.9K-1.1K1.01108.46100101220519
2022-05-11$10.69$15.0053.7%15.4%29.7%17.9%51.8%8.7%4.2%-5.4K276.7K-1.0K0.95110.15106101220519
2022-05-12$10.81$15.0058.0%16.6%28.1%20.7%69.3%-3.7%2.1%-4.9K243.1K-1.1K0.95110.33106101231519
2022-05-13$11.02$15.0066.2%19.0%29.8%26.1%97.2%29.1%27.5%-4.5K189.9K-1.2K0.9597.68106101231518
2022-05-16$10.90$15.0077.0%22.1%29.0%33.3%64.1%14.0%-3.9%-5.8K261.7K-1.0K0.98106.40103101231518
2022-05-17$11.09$15.0074.0%21.2%30.8%31.3%59.0%17.6%-9.1%-5.7K229.3K-1.1K0.98115.93103101232518
2022-05-18$10.87$15.0070.1%20.1%31.0%28.7%71.2%13.0%-23.8%-5.9K273.7K-9820.98117.45103101232518
2022-05-19$11.06$15.0076.4%21.9%32.6%32.8%53.5%22.1%21.5%-5.4K231.8K-1.1K0.98110.97103101232518
2022-05-20$11.03$15.0076.3%21.9%31.1%32.8%48.6%26.2%-19.4%-5.5K257.7K-1.0K1.11105.7491101232518
2022-05-23$11.19$15.0071.6%20.5%30.5%29.7%50.7%13.2%-18.5%-6.0K246.6K-9700.98109.7110199207505
2022-05-24$11.25$15.0060.5%17.3%30.6%22.4%47.7%16.5%-24.9%-6.2K247.3K-9280.98103.7610199220505
2022-05-25$11.66$15.0051.7%14.8%33.6%16.6%53.1%-6.0%26.4%-7.2K191.0K-9680.90113.20111100220505
2022-05-26$11.68$15.0066.2%19.0%33.6%26.1%62.2%-3.8%-10.7%-6.7K217.9K-9750.90103.08111100230503
2022-05-27$11.67$15.0036.0%10.3%33.1%6.2%39.0%22.3%42.2%-9.2K202.8K-9020.90102.69111100230503
2022-05-31$12.00$15.0043.3%12.4%34.0%11.1%42.8%16.3%-7.2%-8.7K191.4K-8870.9096.52111100230503