LMNR Options History — August 2023

In August 2023, LMNR traded between $15.01 and $15.88. ATM implied volatility averaged 44.9%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 21.9% (HV 20d: 22.9%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 3.64.

Notable Days

  • 2023-08-01: Highest Volume — 242 contracts
  • 2023-08-02: Largest IV spike — 19.9% change
  • 2023-08-30: Highest IV Rank — 41.4%
  • 2023-08-30: Largest Expected Move — 16.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.42$15.01$15.88$15.88$15.41
Max Pain$17.28$15.00$17.50$15.00$17.50
ATM IV44.9%28.0%58.4%28.0%58.0%
Expected Move13.2%8.0%16.7%8.0%16.6%
HV 20d22.9%15.5%25.3%24.2%17.8%
HV 60d29.5%28.6%30.2%29.8%29.0%
IV Rank24.4%3.2%41.4%3.2%40.9%
IV Percentile42.0%1.6%77.0%1.6%75.8%
Term Structure-8.5%-18.2%13.8%13.8%-18.2%
VWIV49.6%38.8%71.5%38.8%57.7%
Skew 25d5.0%-2.5%14.1%14.1%-2.5%
Skew 10d13.9%-3.4%31.9%17.2%-3.4%
Call IV 25d45.9%24.8%58.3%24.8%58.3%
Put IV 25d50.9%34.1%64.8%38.9%55.7%
Bid-Ask Spread %99.6682.98116.76112.6494.70
Gamma HHI0.650.440.820.590.82
Net GEX-8.8K-21.0K13.6K13.6K-9.6K
Net DEX246.9K-131.6K351.6K-131.6K270.1K
Net VEX-1.1K-1.5K-915-1.1K-915
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.640.0024.002.833.00
Total Volume23.08702422424
Total OI1,240.3489791,4061,1171,083

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-08-01$15.88$15.0028.0%8.0%24.2%3.2%0.0%14.1%13.8%13.6K-131.6K-1.1K0.00112.640242809308
2023-08-02$15.62$15.0033.5%9.6%25.0%10.2%0.0%4.2%7.5%-648170.2K-1.5K2.83116.76617809550
2023-08-03$15.46$17.5032.3%11.8%25.2%8.6%38.8%6.7%-6.0%-4.9K238.2K-1.5K0.0088.8705815567
2023-08-04$15.38$17.5031.9%11.8%25.2%8.1%0.0%5.3%-6.8%-6.9K249.1K-1.4K0.0092.5700815572
2023-08-07$15.50$17.5035.6%11.9%25.3%12.8%0.0%2.9%-7.2%-6.3K232.4K-1.4K0.0091.3500815572
2023-08-08$15.47$17.5036.7%12.2%25.3%14.1%0.0%4.2%-7.4%-7.0K246.7K-1.3K0.0096.2500815572
2023-08-09$15.63$17.5042.2%12.1%25.3%21.0%42.1%3.3%-7.4%-6.0K212.2K-1.4K0.0098.3904815572
2023-08-10$15.68$17.5044.0%12.6%25.2%23.3%42.4%4.8%-8.6%-10.7K208.0K-1.2K0.00104.5210815573
2023-08-11$15.72$17.5044.6%12.8%24.0%24.0%45.0%4.5%-9.3%-9.5K194.3K-1.3K0.09102.82444815573
2023-08-14$15.48$17.5045.1%12.9%23.5%24.7%0.0%5.9%-10.6%-13.4K255.8K-1.2K0.00103.9200815574
2023-08-15$15.34$17.5045.0%12.9%23.7%24.5%45.1%4.9%-10.2%-14.2K276.8K-1.1K6.00101.80212815574
2023-08-16$15.18$17.5045.1%12.9%23.5%24.7%45.1%5.8%-10.1%-18.3K313.1K-1.1K0.00106.69019816586
2023-08-17$15.07$17.5045.8%13.1%23.4%25.6%46.0%6.4%-6.6%-21.0K349.2K-1.1K1.00107.2311816589
2023-08-18$15.24$17.5045.8%13.1%23.7%25.5%45.9%8.1%-7.3%-9.2K281.9K-1.1K5.00103.6315816590
2023-08-21$15.01$17.5047.0%13.5%24.3%27.0%47.3%6.1%-8.0%-9.5K321.2K-9490.00108.36025454525
2023-08-22$15.01$17.5048.8%14.0%24.3%29.3%48.5%5.2%-10.6%-10.9K343.3K-98324.0099.33124454557
2023-08-23$15.03$17.5049.0%14.0%24.1%29.6%71.5%6.1%-10.0%-11.5K351.6K-9550.0096.4620453567
2023-08-24$15.23$17.5050.0%14.3%22.5%30.8%51.1%3.0%-10.0%-11.4K315.8K-9730.5094.735025454567
2023-08-25$15.45$17.5052.6%15.1%23.0%34.1%51.1%-2.5%-12.7%-9.0K265.2K-1.1K0.2094.88102504554
2023-08-28$15.49$17.5055.2%15.8%18.0%37.3%0.0%-0.2%-15.6%-9.2K259.0K-9700.00100.8200505556
2023-08-29$15.55$17.5057.4%16.5%15.5%40.2%56.9%9.1%-16.8%-9.0K252.6K-9810.0092.5701505556
2023-08-30$15.81$17.5058.4%16.7%15.6%41.4%58.3%10.2%-17.1%-8.7K203.8K-9691.0982.981112505556
2023-08-31$15.41$17.5058.0%16.6%17.8%40.9%57.7%-2.5%-18.2%-9.6K270.1K-9153.0094.7013515568