LMNR Options History — May 2024

In May 2024, LMNR traded between $19.67 and $21.70. ATM implied volatility averaged 41.7%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 15.8% (HV 20d: 25.9%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.82.

Notable Days

  • 2024-05-07: Highest Volume — 79 contracts
  • 2024-05-13: Largest IV spike — 21.2% change
  • 2024-05-30: Highest IV Rank — 34.6%
  • 2024-05-30: Largest Expected Move — 15.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.81$19.67$21.70$20.13$19.88
Max Pain$17.84$17.50$20.00$20.00$17.50
ATM IV41.7%28.7%53.1%31.7%53.0%
Expected Move12.8%8.5%15.2%9.1%15.2%
HV 20d25.9%14.9%31.9%14.9%24.0%
HV 60d24.9%22.4%30.4%28.6%22.8%
IV Rank22.0%7.8%34.6%11.1%34.5%
IV Percentile54.9%17.9%78.2%28.2%77.0%
Term Structure-1.6%-7.2%10.9%10.1%-6.0%
VWIV43.4%25.9%56.9%31.7%52.3%
Skew 25d2.3%-3.8%9.9%3.6%1.9%
Skew 10d2.3%-8.3%8.9%5.8%-6.8%
Call IV 25d43.9%29.8%54.6%29.8%54.6%
Put IV 25d46.1%26.9%56.6%33.3%56.5%
Bid-Ask Spread %97.8287.95124.28124.2895.98
Gamma HHI0.360.320.430.430.40
Net GEX3.9K-2.2K10.5K10.5K-2.1K
Net DEX-341.3K-595.8K-88.6K-314.9K-104.7K
Net VEX-2.3K-2.8K-2.1K-2.8K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.820.0014.000.000.00
Total Volume7.773079100
Total OI810.409705904875737

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-05-01$20.13$20.0031.7%9.1%14.9%11.1%31.7%3.6%10.1%10.5K-314.9K-2.8K0.00124.28100438437
2024-05-02$21.27$20.0032.8%9.4%23.9%12.3%25.9%0.7%8.0%7.7K-503.7K-2.5K0.15113.84264438437
2024-05-03$21.70$20.0029.7%8.5%24.3%8.9%0.0%-3.8%10.9%6.5K-595.8K-2.5K0.00121.12100455439
2024-05-06$21.25$17.5033.7%12.5%25.5%13.2%0.0%9.9%-0.5%9.1K-536.3K-2.5K0.0097.4300465439
2024-05-07$21.24$17.5034.2%12.3%25.5%13.9%0.0%1.8%-0.7%9.3K-532.5K-2.5K0.0089.52790465439
2024-05-08$21.07$17.5034.0%12.5%25.4%13.6%0.0%2.2%-1.8%9.2K-426.8K-2.4K0.0089.6000415439
2024-05-09$21.15$17.5028.7%12.6%25.4%7.8%0.0%1.6%-2.2%7.6K-465.8K-2.2K0.4087.9552415439
2024-05-10$21.23$17.5031.0%12.7%25.1%10.3%0.0%3.0%-2.1%7.0K-476.5K-2.2K0.0094.3900415439
2024-05-13$21.28$17.5037.6%12.5%24.8%17.5%0.0%3.2%-2.5%6.5K-486.1K-2.2K0.0093.9900415439
2024-05-14$21.32$17.5042.1%12.6%24.4%22.5%0.0%2.1%-3.3%8.3K-463.9K-2.2K0.0092.7900415439
2024-05-15$21.22$17.5046.1%13.2%24.7%26.8%0.0%2.6%-3.0%6.8K-418.4K-2.2K0.0095.1400415439
2024-05-16$21.23$17.5045.3%13.0%24.4%26.0%0.0%3.3%-2.0%7.2K-420.2K-2.1K0.0093.3104415439
2024-05-17$21.52$17.5043.5%12.5%24.5%24.1%43.5%1.1%-1.7%792-530.2K-2.1K0.0091.6250415442
2024-05-20$21.49$17.5045.3%13.0%24.6%26.1%45.7%1.6%-3.7%1.1K-275.0K-2.1K14.0098.44114300405
2024-05-21$20.91$17.5047.5%13.6%27.0%28.4%0.0%3.9%-3.7%-43-213.8K-2.2K0.00100.6800301419
2024-05-22$20.55$17.5047.6%13.7%27.3%28.6%0.0%2.2%-3.7%-340-189.2K-2.2K0.0097.2200307419
2024-05-23$19.92$17.5047.4%13.6%29.0%28.3%0.0%1.3%-2.6%-1.8K-112.7K-2.2K0.0096.9400307419
2024-05-24$19.67$17.5047.6%13.7%29.3%28.6%47.6%1.5%-4.5%-2.1K-88.6K-2.2K0.0096.1107307419
2024-05-28$20.24$17.5051.9%14.9%31.1%33.3%56.9%2.1%-5.1%-1.2K-146.2K-2.2K0.0096.7901307426
2024-05-29$19.85$17.5052.5%15.1%31.9%33.9%52.3%2.0%-7.2%-2.1K-111.1K-2.1K0.0092.2701307427
2024-05-30$19.77$17.5053.1%15.2%31.7%34.6%0.0%2.0%-7.0%-2.2K-96.2K-2.2K0.0092.5820307428
2024-05-31$19.88$17.5053.0%15.2%24.0%34.5%0.0%1.9%-6.0%-2.1K-104.7K-2.1K0.0095.9800309428