LMNR Options History — July 2022

In July 2022, LMNR traded between $12.63 and $13.62. ATM implied volatility averaged 64.3%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 24.5% (HV 20d: 39.8%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 2.65.

Notable Days

2022-07-08: Highest Volume — 370 contracts
2022-07-05: Largest IV spike — 65.5% change
2022-07-12: Highest IV Rank — 54.5%
2022-07-05: Largest Expected Move — 18.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.19	$12.63	$13.62	$13.62	$12.63
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	64.3%	43.4%	111.2%	62.5%	56.7%
Expected Move	15.3%	12.5%	18.7%	17.9%	16.3%
HV 20d	39.8%	25.6%	82.1%	81.5%	25.6%
HV 60d	54.1%	53.0%	54.4%	54.1%	53.0%
IV Rank	22.8%	8.4%	54.5%	23.7%	17.5%
IV Percentile	57.7%	14.7%	98.8%	75.0%	56.7%
Term Structure	-1.2%	-43.8%	33.1%	-29.8%	-43.8%
VWIV	52.1%	38.8%	72.8%	66.2%	45.7%
Skew 25d	15.4%	-21.0%	152.0%	-19.0%	15.9%
Skew 10d	36.6%	-20.1%	259.3%	-20.1%	39.9%
Call IV 25d	51.1%	35.8%	70.2%	59.6%	49.1%
Put IV 25d	66.5%	40.6%	195.4%	40.6%	65.0%
Bid-Ask Spread %	116.44	105.36	127.79	121.70	120.27
Gamma HHI	0.44	0.37	0.55	0.42	0.46
Net GEX	-963	-2.4K	524	-887	-477
Net DEX	-15.6K	-49.3K	11.7K	-27.7K	-10.3K
Net VEX	-806	-1.0K	-670	-936	-678
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.65	2.04	3.26	2.62	2.53
Total Volume	275.55	210	370	369	212
Total OI	527.65	487	565	565	501

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
2022-07-01	$13.62	$15.00	62.5%	17.9%	81.5%	23.7%	66.2%	-19.0%	-29.8%	-887	-27.7K	-936	2.62	121.70	102	267	212	353
2022-07-05	$13.28	$15.00	103.5%	18.7%	82.1%	50.7%	48.3%	0.6%	0.8%	-1.3K	9.6K	-1.0K	2.62	123.62	102	267	201	353
2022-07-06	$13.55	$15.00	98.5%	17.8%	81.8%	45.8%	40.1%	7.3%	-1.9%	-1.3K	-14.3K	-884	2.62	123.76	102	267	201	353
2022-07-07	$13.53	$15.00	87.4%	18.2%	80.9%	38.3%	41.7%	94.7%	-7.5%	-1.7K	-8.8K	-889	2.62	121.13	102	267	201	353
2022-07-08	$13.59	$15.00	81.5%	17.2%	37.6%	34.3%	72.8%	-0.9%	-7.0%	-998	-26.2K	-927	2.59	127.79	103	267	201	353
2022-07-11	$13.42	$15.00	73.0%	12.5%	36.4%	28.5%	38.8%	7.5%	13.7%	-1.0K	-13.5K	-844	3.22	117.17	83	267	202	353
2022-07-12	$13.29	$15.00	111.2%	13.2%	34.5%	54.5%	45.2%	10.4%	33.1%	-1.1K	-6.3K	-908	3.26	110.45	82	267	203	353
2022-07-13	$13.15	$15.00	47.8%	13.7%	34.2%	11.4%	67.1%	-14.7%	14.8%	-830	-15.5K	-864	3.26	110.34	82	267	203	343
2022-07-14	$13.05	$15.00	43.9%	12.6%	28.7%	8.7%	69.8%	-10.4%	3.4%	-342	-25.6K	-678	2.04	112.69	82	167	203	343
2022-07-15	$13.12	$15.00	64.0%	18.4%	27.7%	22.4%	59.0%	21.3%	-8.6%	-1.4K	-22.7K	-734	2.33	112.80	76	177	203	343
2022-07-18	$13.32	$15.00	58.3%	16.7%	27.8%	18.5%	48.6%	6.7%	-18.2%	-649	-34.7K	-765	2.58	119.34	60	155	194	293
2022-07-19	$13.45	$15.00	48.1%	13.8%	28.0%	11.6%	45.6%	-21.0%	3.1%	524	-39.6K	-693	2.82	126.85	55	155	195	313
2022-07-20	$13.52	$15.00	56.0%	16.1%	26.8%	17.0%	49.4%	14.8%	-9.0%	48	-49.3K	-696	2.58	115.73	59	152	196	313
2022-07-21	$13.09	$15.00	48.4%	13.9%	27.8%	11.8%	47.1%	-17.5%	15.5%	-971	-4.0K	-873	2.58	111.56	59	152	191	318
2022-07-22	$12.73	$15.00	43.4%	12.5%	28.7%	8.4%	43.8%	7.4%	10.9%	-1.3K	11.7K	-812	2.58	105.36	59	152	191	318
2022-07-25	$12.98	$15.00	51.6%	14.8%	26.4%	14.0%	49.2%	26.2%	1.6%	-1.1K	-8.4K	-800	2.58	105.83	59	152	191	309
2022-07-26	$12.83	$15.00	48.1%	13.8%	26.5%	11.6%	51.8%	7.0%	4.7%	-1.2K	-2.4K	-767	2.58	107.38	59	152	191	309
2022-07-27	$12.88	$15.00	52.5%	15.1%	26.6%	14.6%	60.6%	152.0%	-2.8%	-691	-14.4K	-675	2.58	115.57	59	152	191	309
2022-07-28	$12.84	$15.00	48.9%	14.0%	26.4%	12.1%	51.2%	19.9%	3.0%	-2.4K	-10.6K	-670	2.53	119.48	60	152	191	309
2022-07-29	$12.63	$15.00	56.7%	16.3%	25.6%	17.5%	45.7%	15.9%	-43.8%	-477	-10.3K	-678	2.53	120.27	60	152	192	309