LMNR Options History — April 2024

In April 2024, LMNR traded between $18.95 and $20.04. ATM implied volatility averaged 37.6%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 21.1% (HV 20d: 16.5%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 1.35.

Notable Days

  • 2024-04-18: Highest Volume — 116 contracts
  • 2024-04-18: Largest IV drop — 15.4% change
  • 2024-04-09: Highest IV Rank — 25.4%
  • 2024-04-17: Largest Expected Move — 12.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.45$18.95$20.04$19.41$19.93
Max Pain$19.66$17.50$20.00$20.00$20.00
ATM IV37.6%29.9%44.8%37.9%31.9%
Expected Move10.5%8.6%12.3%10.9%9.1%
HV 20d16.5%13.0%22.1%22.1%15.0%
HV 60d29.7%28.9%30.6%30.6%28.9%
IV Rank17.6%9.1%25.4%17.9%11.3%
IV Percentile43.3%20.6%61.9%46.0%28.2%
Term Structure5.1%-1.8%11.1%-1.1%10.1%
VWIV35.8%24.0%42.9%37.9%27.6%
Skew 25d1.5%-3.0%7.8%7.1%0.2%
Skew 10d1.3%-10.5%13.6%12.1%0.9%
Call IV 25d36.6%26.4%46.4%35.8%30.7%
Put IV 25d38.1%26.6%44.7%42.9%30.9%
Bid-Ask Spread %110.2698.37125.14110.35120.10
Gamma HHI0.430.350.510.430.42
Net GEX690-5.7K9.8K-3.2K9.8K
Net DEX-324.3K-511.3K-196.5K-341.7K-278.5K
Net VEX-2.9K-3.2K-2.8K-2.9K-2.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.350.0011.001.001.60
Total Volume25.136011620
Total OI977.9098591,115934875

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$19.41$20.0037.9%10.9%22.1%17.9%37.9%7.1%-1.1%-3.2K-341.7K-2.9K1.00110.3511503431
2024-04-02$19.41$20.0039.9%11.4%20.8%20.1%0.0%7.5%-1.6%-3.1K-341.2K-2.9K0.00106.3400503432
2024-04-03$19.27$20.0039.5%11.3%19.4%19.7%0.0%5.1%-1.8%-3.3K-314.3K-2.9K0.00113.1700503432
2024-04-04$19.26$17.5041.4%11.0%18.7%21.7%39.4%0.2%4.1%-3.2K-331.1K-2.9K0.16100.98193503432
2024-04-05$19.53$17.5042.0%11.0%18.1%22.4%0.0%0.5%4.7%-2.6K-368.5K-3.0K0.0098.3700519435
2024-04-08$19.32$17.5043.8%10.4%17.3%24.4%36.4%3.5%5.8%-2.8K-346.6K-2.9K0.71105.4875519435
2024-04-09$19.46$20.0044.8%11.1%17.3%25.4%0.0%0.3%3.4%-3.3K-362.6K-2.9K0.00105.7105525440
2024-04-10$19.27$20.0039.2%11.2%17.8%19.3%39.0%1.7%3.7%-3.4K-318.1K-2.9K11.00100.75666525455
2024-04-11$19.29$20.0039.2%11.2%17.7%19.3%0.0%-0.7%3.3%-5.6K-266.1K-3.2K0.00101.9500525521
2024-04-12$19.20$20.0040.1%11.5%16.6%20.3%0.0%1.2%3.5%-5.5K-259.0K-3.1K0.00100.8050525521
2024-04-15$19.09$20.0041.8%12.0%15.8%22.1%41.9%1.3%1.7%-5.3K-223.7K-3.1K0.00107.0170527521
2024-04-16$18.95$20.0041.5%11.9%16.0%21.9%0.0%0.9%2.5%-5.7K-196.5K-3.0K0.00107.1300527521
2024-04-17$19.00$20.0042.8%12.3%14.4%23.2%42.9%-3.0%1.7%-5.3K-214.9K-3.0K4.00104.2628527521
2024-04-18$19.31$20.0036.2%10.4%14.7%16.0%36.6%7.8%6.8%-2.5K-279.1K-3.0K0.15112.2010115529513
2024-04-19$19.53$20.0036.4%10.4%15.4%16.2%37.1%0.1%5.9%8.6K-286.4K-3.1K0.00109.58830587528
2024-04-22$19.69$20.0036.4%10.4%13.0%16.2%36.4%2.1%5.9%6.8K-441.1K-2.9K0.00110.2710557420
2024-04-23$19.68$20.0030.9%8.8%13.0%10.1%24.0%-2.1%10.6%8.5K-444.8K-2.8K0.00123.2901558420
2024-04-24$20.04$20.0030.9%8.8%14.3%10.1%30.9%2.7%10.7%9.8K-511.3K-2.9K0.00120.86500558420
2024-04-25$19.71$20.0031.0%8.9%15.4%10.3%27.6%-2.1%10.7%8.7K-426.3K-2.8K0.02119.55892551420
2024-04-26$19.78$20.0029.9%8.6%15.0%9.1%0.0%-0.6%11.1%8.9K-332.2K-2.8K0.22125.14419469422
2024-04-29$19.84$20.0031.0%8.9%15.0%10.3%0.0%-0.1%10.2%9.1K-250.0K-2.8K1.60122.401016428431
2024-04-30$19.93$20.0031.9%9.1%15.0%11.3%0.0%0.2%10.1%9.8K-278.5K-2.8K0.00120.1000438437