LMNR Options History — November 2022

In November 2022, LMNR traded between $12.12 and $13.84. ATM implied volatility averaged 54.7%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 10.3% (HV 20d: 44.5%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.38.

Notable Days

2022-11-14: Highest Volume — 338 contracts
2022-11-14: Largest IV spike — 50.8% change
2022-11-01: Highest IV Rank — 38.8%
2022-11-01: Largest Expected Move — 25.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.31	$12.12	$13.84	$12.12	$12.81
Max Pain	$12.26	$10.00	$12.50	$10.00	$12.50
ATM IV	54.7%	31.3%	88.6%	88.6%	50.5%
Expected Move	15.6%	9.0%	25.4%	25.4%	14.5%
HV 20d	44.5%	33.3%	48.7%	43.0%	37.0%
HV 60d	48.7%	45.1%	54.2%	52.3%	45.3%
IV Rank	15.8%	0.0%	38.8%	38.8%	13.1%
IV Percentile	40.8%	0.0%	95.6%	95.6%	24.6%
Term Structure	-9.6%	-43.6%	37.7%	-36.5%	-22.1%
VWIV	55.2%	34.0%	90.8%	90.8%	85.5%
Skew 25d	12.3%	-10.1%	35.2%	16.8%	-3.5%
Skew 10d	39.4%	-1.1%	189.2%	-1.1%	60.1%
Call IV 25d	49.3%	23.5%	75.4%	51.3%	75.4%
Put IV 25d	61.5%	32.0%	83.2%	68.0%	71.8%
Bid-Ask Spread %	114.82	99.75	129.02	105.59	119.51
Gamma HHI	0.30	0.23	0.44	0.25	0.30
Net GEX	763	-1.2K	3.2K	-781	631
Net DEX	-139.0K	-218.0K	-67.0K	-67.0K	-67.4K
Net VEX	-641	-737	-521	-714	-654
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.38	0.00	0.57	0.57	0.00
Total Volume	235.571	0	338	284	0
Total OI	505.143	465	556	465	504

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
2022-11-01	$12.12	$10.00	88.6%	25.4%	43.0%	38.8%	90.8%	16.8%	-36.5%	-781	-67.0K	-714	0.57	105.59	181	103	214	251
2022-11-02	$12.73	$10.00	64.5%	18.5%	46.9%	22.3%	69.5%	24.7%	-21.6%	-1.1K	-92.1K	-573	0.45	114.19	185	83	216	251
2022-11-03	$12.70	$12.50	47.2%	15.4%	46.8%	10.5%	49.7%	11.0%	-12.0%	-1.2K	-95.3K	-737	0.45	99.75	185	83	232	250
2022-11-04	$12.75	$12.50	50.8%	12.9%	44.3%	12.9%	45.4%	6.6%	12.1%	-1.1K	-102.5K	-723	0.45	103.61	185	83	232	250
2022-11-07	$13.03	$12.50	60.0%	13.6%	44.5%	19.2%	49.2%	11.1%	9.3%	-716	-130.3K	-666	0.45	101.29	185	83	232	250
2022-11-08	$13.44	$12.50	52.2%	16.2%	45.6%	13.9%	49.1%	19.0%	-16.1%	64	-161.4K	-680	0.41	109.47	204	83	247	250
2022-11-09	$13.04	$12.50	61.5%	17.6%	46.8%	20.3%	55.4%	-1.5%	-10.9%	-289	-121.9K	-689	0.44	120.44	189	83	247	250
2022-11-10	$13.57	$12.50	50.6%	14.5%	48.7%	12.8%	51.2%	27.8%	-13.3%	901	-157.3K	-633	0.44	114.48	189	83	251	250
2022-11-11	$13.81	$12.50	31.3%	9.0%	46.3%	0.0%	37.4%	18.8%	0.5%	722	-182.2K	-582	0.42	104.27	186	79	251	250
2022-11-14	$13.56	$12.50	47.2%	13.5%	47.1%	10.8%	50.1%	-3.5%	-5.1%	516	-174.4K	-653	0.30	117.88	259	79	251	250
2022-11-15	$13.81	$12.50	41.7%	12.0%	47.3%	7.1%	49.9%	35.2%	-11.0%	2.2K	-218.0K	-521	0.33	114.38	240	79	306	250
2022-11-16	$13.59	$12.50	60.6%	17.4%	47.9%	19.9%	56.8%	22.7%	-5.0%	1.7K	-187.4K	-681	0.33	115.98	240	79	305	250
2022-11-17	$13.38	$12.50	52.0%	14.9%	47.8%	14.1%	56.8%	-4.3%	-15.2%	1.7K	-185.6K	-634	0.33	118.35	240	79	305	250
2022-11-18	$13.54	$12.50	62.7%	18.0%	47.2%	21.4%	55.9%	26.9%	-23.5%	1.7K	-197.4K	-591	0.35	124.13	240	85	305	250
2022-11-21	$13.84	$12.50	63.4%	18.2%	47.6%	21.8%	62.9%	17.2%	-10.4%	1.6K	-152.9K	-666	0.35	129.02	214	75	260	240
2022-11-22	$13.69	$12.50	58.1%	16.7%	47.9%	18.3%	44.7%	19.0%	-6.3%	2.5K	-137.3K	-693	0.35	123.50	214	75	260	240
2022-11-23	$13.84	$12.50	42.5%	12.2%	47.1%	7.6%	34.0%	8.5%	37.7%	2.1K	-128.4K	-658	0.34	126.93	221	75	257	240
2022-11-25	$13.76	$12.50	62.4%	17.9%	33.3%	21.2%	0.0%	8.4%	-26.0%	3.2K	-162.0K	-589	0.00	118.04	0	0	264	240
2022-11-28	$13.47	$12.50	67.3%	19.3%	34.5%	24.5%	85.5%	7.1%	-43.6%	1.9K	-113.9K	-553	0.00	118.90	1	0	263	240
2022-11-29	$13.11	$12.50	34.4%	9.9%	35.9%	2.1%	0.0%	-10.1%	17.8%	-151	-84.8K	-578	0.00	111.58	0	0	264	240
2022-11-30	$12.81	$12.50	50.5%	14.5%	37.0%	13.1%	0.0%	-3.5%	-22.1%	631	-67.4K	-654	0.00	119.51	0	0	264	240