LMNR Options History — December 2022

In December 2022, LMNR traded between $12.33 and $13.33. ATM implied volatility averaged 53.9%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 21.8% (HV 20d: 32.1%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 1.88.

Notable Days

2022-12-22: Highest Volume — 346 contracts
2022-12-23: Largest IV drop — 44.9% change
2022-12-09: Highest IV Rank — 33.5%
2022-12-19: Largest Expected Move — 19.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.74	$12.33	$13.33	$13.11	$12.33
Max Pain	$13.10	$12.50	$15.00	$12.50	$12.50
ATM IV	53.9%	32.2%	80.5%	38.9%	42.2%
Expected Move	14.0%	9.2%	19.4%	11.2%	12.1%
HV 20d	32.1%	25.6%	41.8%	33.6%	41.6%
HV 60d	40.3%	36.7%	45.5%	45.5%	40.5%
IV Rank	15.4%	0.6%	33.5%	5.2%	7.4%
IV Percentile	40.6%	0.8%	91.7%	3.2%	7.5%
Term Structure	-7.6%	-29.6%	27.9%	-10.1%	8.1%
VWIV	52.3%	32.2%	77.0%	77.0%	42.1%
Skew 25d	23.8%	-19.1%	200.5%	-12.2%	8.9%
Skew 10d	54.8%	-11.6%	299.1%	51.1%	14.1%
Call IV 25d	49.9%	27.3%	75.3%	75.3%	37.3%
Put IV 25d	73.8%	37.3%	229.4%	63.1%	46.1%
Bid-Ask Spread %	101.97	84.35	123.54	120.91	99.00
Gamma HHI	0.36	0.24	0.93	0.32	0.31
Net GEX	-1.9K	-50.7K	4.4K	1.1K	4.4K
Net DEX	-79.4K	-147.4K	-40.7K	-89.1K	-99.5K
Net VEX	-571	-847	-403	-665	-847
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.88	0.00	25.00	0.00	0.00
Total Volume	44.524	0	346	51	5
Total OI	597.619	324	855	504	832

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
2022-12-01	$13.11	$12.50	38.9%	11.2%	33.6%	5.2%	77.0%	-12.2%	-10.1%	1.1K	-89.1K	-665	0.00	120.91	51	0	264	240
2022-12-02	$13.03	$12.50	46.4%	13.3%	33.7%	10.3%	0.0%	16.0%	-7.1%	1.6K	-81.7K	-625	0.00	123.54	0	0	307	240
2022-12-05	$13.17	$15.00	57.4%	15.8%	33.9%	17.8%	0.0%	10.4%	-23.1%	175	-85.0K	-555	25.00	100.49	1	25	307	240
2022-12-06	$12.91	$15.00	60.4%	15.7%	33.8%	19.8%	0.0%	16.6%	-16.0%	-786	-58.5K	-546	0.00	104.69	0	0	308	265
2022-12-07	$12.63	$15.00	78.1%	15.2%	32.5%	31.8%	0.0%	13.5%	-14.2%	-1.6K	-49.8K	-468	0.00	96.86	10	0	308	265
2022-12-08	$12.48	$15.00	55.6%	13.9%	31.1%	16.5%	0.0%	11.8%	2.3%	-3.0K	-40.7K	-496	0.00	105.09	1	0	308	265
2022-12-09	$12.55	$15.00	80.5%	15.0%	27.1%	33.5%	53.5%	10.7%	0.4%	-2.6K	-45.8K	-513	0.13	114.46	16	2	308	265
2022-12-12	$12.54	$12.50	61.6%	13.0%	25.9%	20.6%	0.0%	-9.7%	-10.7%	-2.4K	-53.4K	-526	0.00	115.40	0	5	319	267
2022-12-13	$12.59	$12.50	73.7%	13.9%	25.6%	28.8%	66.2%	-19.1%	-27.6%	-3.5K	-56.9K	-403	0.00	112.39	7	0	319	267
2022-12-14	$12.89	$12.50	45.4%	13.0%	26.2%	9.6%	0.0%	4.7%	0.7%	4	-93.2K	-417	0.00	108.88	3	0	326	267
2022-12-15	$12.61	$12.50	59.8%	17.1%	26.7%	19.4%	60.5%	6.4%	-29.2%	-3.5K	-75.0K	-487	5.00	94.95	2	10	329	267
2022-12-16	$12.48	$12.50	57.0%	16.4%	26.4%	17.5%	0.0%	6.0%	-29.6%	-50.7K	-41.4K	-525	0.00	95.68	7	0	330	277
2022-12-19	$12.60	$12.50	67.7%	19.4%	26.3%	24.8%	62.4%	12.8%	-8.1%	15	-60.3K	-482	0.01	88.44	74	1	174	150
2022-12-20	$13.00	$12.50	45.8%	13.1%	27.7%	9.9%	49.7%	13.8%	27.9%	2.1K	-119.3K	-530	1.07	99.00	14	15	245	151
2022-12-21	$13.31	$12.50	61.4%	17.6%	29.0%	20.5%	55.4%	9.9%	-4.9%	2.3K	-139.3K	-518	0.30	91.37	23	7	254	163
2022-12-22	$13.33	$12.50	59.9%	17.2%	28.7%	19.5%	59.4%	6.7%	-12.0%	3.0K	-147.4K	-568	0.24	84.35	278	68	276	170
2022-12-23	$12.34	$12.50	33.0%	9.5%	39.2%	1.2%	33.2%	200.5%	-1.4%	3.6K	-73.0K	-667	0.36	86.90	158	57	596	259
2022-12-27	$12.75	$12.50	35.2%	10.1%	41.0%	2.7%	35.3%	153.4%	-10.8%	3.6K	-99.1K	-675	0.72	92.94	36	26	529	262
2022-12-28	$12.33	$12.50	40.0%	11.5%	41.6%	6.0%	0.0%	10.5%	-5.1%	2.5K	-64.6K	-653	0.50	101.09	20	10	543	258
2022-12-29	$12.62	$12.50	32.2%	9.2%	41.8%	0.6%	32.2%	28.8%	10.3%	4.0K	-94.7K	-827	0.50	105.04	2	1	562	268
2022-12-30	$12.33	$12.50	42.2%	12.1%	41.6%	7.4%	42.1%	8.9%	8.1%	4.4K	-99.5K	-847	0.00	99.00	5	0	564	268