LMNR Options History — October 2022

In October 2022, LMNR traded between $11.34 and $13.26. ATM implied volatility averaged 53.9%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 9.5% (HV 20d: 44.4%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.68.

Notable Days

2022-10-31: Highest Volume — 283 contracts
2022-10-27: Largest IV spike — 39.2% change
2022-10-31: Highest IV Rank — 24.4%
2022-10-31: Largest Expected Move — 19.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.44	$11.34	$13.26	$12.85	$11.92
Max Pain	$10.63	$10.00	$12.50	$12.50	$10.00
ATM IV	53.9%	37.9%	67.6%	55.5%	67.6%
Expected Move	15.0%	10.9%	19.4%	15.9%	19.4%
HV 20d	44.4%	33.8%	55.1%	54.8%	43.4%
HV 60d	49.3%	48.1%	52.4%	48.1%	52.2%
IV Rank	15.1%	4.2%	24.4%	16.2%	24.4%
IV Percentile	40.2%	2.4%	73.0%	43.7%	73.0%
Term Structure	-0.7%	-20.2%	25.5%	-14.8%	1.7%
VWIV	66.9%	39.1%	103.8%	56.3%	68.8%
Skew 25d	18.5%	-3.5%	171.3%	-3.2%	19.3%
Skew 10d	29.9%	-17.8%	253.1%	-17.8%	30.4%
Call IV 25d	45.0%	34.0%	61.4%	61.4%	55.1%
Put IV 25d	63.5%	42.2%	212.4%	58.1%	74.3%
Bid-Ask Spread %	112.64	100.52	122.55	115.54	105.35
Gamma HHI	0.30	0.25	0.35	0.27	0.25
Net GEX	-1.5K	-2.7K	-611	-936	-645
Net DEX	-14.6K	-74.7K	24.5K	-26.9K	-74.7K
Net VEX	-632	-717	-485	-650	-625
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.68	0.52	0.94	0.94	0.57
Total Volume	177.381	136	283	200	283
Total OI	400	374	461	381	445

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
2022-10-03	$12.85	$12.50	55.5%	15.9%	54.8%	16.2%	56.3%	-3.2%	-14.8%	-936	-26.9K	-650	0.94	115.54	103	97	140	241
2022-10-04	$13.14	$12.50	51.0%	14.6%	55.1%	13.1%	49.6%	18.4%	7.5%	-1.1K	-22.3K	-666	0.55	117.39	103	57	140	251
2022-10-05	$13.18	$12.50	56.1%	16.1%	55.0%	16.6%	49.8%	12.7%	-20.2%	-1.4K	-13.2K	-626	0.69	113.85	83	57	140	241
2022-10-06	$13.26	$0.00	62.5%	14.0%	54.0%	20.9%	0.0%	12.5%	-11.1%	-880	-32.7K	-675	0.69	112.67	83	57	141	241
2022-10-07	$12.70	$0.00	51.9%	13.2%	47.7%	13.7%	0.0%	9.3%	10.9%	-1.5K	-8.4K	-712	0.69	122.55	83	57	141	241
2022-10-10	$12.51	$0.00	56.9%	14.8%	47.9%	17.1%	0.0%	5.5%	4.0%	-1.5K	-4.7K	-657	0.69	112.56	83	57	141	241
2022-10-11	$12.65	$0.00	53.8%	12.8%	47.0%	15.0%	0.0%	6.4%	14.4%	-2.1K	12.7K	-686	0.64	117.89	83	53	141	251
2022-10-12	$12.49	$0.00	49.0%	14.0%	46.6%	11.7%	0.0%	6.5%	25.5%	-2.6K	23.4K	-634	0.64	120.78	83	53	141	248
2022-10-13	$12.57	$0.00	64.0%	18.3%	45.0%	22.0%	0.0%	2.5%	1.0%	-1.5K	6.5K	-700	0.63	116.30	84	53	141	248
2022-10-14	$12.10	$0.00	56.7%	16.2%	44.6%	17.0%	0.0%	26.2%	24.5%	-1.7K	20.8K	-682	0.63	112.03	84	53	143	248
2022-10-17	$12.16	$0.00	48.1%	13.8%	44.7%	11.1%	0.0%	30.5%	15.8%	-1.9K	15.7K	-717	0.73	105.63	84	61	143	248
2022-10-18	$12.31	$0.00	56.0%	16.1%	44.9%	16.5%	103.8%	11.4%	1.0%	-2.0K	3.4K	-686	0.55	114.08	110	61	143	258
2022-10-19	$12.36	$10.00	45.9%	13.2%	39.9%	9.6%	103.1%	171.3%	-1.6%	-2.7K	-24.2K	-524	0.54	113.82	113	61	171	258
2022-10-20	$12.15	$10.00	45.3%	13.0%	39.8%	9.2%	93.9%	13.0%	2.7%	-1.7K	-16.5K	-635	0.55	105.70	111	61	171	258
2022-10-21	$12.49	$10.00	58.0%	16.6%	34.4%	17.9%	85.8%	4.3%	-20.2%	-885	-30.9K	-583	0.75	109.08	111	83	170	258
2022-10-24	$12.57	$10.00	58.5%	16.8%	34.5%	18.2%	61.0%	5.8%	-16.9%	-611	-33.9K	-597	0.86	117.35	108	93	162	212
2022-10-25	$12.59	$10.00	37.9%	10.9%	34.4%	4.2%	39.1%	8.1%	-0.2%	-1.4K	-42.5K	-564	0.86	100.52	108	93	162	232
2022-10-26	$12.34	$10.00	42.6%	12.2%	33.8%	7.4%	44.4%	9.4%	-10.3%	-1.9K	-27.8K	-485	0.86	118.74	108	93	162	232
2022-10-27	$11.34	$10.00	59.3%	17.0%	42.7%	18.8%	58.8%	-3.5%	-17.9%	-1.4K	24.5K	-527	0.62	106.32	151	93	162	232
2022-10-28	$11.63	$10.00	55.5%	15.9%	42.1%	16.2%	55.2%	22.6%	-10.9%	-721	-55.0K	-648	0.52	107.23	180	93	230	231
2022-10-31	$11.92	$10.00	67.6%	19.4%	43.4%	24.4%	68.8%	19.3%	1.7%	-645	-74.7K	-625	0.57	105.35	180	103	214	231