LMNR Options History — November 2023

In November 2023, LMNR traded between $14.14 and $15.47. ATM implied volatility averaged 25.5%, placing in the 5.4% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 1.6% (HV 20d: 23.9%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.03.

Notable Days

2023-11-20: Highest Volume — 121 contracts
2023-11-08: Largest IV spike — 24.3% change
2023-11-08: Highest IV Rank — 8.1%
2023-11-02: Largest Expected Move — 8.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.81	$14.14	$15.47	$14.14	$15.19
Max Pain	$12.62	$12.50	$15.00	$15.00	$12.50
ATM IV	25.5%	21.6%	27.6%	27.6%	24.4%
Expected Move	7.5%	6.9%	8.2%	7.9%	7.0%
HV 20d	23.9%	18.4%	26.7%	24.1%	24.6%
HV 60d	24.0%	22.6%	25.8%	22.7%	24.6%
IV Rank	5.4%	0.0%	8.1%	6.2%	4.2%
IV Percentile	4.8%	0.0%	10.7%	7.9%	3.6%
Term Structure	7.6%	-3.6%	11.5%	-3.6%	11.5%
VWIV	26.3%	24.4%	28.9%	26.7%	24.4%
Skew 25d	0.4%	-6.6%	14.6%	-6.5%	2.2%
Skew 10d	2.9%	-14.0%	21.8%	-14.0%	6.8%
Call IV 25d	28.0%	25.1%	32.6%	32.6%	26.6%
Put IV 25d	28.4%	20.7%	42.9%	26.1%	28.8%
Bid-Ask Spread %	99.45	81.00	117.37	99.93	88.20
Gamma HHI	0.73	0.61	0.90	0.62	0.68
Net GEX	17.8K	13.6K	30.1K	15.5K	18.3K
Net DEX	-388.3K	-576.6K	-254.5K	-273.0K	-540.9K
Net VEX	-574	-835	-397	-622	-807
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.03	0.00	0.16	0.00	0.00
Total Volume	19.381	0	121	0	0
Total OI	540.476	461	625	520	625

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
2023-11-01	$14.14	$15.00	27.6%	7.9%	24.1%	6.2%	0.0%	-6.5%	-3.6%	15.5K	-273.0K	-622	0.00	99.93	0	0	455	65
2023-11-02	$14.35	$12.50	26.9%	8.2%	24.9%	5.1%	0.0%	6.2%	6.2%	16.7K	-290.4K	-588	0.00	98.63	0	0	455	65
2023-11-03	$14.30	$12.50	26.4%	8.0%	24.8%	4.4%	0.0%	4.9%	5.8%	16.8K	-288.9K	-564	0.00	106.82	0	0	455	65
2023-11-06	$14.34	$12.50	25.6%	8.0%	24.5%	3.2%	0.0%	5.9%	5.5%	17.2K	-293.2K	-559	0.00	98.36	0	0	455	65
2023-11-07	$14.32	$12.50	21.6%	8.1%	23.4%	0.0%	0.0%	-4.0%	4.8%	16.8K	-278.0K	-508	0.00	117.37	0	0	455	65
2023-11-08	$14.18	$12.50	26.9%	7.7%	23.5%	8.1%	0.0%	-5.3%	6.1%	15.6K	-254.5K	-472	0.00	92.92	0	0	455	65
2023-11-09	$14.16	$12.50	26.6%	7.6%	18.4%	7.6%	26.7%	-6.6%	6.6%	16.2K	-261.6K	-478	0.00	97.36	1	0	455	65
2023-11-10	$14.34	$12.50	25.3%	7.3%	19.0%	5.7%	0.0%	-5.0%	8.0%	17.4K	-277.0K	-462	0.00	95.62	0	0	455	65
2023-11-13	$14.27	$12.50	26.3%	7.5%	18.5%	7.2%	0.0%	-4.6%	6.4%	16.9K	-279.8K	-434	0.00	81.00	0	0	455	65
2023-11-14	$14.92	$12.50	25.9%	7.4%	24.5%	6.5%	25.8%	-2.1%	6.9%	25.0K	-373.3K	-471	0.00	93.51	83	0	455	65
2023-11-15	$15.29	$12.50	25.1%	7.2%	24.2%	5.3%	0.0%	3.0%	7.9%	21.3K	-442.7K	-467	0.00	103.78	3	0	452	65
2023-11-16	$15.17	$12.50	25.7%	7.4%	23.9%	6.3%	25.7%	3.1%	8.8%	24.9K	-422.1K	-456	0.00	103.66	5	0	452	65
2023-11-17	$15.06	$12.50	25.4%	7.3%	23.9%	5.8%	28.9%	2.8%	7.9%	30.1K	-392.1K	-432	0.00	109.25	33	0	448	65
2023-11-20	$14.77	$12.50	24.3%	7.0%	25.0%	4.1%	24.4%	14.6%	9.9%	15.0K	-320.6K	-397	0.09	97.58	111	10	399	62
2023-11-21	$15.16	$12.50	24.3%	7.0%	26.2%	4.0%	0.0%	2.2%	9.9%	13.6K	-354.6K	-401	0.00	105.61	100	0	392	72
2023-11-22	$15.47	$12.50	24.9%	7.2%	26.5%	5.1%	0.0%	1.5%	10.3%	13.9K	-524.3K	-677	0.16	107.64	50	8	492	72
2023-11-24	$15.38	$12.50	24.1%	6.9%	26.7%	3.8%	0.0%	-1.0%	10.6%	15.2K	-576.6K	-835	0.00	99.51	0	0	542	80
2023-11-27	$15.43	$12.50	26.2%	7.5%	25.0%	7.0%	0.0%	-1.2%	9.1%	15.4K	-576.4K	-791	0.00	96.94	0	0	542	80
2023-11-28	$15.41	$12.50	26.6%	7.6%	24.6%	7.7%	0.0%	-0.7%	10.1%	15.5K	-573.6K	-821	0.00	97.93	1	0	542	80
2023-11-29	$15.30	$12.50	25.0%	7.2%	24.7%	5.2%	0.0%	-0.2%	10.6%	16.8K	-559.8K	-814	0.00	96.75	2	0	543	80
2023-11-30	$15.19	$12.50	24.4%	7.0%	24.6%	4.2%	0.0%	2.2%	11.5%	18.3K	-540.9K	-807	0.00	88.20	0	0	545	80