LMNR Options History — February 2024

In February 2024, LMNR traded between $17.45 and $18.80. ATM implied volatility averaged 59.4%, placing in the 58.2% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 24.9% (HV 20d: 34.5%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 2.16.

Notable Days

2024-02-20: Highest Volume — 213 contracts
2024-02-05: Largest IV spike — 15.4% change
2024-02-29: Highest IV Rank — 80.4%
2024-02-29: Largest Expected Move — 21.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.11	$17.45	$18.80	$18.38	$18.48
Max Pain	$16.00	$15.00	$17.50	$15.00	$17.50
ATM IV	59.4%	46.3%	73.9%	46.4%	73.9%
Expected Move	17.2%	14.7%	21.2%	14.7%	21.2%
HV 20d	34.5%	21.9%	42.4%	21.9%	42.1%
HV 60d	50.7%	36.4%	53.1%	49.3%	36.4%
IV Rank	58.2%	38.0%	80.4%	38.0%	80.4%
IV Percentile	86.1%	67.9%	97.6%	68.3%	97.6%
Term Structure	-14.1%	-24.1%	-7.2%	-7.2%	-24.1%
VWIV	61.2%	55.2%	71.4%	55.2%	71.4%
Skew 25d	0.3%	-1.7%	2.5%	0.5%	2.1%
Skew 10d	-0.6%	-11.9%	11.0%	-1.6%	11.0%
Call IV 25d	61.9%	52.8%	76.3%	52.8%	76.3%
Put IV 25d	62.2%	53.3%	78.4%	53.3%	78.4%
Bid-Ask Spread %	87.94	72.18	98.67	82.21	93.93
Gamma HHI	0.37	0.31	0.46	0.44	0.38
Net GEX	24.4K	15.7K	32.8K	31.2K	27.7K
Net DEX	-627.0K	-802.7K	-450.8K	-739.7K	-737.8K
Net VEX	-2.3K	-2.8K	-1.7K	-2.5K	-2.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.16	0.00	20.00	0.00	0.00
Total Volume	43.2	0	213	0	50
Total OI	1,473.15	1,296	1,671	1,367	1,612

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
2024-02-01	$18.38	$15.00	46.4%	14.7%	21.9%	38.0%	0.0%	0.5%	-7.2%	31.2K	-739.7K	-2.5K	0.00	82.21	0	0	1,255	112
2024-02-02	$18.11	$15.00	46.3%	15.4%	22.2%	38.0%	0.0%	-0.6%	-8.7%	28.3K	-689.0K	-2.5K	0.00	77.94	0	63	1,255	112
2024-02-05	$17.76	$15.00	53.5%	15.7%	22.8%	49.0%	55.2%	-0.8%	-10.1%	21.0K	-541.3K	-2.2K	0.00	81.33	26	0	1,255	175
2024-02-06	$18.24	$15.00	54.4%	15.7%	25.1%	50.4%	0.0%	-0.9%	-9.8%	24.3K	-647.5K	-2.3K	0.00	72.18	0	2	1,235	175
2024-02-07	$18.03	$15.00	55.1%	15.8%	24.4%	51.5%	0.0%	-1.7%	-9.8%	21.9K	-597.8K	-2.3K	0.00	73.08	0	5	1,235	175
2024-02-08	$17.76	$15.00	56.0%	16.1%	24.5%	52.9%	57.5%	-0.4%	-10.3%	18.1K	-513.8K	-2.1K	0.00	81.21	0	10	1,235	180
2024-02-09	$17.91	$15.00	57.2%	16.4%	24.7%	54.7%	0.0%	0.1%	-11.6%	19.8K	-561.1K	-2.1K	0.00	87.95	0	5	1,235	190
2024-02-12	$18.80	$15.00	59.0%	16.9%	30.2%	57.4%	0.0%	-1.4%	-13.7%	28.3K	-786.0K	-2.4K	0.92	90.65	13	12	1,235	195
2024-02-13	$17.45	$15.00	59.7%	17.1%	39.9%	58.6%	0.0%	0.3%	-13.6%	15.7K	-450.8K	-1.9K	0.00	89.39	0	0	1,245	193
2024-02-14	$17.86	$15.00	60.0%	17.2%	40.9%	59.1%	61.7%	1.1%	-14.3%	16.5K	-534.4K	-1.9K	0.00	85.34	1	0	1,245	193
2024-02-15	$18.45	$15.00	57.1%	16.4%	42.4%	54.6%	59.1%	-0.2%	-10.1%	26.4K	-663.2K	-2.1K	0.02	93.70	50	1	1,245	193
2024-02-16	$18.32	$15.00	58.0%	16.6%	42.0%	56.0%	56.5%	2.4%	-13.2%	32.8K	-687.9K	-2.0K	0.74	98.62	27	20	1,295	193
2024-02-20	$18.12	$17.50	58.5%	16.8%	41.4%	56.7%	59.4%	2.5%	-11.1%	29.6K	-590.8K	-1.7K	0.60	95.46	133	80	1,206	90
2024-02-21	$17.89	$17.50	60.6%	17.4%	40.3%	60.0%	61.0%	-0.4%	-15.0%	25.6K	-600.3K	-2.2K	0.00	93.52	0	51	1,275	158
2024-02-22	$17.86	$17.50	60.6%	17.4%	39.8%	60.0%	60.4%	0.2%	-14.7%	23.0K	-547.2K	-2.3K	1.26	98.67	80	101	1,275	208
2024-02-23	$17.64	$17.50	63.0%	18.1%	39.8%	63.6%	63.0%	-0.1%	-17.0%	18.3K	-507.2K	-2.8K	0.17	91.55	6	1	1,355	309
2024-02-26	$18.20	$17.50	68.1%	19.5%	41.6%	71.4%	68.2%	1.5%	-20.7%	23.4K	-654.1K	-2.8K	20.00	92.06	5	100	1,361	310
2024-02-27	$18.54	$17.50	70.5%	20.2%	42.2%	75.1%	0.0%	1.3%	-23.7%	29.4K	-802.7K	-2.8K	0.00	89.68	20	0	1,362	272
2024-02-28	$18.30	$17.50	71.0%	20.4%	42.4%	75.9%	71.4%	0.6%	-22.9%	25.8K	-686.5K	-2.6K	0.00	90.32	0	2	1,342	272
2024-02-29	$18.48	$17.50	73.9%	21.2%	42.1%	80.4%	0.0%	2.1%	-24.1%	27.7K	-737.8K	-2.6K	0.00	93.93	50	0	1,342	270