LMNR Options History — June 2022

In June 2022, LMNR traded between $10.90 and $14.72. ATM implied volatility averaged 57.3%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded below realized volatility by 12.8% (HV 20d: 70.1%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 2.30.

Notable Days

2022-06-08: Highest Volume — 570 contracts
2022-06-16: Largest IV spike — 61.3% change
2022-06-16: Highest IV Rank — 35.4%
2022-06-16: Largest Expected Move — 23.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.39	$10.90	$14.72	$11.48	$14.06
Max Pain	$14.29	$12.50	$15.00	$15.00	$15.00
ATM IV	57.3%	31.8%	80.3%	68.2%	66.3%
Expected Move	16.0%	9.1%	23.0%	19.6%	19.0%
HV 20d	70.1%	31.9%	82.9%	33.5%	81.3%
HV 60d	52.1%	37.5%	56.3%	41.7%	53.8%
IV Rank	20.3%	3.5%	35.4%	27.5%	26.2%
IV Percentile	58.1%	2.0%	93.7%	81.0%	78.6%
Term Structure	-3.1%	-31.6%	24.5%	24.5%	-6.5%
VWIV	59.5%	46.0%	84.7%	73.0%	84.7%
Skew 25d	5.8%	-17.7%	65.8%	8.1%	-14.5%
Skew 10d	15.9%	-32.3%	258.0%	20.9%	-5.3%
Call IV 25d	54.1%	29.0%	72.0%	58.7%	70.2%
Put IV 25d	59.9%	45.5%	98.9%	66.8%	55.7%
Bid-Ask Spread %	102.92	83.79	124.46	99.56	124.46
Gamma HHI	0.46	0.30	0.63	0.51	0.46
Net GEX	-3.1K	-6.5K	519	-6.4K	-1.0K
Net DEX	13.0K	-125.2K	270.8K	222.4K	-53.6K
Net VEX	-918	-1.2K	-755	-930	-964
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.30	0.50	3.62	0.93	2.64
Total Volume	365.714	162	570	208	368
Total OI	784.952	542	1,060	733	565

Daily Data (21 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
2022-06-01	$11.48	$15.00	68.2%	19.6%	33.5%	27.5%	73.0%	8.1%	24.5%	-6.4K	222.4K	-930	0.93	99.56	108	100	230	503
2022-06-02	$11.14	$12.50	76.8%	14.1%	35.1%	33.1%	52.6%	-0.0%	-0.1%	-5.9K	252.1K	-804	1.02	95.57	108	110	239	500
2022-06-03	$11.00	$12.50	60.5%	20.4%	32.3%	22.4%	53.2%	47.9%	19.8%	-5.5K	254.2K	-853	0.50	113.89	108	54	239	500
2022-06-06	$10.90	$12.50	57.0%	11.5%	31.9%	20.1%	46.0%	-1.1%	10.1%	-6.2K	270.8K	-755	0.87	105.42	105	91	239	509
2022-06-07	$11.41	$15.00	67.8%	19.6%	35.4%	27.2%	65.7%	-13.6%	-26.7%	-6.5K	243.0K	-895	1.70	84.24	131	223	265	533
2022-06-08	$13.94	$12.50	57.7%	16.5%	78.7%	20.5%	70.3%	-17.7%	-0.4%	-4.9K	-52.1K	-1.1K	1.31	103.46	247	323	309	602
2022-06-09	$14.30	$12.50	58.5%	16.8%	77.8%	21.1%	56.9%	12.2%	0.1%	519	-125.2K	-980	1.81	83.79	174	315	348	704
2022-06-10	$13.81	$12.50	42.6%	12.2%	79.8%	10.6%	52.3%	5.9%	5.1%	-4.4K	-46.9K	-1.2K	1.70	87.31	179	305	340	707
2022-06-13	$13.56	$15.00	55.1%	15.8%	80.4%	18.8%	50.8%	-0.2%	0.4%	-5.9K	14.4K	-1.1K	2.15	96.10	142	305	332	717
2022-06-14	$14.23	$15.00	31.8%	9.1%	81.1%	3.5%	55.3%	65.8%	14.9%	-3.9K	-103.2K	-956	3.30	106.62	94	310	333	727
2022-06-15	$13.87	$15.00	49.8%	14.3%	82.2%	15.3%	62.1%	1.1%	-3.6%	-4.8K	-45.3K	-991	3.20	96.37	97	310	327	727
2022-06-16	$13.62	$15.00	80.3%	23.0%	82.2%	35.4%	72.6%	22.7%	-31.6%	-1.5K	-23.5K	-788	3.16	93.70	97	307	327	727
2022-06-17	$13.55	$15.00	62.5%	17.9%	82.3%	23.7%	56.3%	17.2%	-24.7%	-1.5K	-20.7K	-1.0K	3.13	101.07	97	304	327	727
2022-06-21	$13.86	$15.00	52.3%	15.0%	82.3%	17.0%	56.1%	-3.9%	-10.3%	-1.9K	-14.5K	-978	3.62	107.55	79	286	178	364
2022-06-22	$14.13	$15.00	44.5%	12.8%	82.3%	11.9%	47.7%	8.8%	-7.1%	-2.0K	-56.1K	-854	3.42	116.06	81	277	189	354
2022-06-23	$14.23	$15.00	63.8%	18.3%	82.3%	24.5%	54.6%	2.3%	-10.3%	-1.1K	-62.5K	-917	3.34	106.58	83	277	194	354
2022-06-24	$14.72	$15.00	47.4%	13.6%	82.2%	13.8%	59.5%	-4.7%	15.7%	-1.2K	-96.7K	-765	2.67	98.92	102	272	196	354
2022-06-27	$14.61	$15.00	52.3%	15.0%	82.5%	17.0%	55.4%	8.8%	-7.9%	-912	-106.4K	-802	2.67	106.34	102	272	213	353
2022-06-28	$14.40	$15.00	54.4%	15.6%	82.9%	18.4%	58.2%	-7.9%	-9.1%	-630	-87.1K	-840	2.62	113.83	102	267	213	353
2022-06-29	$14.44	$15.00	53.1%	15.2%	82.6%	17.5%	65.4%	-15.6%	-17.6%	-358	-90.1K	-839	2.64	120.47	101	267	213	353
2022-06-30	$14.06	$15.00	66.3%	19.0%	81.3%	26.2%	84.7%	-14.5%	-6.5%	-1.0K	-53.6K	-964	2.64	124.46	101	267	212	353