LMNR Options History — February 2023

In February 2023, LMNR traded between $13.84 and $15.74. ATM implied volatility averaged 47.1%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 6.3% (HV 20d: 40.8%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 7.33.

Notable Days

2023-02-17: Highest Volume — 292 contracts
2023-02-06: Largest IV spike — 62.1% change
2023-02-15: Highest IV Rank — 23.9%
2023-02-15: Largest Expected Move — 19.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.62	$13.84	$15.74	$14.38	$15.74
Max Pain	$12.37	$10.00	$15.00	$12.50	$15.00
ATM IV	47.1%	35.6%	66.5%	49.5%	47.9%
Expected Move	13.5%	10.2%	19.1%	14.2%	13.7%
HV 20d	40.8%	38.0%	41.7%	38.0%	38.1%
HV 60d	36.8%	35.3%	38.9%	37.9%	35.3%
IV Rank	10.7%	3.0%	23.9%	12.4%	11.3%
IV Percentile	26.1%	3.2%	77.4%	29.4%	29.0%
Term Structure	0.2%	-27.5%	42.3%	10.4%	14.7%
VWIV	49.6%	26.6%	82.8%	39.1%	49.9%
Skew 25d	0.0%	-25.5%	20.3%	20.3%	-9.2%
Skew 10d	-2.0%	-30.7%	30.0%	21.5%	-12.9%
Call IV 25d	51.9%	39.6%	67.5%	39.6%	58.2%
Put IV 25d	52.0%	33.0%	75.0%	59.9%	49.0%
Bid-Ask Spread %	100.08	78.61	116.36	109.80	93.14
Gamma HHI	0.77	0.31	0.92	0.91	0.62
Net GEX	14.9K	-45.5K	44.2K	39.2K	-16.8K
Net DEX	-262.7K	-427.2K	53.5K	-378.8K	-88.1K
Net VEX	-1.2K	-1.6K	-746	-1.1K	-1.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	7.33	0.00	80.00	0.00	0.93
Total Volume	75.842	0	292	134	27
Total OI	1,088.842	816	1,245	1,109	1,245

Daily Data (19 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
2023-02-01	$14.38	$12.50	49.5%	14.2%	38.0%	12.4%	39.1%	20.3%	10.4%	39.2K	-378.8K	-1.1K	0.00	109.80	134	0	887	222
2023-02-02	$13.84	$10.00	59.6%	13.8%	41.3%	19.3%	57.1%	-1.1%	-5.4%	22.8K	-332.7K	-1.0K	1.33	112.81	15	20	794	222
2023-02-03	$14.22	$10.00	37.9%	14.3%	41.7%	4.5%	82.8%	-10.8%	-8.1%	32.2K	-355.1K	-1.1K	0.00	105.58	178	0	809	242
2023-02-06	$14.29	$10.00	61.4%	15.7%	41.7%	20.5%	55.2%	4.8%	2.0%	24.4K	-356.2K	-1.2K	0.07	104.85	174	12	748	242
2023-02-07	$14.18	$10.00	38.9%	13.7%	41.7%	5.2%	47.4%	4.4%	-3.4%	35.6K	-368.7K	-1.3K	0.00	89.14	12	0	839	255
2023-02-08	$14.20	$10.00	49.3%	14.1%	41.7%	12.3%	0.0%	1.5%	-4.8%	35.7K	-359.6K	-1.2K	0.00	78.61	0	0	851	255
2023-02-09	$14.22	$10.00	45.2%	12.9%	41.5%	9.4%	0.0%	2.6%	-5.5%	27.8K	-419.6K	-1.2K	0.00	89.37	0	0	851	255
2023-02-10	$14.31	$10.00	43.3%	12.4%	41.5%	8.1%	55.7%	5.2%	-3.0%	42.0K	-339.6K	-1.1K	24.00	92.60	2	48	851	255
2023-02-13	$14.28	$12.50	44.9%	12.9%	41.5%	9.2%	0.0%	3.7%	-5.8%	44.2K	-395.1K	-1.1K	0.00	90.75	3	0	853	290
2023-02-14	$14.46	$12.50	46.9%	13.5%	41.3%	10.6%	0.0%	8.0%	6.6%	33.6K	-402.6K	-1.1K	0.00	105.78	45	0	856	293
2023-02-15	$14.41	$12.50	66.5%	19.1%	41.1%	23.9%	0.0%	7.5%	-27.5%	27.1K	-427.2K	-1.1K	0.00	114.94	0	0	811	293
2023-02-16	$14.50	$12.50	62.1%	17.8%	40.9%	21.0%	63.5%	-6.5%	42.3%	29.2K	-418.2K	-997	0.00	116.36	18	0	811	293
2023-02-17	$14.74	$12.50	42.1%	12.1%	41.1%	7.3%	42.8%	1.1%	6.4%	1.6K	-191.1K	-746	3.71	98.04	62	230	813	293
2023-02-21	$14.68	$15.00	35.6%	10.2%	41.1%	3.0%	26.6%	-1.0%	3.6%	-11.9K	53.5K	-1.2K	80.00	106.00	1	80	277	539
2023-02-22	$15.12	$15.00	40.1%	11.5%	41.3%	6.0%	49.0%	12.4%	0.6%	-18.4K	10.5K	-1.2K	0.00	100.56	196	0	277	629
2023-02-23	$15.34	$15.00	44.9%	12.9%	40.2%	9.3%	52.5%	-11.7%	-18.9%	-10.8K	-55.8K	-1.5K	0.21	97.56	121	25	469	629
2023-02-24	$15.40	$15.00	40.5%	11.6%	39.9%	6.2%	39.5%	-5.0%	8.3%	-9.2K	-86.2K	-1.6K	0.80	99.29	5	4	572	644
2023-02-27	$15.50	$15.00	37.7%	10.8%	39.2%	4.4%	33.0%	-25.5%	-8.2%	-45.5K	-80.5K	-1.2K	6.25	96.26	4	25	575	648
2023-02-28	$15.74	$15.00	47.9%	13.7%	38.1%	11.3%	49.9%	-9.2%	14.7%	-16.8K	-88.1K	-1.3K	0.93	93.14	14	13	573	672