LMNR Options History — April 2023

In April 2023, LMNR traded between $16.41 and $17.68. ATM implied volatility averaged 45.0%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 14.9% (HV 20d: 30.2%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 3.09.

Notable Days

2023-04-10: Highest Volume — 129 contracts
2023-04-11: Largest IV spike — 79.5% change
2023-04-26: Highest IV Rank — 36.3%
2023-04-03: Largest Expected Move — 19.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.11	$16.41	$17.68	$16.70	$16.82
Max Pain	$16.43	$15.00	$17.50	$17.50	$15.00
ATM IV	45.0%	26.9%	81.0%	67.1%	54.1%
Expected Move	12.6%	7.7%	19.2%	19.2%	15.5%
HV 20d	30.2%	26.2%	36.3%	30.4%	28.6%
HV 60d	32.0%	27.1%	33.1%	30.5%	27.1%
IV Rank	16.1%	0.0%	36.3%	24.8%	32.2%
IV Percentile	27.1%	0.0%	93.7%	80.2%	51.6%
Term Structure	5.4%	-19.3%	42.3%	-19.3%	-12.7%
VWIV	34.9%	28.0%	39.6%	32.8%	28.0%
Skew 25d	-3.8%	-32.8%	13.4%	-0.4%	-32.8%
Skew 10d	12.7%	-66.3%	91.7%	8.3%	-66.3%
Call IV 25d	45.1%	31.9%	67.8%	58.7%	67.8%
Put IV 25d	41.3%	27.5%	58.3%	58.3%	35.0%
Bid-Ask Spread %	104.06	78.99	123.32	104.46	123.32
Gamma HHI	0.39	0.35	0.46	0.39	0.42
Net GEX	42.6K	31.3K	56.1K	38.1K	37.0K
Net DEX	-1.7M	-2.0M	-1.6M	-1.6M	-1.7M
Net VEX	-3.9K	-4.6K	-3.0K	-4.6K	-3.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.09	0.00	25.00	0.00	0.00
Total Volume	21	0	129	0	0
Total OI	1,969.211	1,819	2,039	2,039	1,822

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
2023-04-03	$16.70	$17.50	67.1%	19.2%	30.4%	24.8%	0.0%	-0.4%	-19.3%	38.1K	-1.6M	-4.6K	0.00	104.46	0	0	1,784	255
2023-04-04	$16.45	$17.50	43.3%	12.4%	30.7%	8.7%	0.0%	-1.5%	-7.0%	39.7K	-1.6M	-4.2K	0.00	105.75	0	0	1,784	255
2023-04-05	$16.41	$17.50	44.9%	12.9%	30.6%	9.8%	0.0%	-3.9%	13.5%	40.6K	-1.6M	-4.3K	0.00	104.03	0	0	1,784	255
2023-04-06	$17.36	$0.00	36.8%	15.0%	36.3%	4.4%	0.0%	-0.5%	4.8%	48.9K	-1.8M	-4.6K	0.00	109.06	8	0	1,784	255
2023-04-10	$17.60	$0.00	45.1%	14.5%	34.0%	10.0%	0.0%	-2.8%	8.6%	48.3K	-2.0M	-4.2K	0.00	109.21	129	0	1,783	255
2023-04-11	$17.58	$0.00	81.0%	10.7%	33.9%	34.2%	0.0%	3.4%	15.7%	37.8K	-1.9M	-4.6K	0.00	92.06	62	0	1,782	255
2023-04-12	$17.56	$0.00	26.9%	7.7%	30.8%	0.0%	0.0%	-10.3%	42.3%	56.1K	-1.8M	-4.2K	0.38	117.58	61	23	1,766	255
2023-04-13	$17.68	$0.00	32.9%	9.4%	29.5%	4.0%	32.8%	10.2%	-0.6%	45.9K	-2.0M	-3.8K	25.00	100.56	1	25	1,757	276
2023-04-14	$17.63	$17.50	36.2%	10.4%	29.0%	6.2%	0.0%	2.8%	14.5%	45.2K	-2.0M	-3.9K	0.00	100.17	0	0	1,758	252
2023-04-17	$17.50	$17.50	47.6%	13.6%	26.2%	24.6%	0.0%	1.2%	8.4%	46.7K	-1.9M	-4.3K	1.60	78.99	5	8	1,758	252
2023-04-18	$16.97	$17.50	45.5%	13.0%	28.9%	22.1%	0.0%	0.1%	12.7%	47.5K	-1.7M	-4.0K	1.63	87.76	8	13	1,763	246
2023-04-19	$17.09	$17.50	44.5%	12.8%	27.9%	20.9%	0.0%	13.4%	-3.1%	52.1K	-1.7M	-3.7K	0.00	97.04	0	4	1,763	236
2023-04-20	$16.78	$17.50	42.1%	12.1%	28.8%	18.1%	39.6%	2.9%	7.9%	42.9K	-1.6M	-3.3K	0.00	99.11	0	5	1,763	233
2023-04-21	$17.10	$15.00	38.8%	11.1%	28.9%	14.2%	39.1%	-8.0%	13.2%	37.1K	-1.7M	-3.5K	2.27	103.40	11	25	1,763	238
2023-04-24	$17.11	$15.00	27.5%	7.9%	28.9%	0.7%	28.0%	-20.6%	11.9%	37.6K	-1.6M	-3.8K	0.00	114.38	9	0	1,639	180
2023-04-25	$16.77	$15.00	40.2%	11.5%	29.8%	15.8%	0.0%	-16.0%	-11.3%	38.1K	-1.7M	-3.0K	0.00	108.32	2	0	1,640	180
2023-04-26	$17.04	$15.00	57.5%	16.5%	30.2%	36.3%	0.0%	0.7%	-14.8%	38.3K	-1.6M	-3.4K	0.00	118.93	0	0	1,642	180
2023-04-27	$16.95	$15.00	43.2%	12.4%	29.5%	19.4%	0.0%	-10.3%	17.3%	31.3K	-1.7M	-3.4K	0.00	102.97	0	0	1,642	180
2023-04-28	$16.82	$15.00	54.1%	15.5%	28.6%	32.2%	0.0%	-32.8%	-12.7%	37.0K	-1.7M	-3.2K	0.00	123.32	0	0	1,642	180