LMNR Options History — May 2023

In May 2023, LMNR traded between $16.07 and $17.08. ATM implied volatility averaged 52.5%, placing in the 30.4% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 31.6% (HV 20d: 20.9%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.02.

Notable Days

  • 2023-05-04: Highest Volume — 317 contracts
  • 2023-05-19: Largest IV spike — 70.0% change
  • 2023-05-19: Highest IV Rank — 49.9%
  • 2023-05-19: Largest Expected Move — 19.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.60$16.07$17.08$17.08$16.07
Max Pain$15.00$15.00$15.00$15.00$15.00
ATM IV52.5%37.0%68.9%64.3%56.3%
Expected Move14.5%10.1%19.8%18.4%16.1%
HV 20d20.9%15.9%29.4%29.1%20.4%
HV 60d25.8%25.0%26.8%25.8%26.8%
IV Rank30.4%12.0%49.9%44.4%34.9%
IV Percentile47.9%8.3%87.7%78.6%58.7%
Term Structure2.0%-34.6%55.4%33.6%-1.3%
VWIV59.8%37.3%88.5%53.6%88.5%
Skew 25d-2.9%-42.7%19.9%-25.8%2.8%
Skew 10d10.2%-43.8%39.8%1.2%35.9%
Call IV 25d58.5%44.1%84.8%66.4%58.9%
Put IV 25d55.6%37.1%91.1%40.6%61.7%
Bid-Ask Spread %108.9887.63132.15130.59105.61
Gamma HHI0.420.370.510.470.51
Net GEX32.4K27.5K37.9K35.5K37.2K
Net DEX-1.2M-1.6M-964.5K-1.6M-964.5K
Net VEX-2.5K-3.8K-1.8K-3.8K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.020.000.250.000.00
Total Volume21.4550317203
Total OI1,550.6361,4691,8231,8221,477

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-05-01$17.08$15.0064.3%18.4%29.1%44.4%0.0%-25.8%33.6%35.5K-1.6M-3.8K0.00130.592001,642180
2023-05-02$16.87$15.0062.2%17.8%29.4%41.9%0.0%-42.7%20.5%37.1K-1.6M-3.5K0.00132.15601,637180
2023-05-03$16.84$15.0059.6%17.1%28.8%38.8%0.0%-10.1%20.1%37.9K-1.6M-3.7K0.00127.62001,643180
2023-05-04$16.69$15.0063.3%15.6%29.0%43.2%53.6%19.9%-2.2%36.3K-1.5M-3.7K0.00114.4131701,643180
2023-05-05$16.88$15.0059.9%13.4%20.9%39.2%51.5%1.9%-2.3%30.9K-1.3M-3.0K0.00106.636001,377180
2023-05-08$16.83$15.0054.1%10.1%20.1%32.3%0.0%6.5%0.1%27.5K-1.2M-2.6K0.0095.01001,317180
2023-05-09$16.82$15.0063.0%17.3%20.1%42.8%0.0%5.7%-34.6%28.0K-1.1M-2.4K0.0087.63001,317180
2023-05-10$16.70$15.0043.7%12.5%20.2%20.0%0.0%-5.3%-1.1%32.1K-1.2M-2.5K0.0099.07101,317180
2023-05-11$16.56$15.0044.6%12.8%20.0%21.0%0.0%-2.7%-1.8%32.4K-1.1M-2.5K0.00100.510201,318180
2023-05-12$16.48$15.0037.0%10.6%20.0%12.0%0.0%5.5%1.4%31.8K-1.2M-2.2K0.00110.33001,318167
2023-05-15$16.38$15.0039.3%11.3%20.0%14.7%0.0%-1.0%-5.0%33.0K-1.1M-2.2K0.00102.55001,318167
2023-05-16$16.30$15.0043.0%12.3%17.2%19.2%37.3%-14.5%-4.3%30.8K-1.1M-2.3K0.00105.850201,318167
2023-05-17$16.21$15.0039.0%11.2%16.9%14.4%0.0%-4.0%8.9%30.9K-1.0M-2.2K0.00103.17001,318187
2023-05-18$16.23$15.0040.6%11.6%15.9%16.2%0.0%-0.5%55.4%31.9K-1.1M-2.2K0.00101.32001,318187
2023-05-19$16.71$15.0068.9%19.8%17.9%49.9%0.0%12.9%-33.3%27.5K-1.1M-2.5K0.00119.25001,318187
2023-05-22$16.81$15.0056.3%16.1%18.1%34.9%52.3%-2.8%2.6%30.4K-1.1M-2.4K0.00113.28501,312157
2023-05-23$17.06$15.0056.1%16.1%17.4%34.7%0.0%-1.4%19.1%31.8K-1.3M-2.2K0.00111.30001,312157
2023-05-24$16.88$15.0052.0%14.9%16.9%29.8%57.0%-17.7%-13.8%31.9K-1.2M-2.3K0.00106.54301,315157
2023-05-25$16.31$15.0053.1%15.2%20.7%31.2%60.6%-4.5%-24.3%30.7K-1.1M-2.2K0.00109.32601,312158
2023-05-26$16.39$15.0052.5%15.1%20.7%30.5%77.6%11.1%-19.7%32.7K-1.1M-2.1K0.00105.92601,317158
2023-05-30$16.08$15.0045.9%13.2%20.6%22.6%88.5%3.3%27.0%33.5K-1.0M-1.9K0.25109.56411,323158
2023-05-31$16.07$15.0056.3%16.1%20.4%34.9%0.0%2.8%-1.3%37.2K-964.5K-1.8K0.00105.61301,319158