LMNR Options History — July 2023

In July 2023, LMNR traded between $14.85 and $15.59. ATM implied volatility averaged 34.2%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 9.0% (HV 20d: 25.2%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 10.14.

Notable Days

2023-07-13: Highest Volume — 250 contracts
2023-07-05: Largest IV drop — 24.5% change
2023-07-03: Highest IV Rank — 38.7%
2023-07-03: Largest Expected Move — 16.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.33	$14.85	$15.59	$15.50	$15.49
Max Pain	$17.13	$15.00	$17.50	$15.00	$15.00
ATM IV	34.2%	27.8%	58.6%	58.6%	30.8%
Expected Move	9.7%	8.0%	16.8%	16.8%	8.8%
HV 20d	25.2%	16.6%	41.3%	41.3%	22.5%
HV 60d	28.5%	27.8%	31.1%	31.1%	29.3%
IV Rank	10.5%	2.9%	38.7%	38.7%	6.7%
IV Percentile	8.5%	1.2%	69.4%	69.4%	4.4%
Term Structure	6.1%	-11.7%	11.2%	-11.7%	9.2%
VWIV	32.8%	27.8%	40.3%	32.7%	30.8%
Skew 25d	2.7%	-4.7%	13.6%	13.6%	10.6%
Skew 10d	5.2%	-5.0%	22.8%	18.3%	22.8%
Call IV 25d	32.7%	22.5%	45.2%	45.2%	22.5%
Put IV 25d	35.4%	32.6%	58.7%	58.7%	33.1%
Bid-Ask Spread %	108.49	98.24	121.76	108.70	107.66
Gamma HHI	0.74	0.41	0.85	0.76	0.69
Net GEX	14.1K	2.0K	25.2K	23.2K	10.5K
Net DEX	-135.3K	-272.1K	-29.5K	-272.1K	-120.0K
Net VEX	-894	-1.2K	-682	-1.2K	-802
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	10.14	0.00	74.50	0.00	74.50
Total Volume	33.25	0	250	10	151
Total OI	1,275.55	918	1,617	1,228	989

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
2023-07-03	$15.50	$15.00	58.6%	16.8%	41.3%	38.7%	0.0%	13.6%	-11.7%	23.2K	-272.1K	-1.2K	0.00	108.70	0	10	1,190	38
2023-07-05	$15.52	$15.00	44.3%	12.7%	40.9%	21.9%	0.0%	6.8%	8.2%	25.2K	-233.1K	-1.1K	0.00	107.17	0	0	1,190	48
2023-07-06	$15.48	$17.50	34.2%	9.6%	40.5%	10.2%	0.0%	-0.6%	5.7%	22.7K	-173.5K	-929	0.00	106.46	3	0	1,190	48
2023-07-07	$15.56	$17.50	34.9%	9.7%	30.8%	11.1%	32.7%	-0.4%	4.5%	22.3K	-176.1K	-917	0.00	103.86	0	10	1,187	54
2023-07-10	$15.47	$17.50	36.8%	9.8%	30.9%	13.3%	33.1%	-1.3%	2.8%	19.2K	-152.9K	-839	6.22	100.16	9	56	1,187	64
2023-07-11	$15.43	$17.50	37.8%	9.5%	30.8%	14.4%	0.0%	-0.5%	5.7%	16.5K	-135.7K	-889	0.00	109.11	0	0	1,196	120
2023-07-12	$15.59	$17.50	33.0%	9.5%	30.6%	8.8%	0.0%	1.2%	4.9%	10.6K	-129.7K	-807	0.00	106.18	0	0	1,196	120
2023-07-13	$15.48	$17.50	32.9%	9.4%	22.2%	8.8%	38.9%	-3.6%	6.6%	20.0K	-158.8K	-934	0.00	105.27	250	0	1,196	120
2023-07-14	$15.18	$17.50	33.7%	9.7%	22.6%	10.4%	34.0%	-3.8%	4.8%	14.5K	-143.5K	-997	0.20	100.75	5	1	1,442	120
2023-07-17	$15.52	$17.50	32.6%	9.4%	24.3%	9.0%	40.3%	-4.3%	6.9%	15.0K	-171.1K	-1.0K	0.00	99.38	51	0	1,447	121
2023-07-18	$15.52	$17.50	33.4%	9.6%	20.5%	10.0%	0.0%	-4.7%	5.4%	17.2K	-183.7K	-1.1K	0.00	98.24	0	0	1,496	121
2023-07-19	$15.31	$17.50	31.2%	8.9%	20.9%	7.2%	0.0%	7.1%	7.9%	13.2K	-135.5K	-916	0.00	110.00	0	0	1,496	121
2023-07-20	$15.16	$17.50	30.2%	8.7%	19.3%	6.0%	0.0%	5.8%	8.3%	11.1K	-111.9K	-867	0.00	114.71	0	0	1,496	121
2023-07-21	$15.11	$17.50	30.7%	8.8%	19.3%	6.6%	0.0%	5.0%	7.7%	9.8K	-97.2K	-776	0.00	112.63	0	20	1,496	121
2023-07-24	$15.12	$17.50	29.9%	8.6%	18.2%	5.7%	29.9%	5.0%	9.0%	9.5K	-90.3K	-761	2.50	111.71	8	20	791	127
2023-07-25	$15.11	$17.50	30.5%	8.8%	17.3%	6.4%	30.5%	5.1%	8.1%	8.7K	-84.3K	-778	16.00	115.58	2	32	792	147
2023-07-26	$15.25	$17.50	30.2%	8.7%	16.6%	6.0%	30.3%	5.6%	8.8%	7.5K	-74.5K	-821	0.00	121.76	0	21	794	179
2023-07-27	$14.85	$17.50	29.6%	8.5%	17.8%	5.3%	0.0%	3.9%	8.6%	3.2K	-32.4K	-714	2.00	115.54	1	2	794	180
2023-07-28	$14.88	$17.50	27.8%	8.0%	16.7%	2.9%	27.8%	4.1%	11.2%	2.0K	-29.5K	-682	0.00	114.91	13	0	795	181
2023-07-31	$15.49	$15.00	30.8%	8.8%	22.5%	6.7%	30.8%	10.6%	9.2%	10.5K	-120.0K	-802	74.50	107.66	2	149	808	181