LMNR Options History — June 2023

In June 2023, LMNR traded between $15.10 and $16.37. ATM implied volatility averaged 49.1%, placing in the 27.4% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 12.9% (HV 20d: 36.2%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.65.

Notable Days

2023-06-26: Highest Volume — 432 contracts
2023-06-12: Largest IV spike — 76.4% change
2023-06-13: Highest IV Rank — 71.3%
2023-06-06: Largest Expected Move — 20.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.79	$15.10	$16.37	$16.25	$15.54
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	49.1%	25.4%	86.6%	51.7%	40.4%
Expected Move	13.4%	8.8%	20.6%	14.8%	11.6%
HV 20d	36.2%	20.9%	42.9%	20.9%	41.5%
HV 60d	29.7%	26.0%	31.3%	26.8%	31.1%
IV Rank	27.4%	0.0%	71.3%	29.5%	17.5%
IV Percentile	40.8%	0.0%	97.6%	47.6%	14.3%
Term Structure	-0.2%	-36.5%	22.5%	11.8%	-0.5%
VWIV	45.1%	30.8%	70.9%	70.9%	39.7%
Skew 25d	26.0%	-4.3%	150.2%	1.3%	5.4%
Skew 10d	68.9%	-13.2%	280.1%	39.1%	7.3%
Call IV 25d	46.7%	28.9%	81.1%	58.3%	35.3%
Put IV 25d	72.7%	38.0%	182.9%	59.6%	40.7%
Bid-Ask Spread %	109.26	100.30	123.23	102.52	104.95
Gamma HHI	0.55	0.25	0.92	0.47	0.76
Net GEX	32.3K	6.8K	84.3K	36.1K	25.8K
Net DEX	-667.4K	-1.3M	-165.5K	-1.0M	-264.8K
Net VEX	-1.3K	-1.9K	-876	-1.9K	-1.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.65	0.00	8.00	0.00	8.00
Total Volume	68.476	0	432	5	9
Total OI	1,340.381	508	1,868	1,480	1,227

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
2023-06-01	$16.25	$15.00	51.7%	14.8%	20.9%	29.5%	0.0%	1.3%	11.8%	36.1K	-1.0M	-1.9K	0.00	102.52	5	0	1,322	158
2023-06-02	$16.37	$15.00	58.8%	16.8%	21.0%	37.8%	70.9%	6.4%	-7.8%	32.8K	-1.1M	-1.9K	0.00	101.34	15	0	1,327	158
2023-06-05	$16.07	$15.00	62.7%	18.0%	21.3%	42.4%	0.0%	-4.3%	-12.1%	35.1K	-1.0M	-1.7K	0.00	111.62	16	0	1,342	158
2023-06-06	$16.30	$15.00	63.4%	20.6%	22.1%	43.3%	57.8%	8.7%	-36.5%	38.3K	-1.1M	-1.6K	0.30	105.98	169	50	1,358	158
2023-06-07	$15.15	$15.00	34.6%	13.8%	33.7%	9.2%	0.0%	-3.0%	-4.6%	69.7K	-620.2K	-1.3K	0.10	114.23	20	2	1,678	190
2023-06-08	$15.16	$15.00	25.4%	8.8%	33.7%	0.0%	30.8%	1.4%	11.5%	84.3K	-744.1K	-1.2K	0.33	110.75	6	2	1,571	150
2023-06-09	$15.10	$15.00	33.6%	9.0%	33.7%	9.5%	31.4%	24.3%	6.6%	78.9K	-651.2K	-1.3K	0.00	116.21	0	2	1,582	152
2023-06-12	$15.32	$15.00	59.2%	9.3%	34.4%	39.3%	32.5%	16.4%	2.2%	67.0K	-720.2K	-1.2K	0.07	112.62	28	2	1,582	154
2023-06-13	$16.23	$15.00	86.6%	10.5%	40.7%	71.3%	37.9%	-0.5%	4.4%	6.8K	-1.2M	-993	1.75	115.14	4	7	1,610	134
2023-06-14	$16.37	$15.00	52.8%	15.1%	40.7%	31.9%	52.0%	25.0%	22.5%	53.4K	-1.3M	-1.5K	0.00	123.23	28	0	1,607	128
2023-06-15	$16.26	$15.00	52.2%	15.0%	40.8%	31.2%	51.6%	87.7%	-11.0%	6.8K	-1.2M	-1.0K	0.50	114.84	30	15	1,602	128
2023-06-16	$15.66	$15.00	34.5%	9.9%	42.9%	10.6%	42.7%	5.3%	19.8%	6.9K	-1.2M	-955	0.00	110.94	7	0	1,632	137
2023-06-20	$15.74	$15.00	51.0%	14.6%	41.4%	29.8%	0.0%	107.7%	-6.3%	7.0K	-165.5K	-924	0.00	112.43	0	0	471	37
2023-06-21	$16.07	$15.00	53.1%	15.2%	42.2%	32.2%	57.2%	27.5%	-12.7%	7.4K	-181.5K	-963	0.00	105.40	40	0	471	37
2023-06-22	$16.03	$15.00	57.7%	16.5%	41.7%	37.6%	48.5%	50.9%	-27.6%	8.4K	-171.0K	-876	0.00	106.36	233	0	511	37
2023-06-23	$15.70	$15.00	41.7%	12.0%	42.1%	19.0%	46.4%	-2.6%	11.6%	15.6K	-207.4K	-1.0K	0.00	100.30	132	0	739	37
2023-06-26	$15.90	$15.00	53.1%	15.2%	40.8%	32.2%	46.2%	19.2%	-9.3%	21.8K	-331.1K	-1.4K	0.00	103.77	432	0	864	37
2023-06-27	$15.59	$15.00	40.7%	11.7%	41.3%	17.8%	30.8%	7.4%	5.4%	26.9K	-258.6K	-1.2K	0.01	108.54	182	1	1,171	37
2023-06-28	$15.29	$15.00	38.1%	10.9%	41.3%	14.8%	39.7%	150.2%	11.6%	22.9K	-252.9K	-1.3K	0.00	109.71	0	1	1,189	38
2023-06-29	$15.52	$15.00	40.5%	11.6%	41.8%	17.6%	0.0%	11.6%	16.4%	26.7K	-294.4K	-1.4K	0.00	103.64	0	0	1,189	38
2023-06-30	$15.54	$15.00	40.4%	11.6%	41.5%	17.5%	0.0%	5.4%	-0.5%	25.8K	-264.8K	-1.3K	8.00	104.95	1	8	1,189	38