LMNR Options History — January 2023

In January 2023, LMNR traded between $12.39 and $13.28. ATM implied volatility averaged 47.6%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 11.5% (HV 20d: 36.2%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.10.

Notable Days

2023-01-31: Highest Volume — 185 contracts
2023-01-24: Largest IV spike — 60.2% change
2023-01-27: Highest IV Rank — 21.6%
2023-01-27: Largest Expected Move — 18.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.92	$12.39	$13.28	$12.45	$13.15
Max Pain	$11.00	$10.00	$12.50	$12.50	$12.50
ATM IV	47.6%	35.6%	63.1%	43.9%	43.6%
Expected Move	13.8%	10.2%	18.1%	12.6%	12.5%
HV 20d	36.2%	21.8%	41.8%	41.8%	22.5%
HV 60d	37.8%	33.2%	40.5%	40.5%	33.2%
IV Rank	11.1%	3.0%	21.6%	8.6%	8.4%
IV Percentile	24.9%	2.8%	70.6%	12.3%	13.1%
Term Structure	0.2%	-23.2%	23.5%	1.0%	-7.7%
VWIV	43.8%	31.4%	52.3%	44.3%	39.0%
Skew 25d	54.0%	-3.1%	164.0%	33.4%	-3.1%
Skew 10d	106.1%	5.1%	311.8%	55.8%	19.2%
Call IV 25d	38.2%	30.8%	56.5%	35.0%	42.0%
Put IV 25d	92.3%	38.9%	206.4%	68.4%	38.9%
Bid-Ask Spread %	104.59	90.66	117.40	90.66	117.40
Gamma HHI	0.41	0.30	0.76	0.30	0.69
Net GEX	4.6K	183	9.1K	4.2K	9.1K
Net DEX	-143.4K	-200.7K	-99.8K	-105.6K	-154.7K
Net VEX	-690	-803	-451	-796	-754
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.10	0.00	0.90	0.00	0.00
Total Volume	34.25	0	185	18	185
Total OI	787.4	434	866	827	866

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
2023-01-03	$12.45	$12.50	43.9%	12.6%	41.8%	8.6%	44.3%	33.4%	1.0%	4.2K	-105.6K	-796	0.00	90.66	18	0	567	260
2023-01-04	$12.46	$12.50	46.7%	13.4%	41.5%	10.5%	42.2%	28.6%	-9.2%	4.5K	-108.8K	-756	0.00	97.28	0	1	569	260
2023-01-05	$12.39	$10.00	46.9%	12.6%	41.1%	10.7%	51.3%	2.5%	-1.1%	4.0K	-105.7K	-720	0.17	94.14	6	1	570	259
2023-01-06	$12.48	$10.00	42.1%	12.3%	40.5%	7.4%	0.0%	16.2%	3.8%	4.3K	-103.5K	-743	0.90	99.72	10	9	575	258
2023-01-09	$12.75	$10.00	46.8%	13.5%	41.0%	10.5%	0.0%	11.4%	13.7%	6.1K	-145.9K	-803	0.00	108.74	23	0	585	257
2023-01-10	$12.81	$10.00	43.9%	15.8%	41.0%	8.6%	0.0%	15.0%	-8.3%	5.3K	-144.4K	-761	0.00	104.36	35	0	578	257
2023-01-11	$13.01	$10.00	42.4%	12.2%	41.3%	7.6%	0.0%	11.5%	-0.0%	5.3K	-163.5K	-704	0.09	106.35	11	1	570	257
2023-01-12	$13.07	$10.00	57.5%	16.5%	41.3%	17.8%	0.0%	7.4%	1.7%	5.8K	-177.3K	-698	0.00	106.87	1	0	570	256
2023-01-13	$13.25	$10.00	59.9%	17.2%	40.7%	19.4%	0.0%	101.8%	0.7%	5.8K	-193.9K	-713	0.00	110.88	0	0	570	256
2023-01-17	$13.13	$10.00	41.3%	11.8%	40.0%	6.8%	0.0%	10.2%	23.5%	4.0K	-181.0K	-691	0.00	106.05	0	0	570	256
2023-01-18	$13.03	$10.00	41.9%	12.0%	39.9%	7.2%	0.0%	13.9%	6.1%	3.4K	-167.0K	-599	0.00	108.80	0	5	570	256
2023-01-19	$13.26	$10.00	52.3%	15.0%	40.2%	14.3%	52.3%	111.6%	4.8%	5.3K	-198.7K	-613	0.00	107.06	53	0	571	251
2023-01-20	$13.28	$10.00	57.5%	16.5%	38.7%	17.8%	0.0%	124.4%	-23.2%	183	-200.7K	-451	0.00	105.09	41	0	579	251
2023-01-23	$13.25	$10.00	35.6%	10.2%	37.8%	3.0%	46.0%	0.7%	21.9%	471	-105.2K	-539	0.29	97.66	103	30	242	192
2023-01-24	$13.05	$12.50	57.1%	16.4%	38.2%	17.6%	31.4%	130.6%	-14.1%	1.9K	-112.0K	-664	0.00	106.59	50	0	342	212
2023-01-25	$12.82	$12.50	44.5%	12.8%	26.5%	9.0%	0.0%	134.2%	4.4%	4.2K	-103.2K	-706	0.00	101.79	0	0	542	212
2023-01-26	$13.12	$12.50	42.6%	12.2%	25.2%	7.7%	0.0%	8.9%	2.5%	7.7K	-157.5K	-657	0.00	106.82	0	0	542	212
2023-01-27	$12.96	$12.50	63.1%	18.1%	22.3%	21.6%	37.8%	164.0%	-9.1%	5.8K	-139.7K	-776	0.00	104.76	100	0	542	212
2023-01-30	$12.75	$12.50	43.2%	12.4%	21.8%	8.1%	49.7%	157.7%	-6.9%	3.9K	-99.8K	-656	0.00	110.82	2	0	642	212
2023-01-31	$13.15	$12.50	43.6%	12.5%	22.5%	8.4%	39.0%	-3.1%	-7.7%	9.1K	-154.7K	-754	0.00	117.40	185	0	644	222