LMNR Options History — August 2022

In August 2022, LMNR traded between $12.26 and $13.63. ATM implied volatility averaged 61.7%, placing in the 20.9% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded above realized volatility by 23.2% (HV 20d: 38.6%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 12 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 1.26.

Notable Days

  • 2022-08-08: Highest Volume — 240 contracts
  • 2022-08-23: Largest IV spike — 36.9% change
  • 2022-08-02: Highest IV Rank — 31.3%
  • 2022-08-02: Largest Expected Move — 22.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.15$12.26$13.63$12.79$12.34
Max Pain$12.83$12.50$15.00$15.00$12.50
ATM IV61.7%41.2%77.1%76.6%70.3%
Expected Move17.7%11.8%22.1%22.0%20.2%
HV 20d38.6%21.6%58.3%24.3%58.3%
HV 60d55.4%51.7%59.7%53.0%59.2%
IV Rank20.9%6.9%31.3%31.0%26.7%
IV Percentile62.1%7.1%88.9%88.1%79.8%
Term Structure-9.1%-67.7%51.7%-2.5%-9.3%
VWIV58.9%26.2%82.9%82.1%82.4%
Skew 25d18.4%-29.6%85.3%10.2%38.2%
Skew 10d35.8%-66.0%212.7%7.8%66.2%
Call IV 25d53.0%32.2%88.2%86.6%46.3%
Put IV 25d71.4%30.4%138.2%96.8%84.5%
Bid-Ask Spread %115.9596.19128.79124.31107.17
Gamma HHI0.370.300.460.390.34
Net GEX-200-1.8K1.0K-1.1K-1.8K
Net DEX-33.4K-63.7K16.8K2.7K16.8K
Net VEX-620-843-508-843-508
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.260.002.572.570.33
Total Volume68.1740240214132
Total OI502.348465532501465

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$12.79$15.0076.6%22.0%24.3%31.0%82.1%10.2%-2.5%-1.1K2.7K-8432.57124.3160154192309
2022-08-02$12.77$15.0077.1%22.1%22.9%31.3%82.9%-29.6%-5.9%-1.1K-1.5K-8132.57124.3760154192311
2022-08-03$12.86$15.0062.3%17.9%21.6%21.2%61.4%-16.9%-18.8%-1.1K-1.4K-7722.57128.7960154192311
2022-08-04$12.82$12.5048.4%20.5%21.6%11.8%79.4%23.5%-33.9%-1.6K-3.3K-7292.52119.5961154193311
2022-08-05$13.25$12.5056.5%14.6%25.0%17.3%60.0%10.7%-11.6%-1.1K-29.6K-5532.52113.9361154193311
2022-08-08$13.25$12.5059.2%13.6%24.6%19.2%72.8%9.8%1.0%-5-34.6K-6711.79119.3986154193311
2022-08-09$13.26$12.5066.3%18.3%24.4%24.0%0.0%23.7%-16.2%69-38.3K-6670.00125.8900218311
2022-08-10$13.27$12.5070.6%20.2%24.1%26.9%0.0%22.2%-9.4%-1.2K-32.1K-7140.00100.0600218311
2022-08-11$13.28$12.5057.6%16.5%23.9%18.1%0.0%75.9%-0.8%-564-31.7K-5990.00105.6600218311
2022-08-12$13.46$12.5059.3%17.0%24.3%19.2%40.1%85.3%-22.5%870-56.7K-6130.25116.7441218311
2022-08-15$13.56$12.5058.8%16.9%23.8%18.9%60.1%11.3%-7.0%184-55.9K-5650.06111.59352222310
2022-08-16$13.55$12.5070.9%20.3%23.6%27.0%0.0%78.2%-38.7%907-63.7K-5390.00124.0900207310
2022-08-17$12.26$12.5062.9%18.0%42.6%21.6%0.0%-6.3%-67.7%-904-6.1K-6440.00121.1600207310
2022-08-18$13.59$12.5069.5%19.9%56.0%26.2%0.0%18.4%25.1%812-56.4K-6220.00122.8500207310
2022-08-19$13.32$12.5065.0%18.6%55.6%23.1%29.2%18.7%35.8%409-58.8K-5880.00117.0550207309
2022-08-22$13.37$12.5041.2%11.8%55.2%6.9%26.2%-20.3%51.7%841-50.6K-5620.00119.20010185284
2022-08-23$13.30$12.5056.4%16.2%55.0%17.3%39.7%-13.1%-4.1%477-47.2K-5752.00109.49510185293
2022-08-24$13.42$12.5056.9%16.3%55.1%17.6%51.3%-15.5%-19.9%603-50.3K-5410.00123.4850185293
2022-08-25$13.63$12.5043.8%12.5%55.3%8.6%38.9%9.4%-8.3%1.0K-62.8K-5240.5096.1921185293
2022-08-26$13.23$12.5052.3%15.0%56.1%14.5%68.1%37.6%15.3%166-50.4K-5310.00114.22010185291
2022-08-29$13.16$12.5069.9%20.0%56.0%26.4%60.4%30.7%-50.6%226-43.1K-5530.00110.4409185301
2022-08-30$12.70$12.5068.2%19.5%57.5%25.2%66.3%21.8%-10.6%-727-13.5K-5380.00111.22250185305
2022-08-31$12.34$12.5070.3%20.2%58.3%26.7%82.4%38.2%-9.3%-1.8K16.8K-5080.33107.179933160305