LMNR Options History — June 2024

In June 2024, LMNR traded between $19.52 and $21.44. ATM implied volatility averaged 37.5%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 2.5% (HV 20d: 34.9%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 1 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.69.

Notable Days

2024-06-03: Highest Volume — 154 contracts
2024-06-07: Largest IV drop — 55.1% change
2024-06-05: Highest IV Rank — 45.1%
2024-06-05: Largest Expected Move — 18.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.08	$19.52	$21.44	$20.00	$20.25
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	37.5%	26.7%	62.7%	59.2%	27.5%
Expected Move	10.4%	7.6%	18.0%	17.0%	7.9%
HV 20d	34.9%	21.9%	40.6%	22.7%	35.6%
HV 60d	27.0%	22.0%	28.9%	22.4%	28.4%
IV Rank	17.4%	5.5%	45.1%	41.2%	6.4%
IV Percentile	40.1%	11.9%	90.1%	86.1%	15.5%
Term Structure	-2.3%	-13.9%	2.1%	-11.0%	-1.7%
VWIV	41.0%	26.5%	64.0%	62.7%	27.2%
Skew 25d	2.5%	-7.7%	7.3%	-0.7%	3.3%
Skew 10d	4.0%	-12.4%	13.2%	-8.1%	5.5%
Call IV 25d	35.5%	20.6%	64.0%	62.4%	25.7%
Put IV 25d	38.0%	26.3%	66.9%	61.7%	29.0%
Bid-Ask Spread %	108.52	61.58	131.05	95.07	129.02
Gamma HHI	0.36	0.31	0.42	0.39	0.40
Net GEX	-3.1K	-6.2K	7.2K	-1.7K	-3.8K
Net DEX	-32.9K	-244.9K	71.5K	-125.0K	-7.9K
Net VEX	-1.9K	-2.5K	-1.5K	-2.1K	-1.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.69	0.00	6.70	6.70	0.00
Total Volume	24.842	0	154	154	40
Total OI	799.789	632	907	737	670

Daily Data (19 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
2024-06-03	$20.00	$17.50	59.2%	17.0%	22.7%	41.2%	62.7%	-0.7%	-11.0%	-1.7K	-125.0K	-2.1K	6.70	95.07	20	134	309	428
2024-06-04	$20.07	$17.50	61.5%	17.6%	21.9%	43.8%	0.0%	0.2%	-11.2%	-2.0K	-110.1K	-2.5K	0.00	94.65	0	0	339	562
2024-06-05	$20.24	$17.50	62.7%	18.0%	22.3%	45.1%	64.0%	2.9%	-13.9%	-1.6K	-126.5K	-2.5K	0.00	96.97	10	0	339	563
2024-06-06	$20.35	$17.50	62.7%	14.4%	22.3%	45.1%	51.5%	2.3%	-5.2%	-1.1K	-146.2K	-2.4K	1.25	61.58	16	20	344	563
2024-06-07	$21.44	$17.50	28.1%	8.6%	29.4%	7.1%	26.5%	5.7%	2.1%	7.2K	-244.9K	-1.9K	0.38	110.03	34	13	326	577
2024-06-10	$19.88	$17.50	37.8%	9.4%	39.9%	17.8%	35.8%	1.2%	1.8%	-3.0K	-8.2K	-2.1K	0.21	85.94	43	9	302	577
2024-06-11	$19.80	$17.50	37.5%	9.4%	39.8%	17.5%	33.4%	2.4%	0.9%	-4.8K	27.3K	-2.1K	0.40	98.69	10	4	284	572
2024-06-12	$20.08	$17.50	32.9%	9.4%	40.3%	12.4%	0.0%	2.5%	0.9%	-3.2K	-19.2K	-2.0K	0.00	108.01	0	0	279	571
2024-06-13	$19.80	$17.50	33.1%	9.5%	40.5%	12.6%	0.0%	0.4%	0.3%	-4.7K	17.8K	-2.0K	0.00	102.00	18	0	279	571
2024-06-14	$19.52	$17.50	33.5%	9.6%	40.6%	13.1%	0.0%	7.0%	0.2%	-6.1K	62.4K	-2.0K	0.00	111.44	40	0	271	561
2024-06-17	$19.62	$17.50	34.8%	10.0%	40.2%	14.5%	0.0%	7.3%	-0.1%	-6.2K	71.5K	-1.9K	0.00	112.20	2	0	252	561
2024-06-18	$19.83	$17.50	34.5%	9.9%	40.6%	14.2%	0.0%	1.1%	-0.3%	-5.2K	36.4K	-1.8K	0.00	106.59	0	0	254	561
2024-06-20	$19.82	$17.50	29.0%	8.3%	39.7%	8.1%	0.0%	-7.7%	-1.5%	-4.0K	40.2K	-1.7K	0.00	120.32	0	0	254	561
2024-06-21	$20.11	$17.50	27.6%	7.9%	39.7%	6.6%	0.0%	3.0%	-1.1%	-985	-88.3K	-1.6K	0.00	127.07	0	7	254	561
2024-06-24	$20.14	$17.50	26.7%	7.6%	38.1%	5.5%	26.7%	6.8%	0.0%	-5.7K	8.6K	-1.5K	0.00	119.80	45	0	154	478
2024-06-25	$20.20	$17.50	27.2%	7.8%	37.8%	6.1%	27.2%	3.1%	-1.3%	-3.4K	-9.1K	-1.6K	0.00	131.05	5	0	199	478
2024-06-26	$20.20	$17.50	27.6%	7.9%	36.4%	6.6%	0.0%	3.6%	-1.6%	-3.8K	-5.3K	-1.5K	0.00	129.64	2	0	194	478
2024-06-27	$20.17	$17.50	27.8%	8.0%	35.7%	6.8%	0.0%	3.0%	-1.7%	-4.2K	1.4K	-1.5K	0.00	121.86	0	0	192	478
2024-06-28	$20.25	$17.50	27.5%	7.9%	35.6%	6.4%	0.0%	3.3%	-1.7%	-3.8K	-7.9K	-1.5K	0.00	129.02	40	0	192	478