LMNR Options History — January 2024

In January 2024, LMNR traded between $18.13 and $20.48. ATM implied volatility averaged 39.7%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 3.8% (HV 20d: 35.9%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.94.

Notable Days

2024-01-03: Highest Volume — 160 contracts
2024-01-10: Largest IV spike — 21.4% change
2024-01-31: Highest IV Rank — 36.9%
2024-01-31: Largest Expected Move — 13.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.76	$18.13	$20.48	$20.48	$18.30
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	39.7%	30.8%	45.6%	37.1%	45.6%
Expected Move	11.6%	10.6%	13.1%	10.6%	13.1%
HV 20d	35.9%	25.9%	42.1%	38.4%	26.4%
HV 60d	49.2%	48.5%	49.7%	48.5%	49.3%
IV Rank	27.8%	14.1%	36.9%	23.8%	36.9%
IV Percentile	47.4%	25.8%	67.1%	39.3%	67.1%
Term Structure	7.1%	0.8%	9.7%	3.0%	7.3%
VWIV	41.1%	25.1%	52.3%	38.3%	44.7%
Skew 25d	-2.4%	-7.1%	1.5%	-7.1%	-1.0%
Skew 10d	-10.1%	-17.3%	5.3%	-14.0%	-15.2%
Call IV 25d	42.2%	32.3%	48.0%	41.1%	48.0%
Put IV 25d	39.8%	33.9%	47.0%	34.0%	47.0%
Bid-Ask Spread %	87.03	54.55	96.22	54.55	92.12
Gamma HHI	0.42	0.35	0.48	0.48	0.43
Net GEX	33.2K	26.4K	51.6K	51.6K	29.9K
Net DEX	-870.1K	-1.5M	-712.3K	-1.5M	-712.3K
Net VEX	-3.2K	-4.3K	-2.5K	-4.3K	-2.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.94	0.00	6.50	2.00	0.05
Total Volume	13.143	0	160	12	21
Total OI	1,610.667	1,339	1,779	1,766	1,345

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
2024-01-02	$20.48	$17.50	37.1%	10.6%	38.4%	23.8%	38.3%	-7.1%	3.0%	51.6K	-1.5M	-4.3K	2.00	54.55	4	8	1,568	198
2024-01-03	$19.57	$17.50	38.9%	11.1%	42.1%	26.6%	25.1%	1.5%	0.8%	43.7K	-1.2M	-4.0K	0.42	64.21	113	47	1,572	196
2024-01-04	$19.36	$17.50	38.4%	11.2%	40.7%	25.9%	38.8%	0.0%	7.7%	39.1K	-1.1M	-3.9K	0.00	82.30	4	0	1,526	238
2024-01-05	$19.17	$17.50	37.2%	11.2%	40.6%	23.9%	39.1%	-1.1%	5.6%	38.0K	-1.0M	-3.8K	6.50	84.02	2	13	1,530	238
2024-01-08	$18.98	$17.50	37.2%	11.2%	40.8%	24.0%	0.0%	-1.6%	6.3%	35.2K	-947.1K	-3.7K	0.33	91.23	3	1	1,529	248
2024-01-09	$18.59	$17.50	30.8%	11.4%	41.4%	14.1%	0.0%	-2.0%	5.7%	31.8K	-823.5K	-3.4K	0.00	90.44	0	6	1,530	248
2024-01-10	$18.34	$17.50	37.4%	10.7%	41.4%	24.2%	0.0%	-1.8%	8.0%	27.0K	-754.9K	-3.2K	0.00	96.22	0	6	1,530	245
2024-01-11	$18.42	$17.50	36.9%	10.6%	40.4%	23.4%	0.0%	-2.6%	8.2%	28.2K	-771.2K	-3.2K	0.00	91.72	0	3	1,530	246
2024-01-12	$18.61	$17.50	37.2%	10.7%	40.0%	23.9%	0.0%	-3.5%	9.7%	32.0K	-813.9K	-3.4K	0.00	91.47	0	0	1,530	249
2024-01-16	$18.27	$17.50	39.5%	11.3%	39.5%	27.6%	39.6%	-2.4%	7.0%	26.4K	-718.1K	-3.1K	1.00	90.04	2	2	1,530	249
2024-01-17	$18.27	$17.50	40.0%	11.5%	39.4%	28.3%	0.0%	-2.0%	7.9%	27.9K	-719.2K	-3.0K	0.00	94.28	0	2	1,529	248
2024-01-18	$18.45	$17.50	41.3%	11.9%	37.2%	30.3%	52.3%	-3.3%	8.2%	29.9K	-784.5K	-3.0K	0.00	87.83	1	0	1,529	243
2024-01-19	$18.13	$17.50	39.7%	11.4%	36.8%	27.9%	0.0%	-3.7%	8.2%	28.4K	-726.5K	-2.8K	0.00	91.00	0	5	1,529	243
2024-01-22	$18.55	$17.50	41.7%	12.0%	37.8%	30.9%	0.0%	-1.4%	8.1%	31.3K	-786.3K	-2.9K	0.00	84.59	0	10	1,241	110
2024-01-23	$19.02	$17.50	41.5%	11.9%	38.9%	30.6%	51.0%	-3.8%	7.2%	35.3K	-899.0K	-3.0K	0.00	88.19	7	0	1,242	110
2024-01-24	$18.62	$17.50	42.3%	12.1%	27.0%	31.8%	0.0%	-2.4%	8.9%	31.5K	-802.1K	-3.0K	0.00	93.47	0	0	1,239	110
2024-01-25	$18.73	$17.50	41.2%	11.8%	26.9%	30.1%	0.0%	-4.5%	8.9%	32.5K	-824.1K	-2.9K	0.00	89.27	0	0	1,239	110
2024-01-26	$18.71	$17.50	41.9%	12.0%	25.9%	31.2%	0.0%	-2.1%	7.9%	32.7K	-822.6K	-2.9K	0.00	88.35	10	0	1,239	110
2024-01-29	$18.75	$17.50	43.0%	12.3%	26.0%	32.8%	0.0%	-4.7%	8.1%	32.7K	-808.6K	-2.7K	0.00	93.66	0	0	1,229	110
2024-01-30	$18.64	$17.50	44.8%	12.8%	26.0%	35.6%	44.7%	-1.1%	6.7%	31.9K	-790.0K	-2.6K	0.00	88.64	6	0	1,229	110
2024-01-31	$18.30	$17.50	45.6%	13.1%	26.4%	36.9%	0.0%	-1.0%	7.3%	29.9K	-712.3K	-2.5K	0.05	92.12	20	1	1,235	110