LMNR Options History — October 2023

In October 2023, LMNR traded between $13.93 and $15.14. ATM implied volatility averaged 30.7%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 8.5% (HV 20d: 22.2%). 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 2 of 22 days. Put/call ratio averaged 0.03.

Notable Days

2023-10-03: Highest Volume — 410 contracts
2023-10-30: Largest IV spike — 29.5% change
2023-10-30: Highest IV Rank — 29.0%
2023-10-30: Largest Expected Move — 12.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.53	$13.93	$15.14	$15.03	$14.26
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	30.7%	27.1%	42.4%	27.1%	31.2%
Expected Move	8.8%	7.8%	12.2%	7.8%	9.0%
HV 20d	22.2%	15.4%	26.2%	26.2%	24.1%
HV 60d	23.3%	22.1%	24.6%	23.0%	22.7%
IV Rank	10.9%	5.5%	29.0%	5.5%	11.8%
IV Percentile	14.6%	6.7%	43.7%	6.7%	19.0%
Term Structure	-1.6%	-9.3%	0.6%	0.6%	-1.9%
VWIV	30.7%	29.1%	33.4%	29.7%	33.4%
Skew 25d	-3.1%	-8.9%	4.0%	-5.2%	-3.7%
Skew 10d	-4.2%	-13.9%	33.6%	-8.3%	-10.6%
Call IV 25d	30.5%	24.7%	41.6%	32.4%	32.1%
Put IV 25d	27.4%	23.8%	43.4%	27.1%	28.4%
Bid-Ask Spread %	97.52	80.75	107.61	104.20	97.84
Gamma HHI	0.50	0.45	0.63	0.61	0.63
Net GEX	18.3K	7.8K	25.0K	7.8K	15.6K
Net DEX	-623.2K	-784.9K	-159.8K	-159.8K	-289.5K
Net VEX	-921	-1.2K	-405	-405	-654
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.03	0.00	0.25	0.00	0.00
Total Volume	56.273	0	410	20	0
Total OI	757.227	322	900	322	520

Daily Data (22 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
2023-10-02	$15.03	$15.00	27.1%	7.8%	26.2%	5.5%	0.0%	-5.2%	0.6%	7.8K	-159.8K	-405	0.00	104.20	20	0	245	77
2023-10-03	$14.82	$15.00	27.3%	7.8%	25.2%	5.7%	0.0%	-5.3%	0.6%	8.0K	-169.0K	-419	0.00	100.52	410	0	265	77
2023-10-04	$14.85	$15.00	29.3%	8.4%	25.2%	8.8%	0.0%	-5.1%	-0.3%	15.5K	-714.0K	-934	0.00	102.83	35	0	675	77
2023-10-05	$14.79	$15.00	30.7%	8.6%	24.6%	11.0%	0.0%	-2.8%	-0.2%	16.0K	-697.2K	-918	0.00	95.36	0	0	676	77
2023-10-06	$14.71	$15.00	28.6%	8.4%	16.8%	7.7%	0.0%	-4.0%	-0.8%	15.5K	-708.0K	-877	0.15	94.37	20	3	676	77
2023-10-09	$14.86	$15.00	29.8%	8.5%	17.1%	9.5%	0.0%	-0.1%	-0.1%	15.6K	-726.9K	-866	0.00	93.63	37	0	676	79
2023-10-10	$15.12	$15.00	29.4%	8.2%	16.6%	9.0%	0.0%	1.8%	-0.5%	14.6K	-774.1K	-744	0.25	101.72	4	1	673	79
2023-10-11	$15.14	$15.00	29.7%	8.5%	15.4%	9.4%	29.7%	2.2%	-1.8%	14.4K	-782.6K	-678	0.00	101.20	250	0	673	80
2023-10-12	$14.51	$15.00	29.4%	8.4%	21.4%	9.0%	0.0%	-0.9%	-0.9%	23.2K	-736.0K	-1.2K	0.00	103.25	5	0	820	80
2023-10-13	$14.57	$15.00	30.2%	8.7%	21.3%	10.2%	0.0%	-4.8%	-1.7%	23.5K	-755.2K	-1.2K	0.00	103.19	0	0	820	80
2023-10-16	$14.73	$15.00	28.7%	8.2%	21.7%	7.8%	0.0%	-1.5%	-0.8%	25.0K	-784.9K	-1.1K	0.00	82.98	0	0	820	80
2023-10-17	$14.62	$15.00	30.1%	8.6%	21.7%	10.1%	0.0%	-2.7%	-2.2%	24.6K	-769.3K	-1.1K	0.00	86.64	0	0	820	80
2023-10-18	$14.29	$15.00	30.9%	8.8%	22.9%	11.2%	0.0%	-7.3%	-1.3%	22.6K	-693.1K	-1.2K	0.00	103.39	0	3	820	80
2023-10-19	$14.13	$15.00	29.8%	8.6%	23.0%	9.6%	0.0%	-3.7%	-1.1%	20.3K	-652.8K	-1.1K	0.00	107.61	0	0	820	79
2023-10-20	$14.02	$15.00	32.3%	9.3%	23.1%	13.4%	0.0%	4.0%	-3.5%	20.7K	-625.2K	-1.2K	0.00	98.51	0	1	820	79
2023-10-23	$13.93	$15.00	28.7%	8.2%	22.9%	7.9%	29.1%	-6.3%	-0.1%	21.1K	-611.8K	-1.1K	0.00	80.75	33	0	744	67
2023-10-24	$14.09	$15.00	32.5%	9.3%	23.5%	13.7%	0.0%	-4.0%	-4.2%	20.9K	-651.7K	-1.0K	0.00	107.44	0	0	743	67
2023-10-25	$14.33	$15.00	30.5%	8.8%	23.9%	10.7%	0.0%	-6.0%	-2.0%	20.3K	-696.3K	-962	0.00	99.54	5	0	743	67
2023-10-26	$14.38	$15.00	33.2%	9.5%	23.3%	14.8%	33.4%	-6.8%	-1.7%	19.6K	-679.8K	-1.0K	0.00	95.96	157	0	738	67
2023-10-27	$14.07	$15.00	32.8%	9.4%	23.8%	14.1%	0.0%	-8.9%	-2.2%	20.0K	-531.0K	-937	0.03	91.00	75	2	676	67
2023-10-30	$14.32	$15.00	42.4%	12.2%	24.4%	29.0%	0.0%	1.8%	-9.3%	18.3K	-503.4K	-804	0.00	93.50	177	0	615	65
2023-10-31	$14.26	$15.00	31.2%	9.0%	24.1%	11.8%	0.0%	-3.7%	-1.9%	15.6K	-289.5K	-654	0.00	97.84	0	0	455	65