LMNR Options History — July 2024

In July 2024, LMNR traded between $19.66 and $22.75. ATM implied volatility averaged 25.3%, placing in the 4.1% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded below realized volatility by 3.2% (HV 20d: 28.5%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 27.93.

Notable Days

2024-07-31: Highest Volume — 200 contracts
2024-07-10: Largest IV drop — 11.7% change
2024-07-08: Highest IV Rank — 9.7%
2024-07-03: Largest Expected Move — 8.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.36	$19.66	$22.75	$20.36	$22.13
Max Pain	$19.66	$17.50	$20.00	$17.50	$20.00
ATM IV	25.3%	21.3%	30.4%	27.6%	21.3%
Expected Move	7.1%	6.1%	8.1%	7.9%	6.1%
HV 20d	28.5%	14.5%	36.2%	35.6%	27.6%
HV 60d	30.3%	28.3%	31.9%	28.4%	29.3%
IV Rank	4.1%	0.0%	9.7%	6.6%	0.0%
IV Percentile	9.0%	0.0%	28.2%	17.1%	0.0%
Term Structure	5.8%	-2.7%	9.9%	-1.7%	9.9%
VWIV	24.2%	20.0%	27.6%	27.6%	23.9%
Skew 25d	2.2%	-1.2%	30.9%	30.9%	1.1%
Skew 10d	4.1%	-2.8%	65.0%	65.0%	-0.7%
Call IV 25d	24.0%	19.9%	28.7%	26.4%	24.0%
Put IV 25d	26.1%	21.9%	57.3%	57.3%	25.1%
Bid-Ask Spread %	123.98	109.04	130.06	128.63	128.96
Gamma HHI	0.43	0.31	0.57	0.40	0.57
Net GEX	3.9K	-5.7K	12.4K	-4.4K	12.4K
Net DEX	-142.6K	-285.8K	32.5K	-9.5K	-224.0K
Net VEX	-1.1K	-1.6K	-800	-1.5K	-800
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	27.93	0.00	170.00	0.00	1.00
Total Volume	28.364	0	200	16	200
Total OI	673	563	747	646	564

Daily Data (22 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
2024-07-01	$20.36	$17.50	27.6%	7.9%	35.6%	6.6%	27.6%	30.9%	-1.7%	-4.4K	-9.5K	-1.5K	0.00	128.63	16	0	168	478
2024-07-02	$20.14	$17.50	27.3%	7.8%	35.8%	6.3%	0.0%	2.7%	-1.7%	-3.3K	-8.1K	-1.5K	0.00	126.36	0	43	184	478
2024-07-03	$20.11	$17.50	28.2%	8.1%	35.8%	7.2%	0.0%	2.4%	-2.7%	-3.9K	4.7K	-1.6K	0.00	127.92	0	0	184	521
2024-07-05	$19.77	$20.00	28.8%	7.4%	36.2%	7.9%	0.0%	-0.1%	5.5%	-5.6K	32.5K	-1.6K	0.00	122.68	0	0	184	521
2024-07-08	$19.66	$20.00	30.4%	7.4%	36.1%	9.7%	0.0%	0.1%	5.7%	-5.7K	30.7K	-1.6K	0.00	125.98	0	0	184	521
2024-07-09	$19.87	$20.00	30.1%	7.6%	30.5%	9.3%	0.0%	1.8%	4.9%	-4.4K	10.9K	-1.5K	0.00	130.06	0	0	184	521
2024-07-10	$19.88	$20.00	26.6%	7.6%	14.5%	5.5%	20.0%	1.5%	5.0%	-4.4K	9.8K	-1.5K	0.00	127.42	5	0	184	521
2024-07-11	$21.05	$20.00	27.8%	8.0%	24.8%	6.7%	27.3%	0.8%	3.6%	1.0K	-110.5K	-1.2K	0.10	109.04	10	1	189	521
2024-07-12	$21.15	$20.00	25.1%	7.2%	24.5%	3.8%	0.0%	0.7%	7.7%	1.9K	-127.6K	-1.3K	0.00	109.48	0	2	199	521
2024-07-15	$21.80	$20.00	24.2%	6.9%	25.5%	2.8%	0.0%	4.1%	6.9%	4.6K	-197.0K	-1.0K	0.00	112.22	0	0	199	523
2024-07-16	$22.26	$20.00	25.7%	7.4%	25.1%	4.5%	0.0%	0.3%	6.2%	5.4K	-228.4K	-983	0.00	121.24	10	0	199	523
2024-07-17	$22.75	$20.00	25.0%	7.2%	25.7%	3.7%	0.0%	4.5%	7.0%	7.5K	-285.8K	-894	0.00	122.61	5	0	209	523
2024-07-18	$22.31	$20.00	24.6%	7.1%	27.3%	3.3%	24.6%	0.7%	5.9%	7.9K	-253.7K	-957	0.00	118.17	12	0	213	523
2024-07-19	$22.23	$20.00	22.9%	6.6%	27.4%	1.4%	0.0%	0.0%	7.7%	7.0K	-250.8K	-1.0K	0.00	129.09	0	0	224	523
2024-07-22	$22.02	$20.00	21.9%	6.3%	27.7%	0.2%	21.9%	-0.7%	8.3%	7.3K	-204.8K	-942	0.10	127.44	10	1	199	517
2024-07-23	$22.16	$20.00	23.9%	6.9%	27.7%	2.5%	23.9%	-0.8%	6.6%	8.2K	-216.8K	-973	170.00	127.72	1	170	209	518
2024-07-24	$22.05	$20.00	23.3%	6.7%	27.9%	1.9%	0.0%	-0.9%	8.6%	9.4K	-217.4K	-929	60.00	127.01	1	60	209	413
2024-07-25	$22.14	$20.00	23.2%	6.6%	27.9%	1.7%	0.0%	-0.3%	8.7%	10.4K	-228.1K	-892	76.00	125.62	1	76	210	353
2024-07-26	$22.08	$20.00	21.6%	6.2%	27.9%	0.0%	0.0%	-0.1%	9.8%	11.0K	-223.1K	-854	0.00	127.06	0	0	211	353
2024-07-29	$21.97	$20.00	23.9%	6.9%	28.1%	2.6%	0.0%	-1.2%	7.9%	10.6K	-213.7K	-857	0.00	126.99	0	0	211	353
2024-07-30	$22.09	$20.00	23.3%	6.7%	28.1%	1.9%	0.0%	0.1%	7.9%	11.6K	-227.1K	-804	0.00	125.79	0	0	211	353
2024-07-31	$22.13	$20.00	21.3%	6.1%	27.6%	0.0%	0.0%	1.1%	9.9%	12.4K	-224.0K	-800	1.00	128.96	100	100	211	353