LMNR Options History — December 2023

In December 2023, LMNR traded between $18.32 and $21.04. ATM implied volatility averaged 56.0%, placing in the 52.9% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded below realized volatility by 16.1% (HV 20d: 72.1%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.60.

Notable Days

2023-12-01: Highest Volume — 1,882 contracts
2023-12-22: Largest IV drop — 38.4% change
2023-12-07: Highest IV Rank — 84.1%
2023-12-01: Largest Expected Move — 18.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.40	$18.32	$21.04	$18.35	$20.65
Max Pain	$17.25	$12.50	$17.50	$12.50	$17.50
ATM IV	56.0%	36.3%	76.3%	62.9%	36.3%
Expected Move	15.0%	10.4%	18.0%	18.0%	10.4%
HV 20d	72.1%	70.1%	75.4%	70.4%	75.2%
HV 60d	46.2%	44.5%	48.6%	45.8%	48.4%
IV Rank	52.9%	22.6%	84.1%	63.4%	22.6%
IV Percentile	75.7%	37.3%	97.6%	92.5%	37.3%
Term Structure	-6.7%	-13.2%	1.4%	-6.7%	1.1%
VWIV	53.9%	37.9%	70.6%	70.6%	38.3%
Skew 25d	-4.4%	-19.1%	1.5%	-19.1%	-4.4%
Skew 10d	-6.7%	-37.4%	11.0%	-37.4%	-10.2%
Call IV 25d	55.2%	36.6%	73.6%	73.6%	36.6%
Put IV 25d	50.8%	32.2%	61.0%	54.5%	32.2%
Bid-Ask Spread %	56.05	18.99	77.73	77.73	49.36
Gamma HHI	0.48	0.28	0.67	0.28	0.49
Net GEX	49.7K	7.5K	93.8K	7.5K	51.9K
Net DEX	-1.6M	-2.2M	-871.5K	-871.5K	-1.5M
Net VEX	-4.3K	-5.0K	-629	-629	-4.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.60	0.00	2.75	0.14	0.03
Total Volume	158.15	0	1,882	1,882	0
Total OI	1,989.45	625	2,540	625	1,767

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
2023-12-01	$18.35	$12.50	62.9%	18.0%	70.4%	63.4%	70.6%	-19.1%	-6.7%	7.5K	-871.5K	-629	0.14	77.73	1,646	236	545	80
2023-12-04	$18.69	$17.50	70.1%	16.9%	70.1%	74.6%	58.3%	-4.6%	-12.9%	49.8K	-1.8M	-4.8K	0.15	45.96	93	14	2,087	294
2023-12-05	$19.32	$17.50	73.4%	17.1%	70.3%	79.7%	59.2%	-7.0%	-13.2%	59.8K	-2.2M	-5.0K	0.49	46.96	41	20	2,128	296
2023-12-06	$19.11	$17.50	72.2%	17.3%	70.7%	77.9%	0.0%	-6.3%	-12.5%	63.3K	-2.0M	-5.0K	0.00	55.60	43	0	2,147	316
2023-12-07	$19.09	$17.50	76.3%	16.0%	70.4%	84.1%	0.0%	-4.1%	-8.5%	64.7K	-2.0M	-5.0K	0.00	63.27	66	0	2,170	316
2023-12-08	$19.09	$17.50	65.5%	15.3%	70.3%	67.4%	0.0%	-3.1%	-7.1%	71.7K	-2.0M	-4.8K	0.00	58.65	23	0	2,166	316
2023-12-11	$18.80	$17.50	63.8%	15.9%	71.2%	64.9%	52.6%	-4.0%	-9.8%	68.9K	-1.8M	-4.4K	0.00	57.54	52	0	2,166	316
2023-12-12	$18.32	$17.50	47.2%	15.2%	72.3%	39.4%	52.9%	-3.9%	-6.8%	27.6K	-1.5M	-3.8K	2.33	58.50	3	7	2,192	316
2023-12-13	$18.66	$17.50	52.8%	15.1%	71.3%	48.0%	57.6%	-3.8%	-6.6%	59.1K	-1.7M	-4.1K	0.08	64.42	26	2	2,193	323
2023-12-14	$19.10	$17.50	53.6%	15.4%	71.3%	49.2%	0.0%	-1.0%	-7.6%	93.8K	-2.0M	-4.3K	0.00	56.45	70	0	2,214	322
2023-12-15	$18.91	$17.50	55.6%	15.9%	71.4%	52.3%	53.5%	-8.8%	-8.8%	33.2K	-1.7M	-3.9K	2.75	58.50	4	11	2,218	322
2023-12-18	$19.58	$17.50	59.8%	17.1%	71.5%	58.7%	63.3%	-5.3%	-10.6%	34.7K	-1.2M	-4.1K	0.10	52.46	109	11	1,255	39
2023-12-19	$19.12	$17.50	58.1%	16.7%	71.8%	56.1%	59.1%	-5.6%	-9.0%	34.6K	-1.1M	-4.2K	1.62	58.30	13	21	1,309	50
2023-12-20	$18.96	$17.50	61.4%	17.6%	72.0%	61.2%	60.7%	-4.4%	-9.7%	32.8K	-1.1M	-4.3K	0.33	58.91	58	19	1,321	71
2023-12-21	$19.05	$17.50	60.9%	17.5%	71.9%	60.5%	62.0%	-2.0%	-9.4%	33.0K	-1.1M	-4.3K	0.91	18.99	156	142	1,343	89
2023-12-22	$20.57	$17.50	37.5%	10.8%	75.4%	24.5%	38.6%	1.4%	1.4%	50.8K	-1.5M	-4.8K	0.21	67.02	87	18	1,598	201
2023-12-26	$20.73	$17.50	37.9%	10.9%	75.3%	25.0%	43.3%	1.5%	0.4%	51.4K	-1.6M	-4.7K	2.03	53.81	36	73	1,575	195
2023-12-27	$21.04	$17.50	37.9%	10.9%	75.0%	25.1%	37.9%	-0.2%	0.5%	52.5K	-1.7M	-4.7K	0.26	54.26	23	6	1,570	191
2023-12-28	$20.86	$17.50	37.3%	10.7%	75.1%	24.0%	38.3%	-2.8%	1.0%	52.4K	-1.6M	-4.7K	0.03	64.36	33	1	1,575	197
2023-12-29	$20.65	$17.50	36.3%	10.4%	75.2%	22.6%	0.0%	-4.4%	1.1%	51.9K	-1.5M	-4.5K	0.00	49.36	0	0	1,569	198