LMNR Options History — March 2024

In March 2024, LMNR traded between $17.83 and $19.83. ATM implied volatility averaged 57.2%, placing in the 46.7% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 24.0% (HV 20d: 33.3%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 1.79.

Notable Days

2024-03-18: Highest Volume — 297 contracts
2024-03-13: Largest IV drop — 61.5% change
2024-03-05: Highest IV Rank — 100.0%
2024-03-01: Largest Expected Move — 21.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.90	$17.83	$19.83	$17.95	$19.48
Max Pain	$19.29	$17.50	$20.00	$17.50	$20.00
ATM IV	57.2%	33.2%	112.7%	74.6%	36.5%
Expected Move	12.0%	9.5%	21.4%	21.4%	10.5%
HV 20d	33.3%	24.9%	43.9%	43.3%	24.9%
HV 60d	35.0%	31.9%	37.0%	36.6%	32.0%
IV Rank	46.7%	12.7%	100.0%	81.4%	16.4%
IV Percentile	62.6%	32.1%	100.0%	98.0%	39.7%
Term Structure	-1.5%	-26.3%	2.7%	-26.3%	-1.3%
VWIV	37.1%	33.2%	43.4%	43.4%	34.9%
Skew 25d	1.3%	-3.9%	7.8%	1.5%	6.3%
Skew 10d	3.8%	-14.5%	66.1%	-1.0%	10.5%
Call IV 25d	41.6%	29.6%	76.6%	76.6%	33.5%
Put IV 25d	42.9%	34.8%	78.2%	78.2%	39.7%
Bid-Ask Spread %	98.54	83.82	115.44	96.06	115.44
Gamma HHI	0.38	0.25	0.49	0.36	0.42
Net GEX	7.6K	-7.3K	25.4K	21.1K	-2.7K
Net DEX	-428.6K	-634.4K	-286.8K	-530.4K	-359.5K
Net VEX	-2.1K	-3.1K	-1.0K	-2.1K	-3.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.79	0.00	10.14	0.00	0.00
Total Volume	44.6	0	297	4	0
Total OI	1,266.45	497	1,738	1,562	934

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
2024-03-01	$17.95	$17.50	74.6%	21.4%	43.3%	81.4%	0.0%	1.5%	-26.3%	21.1K	-530.4K	-2.1K	0.00	96.06	4	0	1,292	270
2024-03-04	$18.39	$0.00	83.6%	14.4%	43.9%	95.3%	0.0%	1.8%	-3.8%	25.4K	-634.4K	-2.1K	0.28	83.82	40	11	1,289	270
2024-03-05	$18.03	$0.00	87.6%	14.7%	43.9%	100.0%	0.0%	1.1%	-4.4%	20.5K	-500.2K	-1.8K	0.00	88.56	0	0	1,259	281
2024-03-06	$17.83	$0.00	93.9%	14.6%	43.0%	100.0%	0.0%	1.9%	-4.1%	18.8K	-461.1K	-1.8K	0.25	86.25	4	1	1,259	281
2024-03-07	$18.20	$0.00	91.1%	14.4%	43.5%	96.1%	0.0%	1.4%	-3.1%	21.5K	-513.4K	-1.7K	1.73	89.70	15	26	1,263	281
2024-03-08	$18.62	$0.00	75.8%	12.4%	43.7%	74.9%	0.0%	1.8%	0.8%	23.3K	-547.4K	-1.6K	5.50	92.72	2	11	1,266	306
2024-03-11	$18.59	$0.00	96.7%	12.5%	43.7%	100.0%	43.4%	-3.9%	0.8%	21.9K	-526.2K	-1.4K	0.71	94.42	63	45	1,263	312
2024-03-12	$18.59	$17.50	112.7%	12.3%	40.1%	100.0%	0.0%	-3.8%	1.2%	20.1K	-527.7K	-1.6K	0.05	97.30	20	1	1,302	357
2024-03-13	$18.53	$17.50	43.4%	12.4%	29.1%	23.9%	0.0%	-3.4%	0.2%	18.6K	-504.8K	-1.5K	0.00	96.29	0	16	1,302	356
2024-03-14	$18.89	$17.50	35.2%	10.1%	28.8%	14.9%	35.8%	-2.3%	1.7%	-86	-466.1K	-1.0K	1.85	97.48	33	61	1,302	358
2024-03-15	$19.19	$20.00	33.2%	9.5%	27.1%	12.7%	33.2%	-1.0%	2.7%	-3.5K	-420.6K	-1.2K	2.89	106.71	9	26	1,319	419
2024-03-18	$19.19	$20.00	34.0%	9.7%	26.9%	13.5%	34.4%	-0.9%	1.4%	-5.1K	-286.8K	-1.2K	1.38	102.88	125	172	301	196
2024-03-19	$19.55	$20.00	34.5%	9.9%	27.0%	14.1%	38.4%	-0.7%	0.5%	-5.3K	-311.9K	-2.6K	10.14	103.68	7	71	419	368
2024-03-20	$19.83	$20.00	34.0%	9.8%	26.5%	13.6%	0.0%	1.1%	0.7%	-7.3K	-308.6K	-2.8K	0.00	101.61	70	0	414	438
2024-03-21	$19.83	$20.00	34.6%	9.9%	26.4%	14.2%	39.4%	2.2%	1.6%	-3.6K	-379.6K	-3.1K	2.00	101.10	18	36	484	438
2024-03-22	$19.36	$20.00	35.1%	10.1%	27.7%	14.8%	0.0%	7.8%	0.8%	-2.6K	-330.7K	-3.1K	0.00	99.50	0	3	502	428
2024-03-25	$19.34	$20.00	36.9%	10.6%	25.9%	16.7%	0.0%	5.5%	0.5%	-2.9K	-321.6K	-3.0K	0.00	100.47	0	0	502	431
2024-03-26	$19.41	$20.00	36.6%	10.5%	25.3%	16.4%	0.0%	6.6%	-0.5%	-2.8K	-331.4K	-3.0K	0.00	107.76	1	0	502	431
2024-03-27	$19.27	$20.00	34.9%	10.0%	24.9%	14.5%	34.9%	3.1%	0.9%	-3.2K	-309.8K	-3.0K	0.00	108.99	1	0	503	431
2024-03-28	$19.48	$20.00	36.5%	10.5%	24.9%	16.4%	0.0%	6.3%	-1.3%	-2.7K	-359.5K	-3.0K	0.00	115.44	0	0	503	431