LMNR Options History — August 2024

In August 2024, LMNR traded between $20.19 and $25.05. ATM implied volatility averaged 39.3%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 6.7% (HV 20d: 32.6%). Max pain ranged from $20.00 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 0.17.

Notable Days

  • 2024-08-26: Highest Volume — 1,033 contracts
  • 2024-08-26: Largest IV spike — 48.0% change
  • 2024-08-30: Highest IV Rank — 62.9%
  • 2024-08-30: Largest Expected Move — 22.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.82$20.19$25.05$21.24$25.05
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV39.3%24.0%78.8%24.5%78.8%
Expected Move12.0%7.0%22.6%7.0%22.6%
HV 20d32.6%25.2%42.5%32.0%38.6%
HV 60d32.5%30.2%35.4%30.2%35.4%
IV Rank19.7%3.0%62.9%3.5%62.9%
IV Percentile45.4%5.2%97.6%7.9%97.6%
Term Structure-6.7%-61.6%11.8%6.6%-47.4%
VWIV42.2%21.1%68.3%21.1%68.3%
Skew 25d0.4%-51.7%25.1%8.6%-40.3%
Skew 10d5.8%-68.9%47.4%2.4%31.3%
Call IV 25d47.7%20.0%139.1%20.0%127.3%
Put IV 25d48.0%22.7%113.0%28.6%87.0%
Bid-Ask Spread %111.2981.26132.89124.97118.20
Gamma HHI0.340.230.690.260.68
Net GEX11.5K-5.9K64.0K4.0K63.8K
Net DEX-505.3K-2.6M27.2K-109.7K-2.6M
Net VEX-2.6K-10.1K-872-1.4K-9.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.170.002.000.000.00
Total Volume98.68201,0330264
Total OI1,050.5917372,4777632,467

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$21.24$20.0024.5%7.0%32.0%3.5%0.0%8.6%6.6%4.0K-109.7K-1.4K0.00124.9700310453
2024-08-02$21.16$20.0025.2%7.2%31.3%4.3%21.1%0.1%7.7%2.5K-77.3K-1.4K0.00129.28100310455
2024-08-05$20.23$20.0032.0%10.6%35.6%11.8%0.0%4.3%-2.7%-3.9K27.2K-1.4K2.00101.1836315455
2024-08-06$20.37$20.0024.4%9.9%35.5%3.4%32.3%4.7%-1.2%-3.6K-2.9K-1.3K0.00103.52220315452
2024-08-07$20.43$20.0024.7%10.0%35.5%3.7%0.0%3.6%-1.4%-3.4K-3.8K-1.3K0.00102.0600322452
2024-08-08$20.77$20.0024.6%10.1%29.4%3.6%0.0%5.0%-2.1%-919-45.4K-1.3K0.00107.8600322452
2024-08-09$20.48$20.0024.0%9.8%29.7%3.0%0.0%3.6%-1.7%-3.6K-12.9K-1.2K0.00106.2900322452
2024-08-12$20.19$20.0027.1%10.1%27.5%6.3%0.0%4.6%-3.7%-5.9K20.1K-1.2K0.00104.2100322452
2024-08-13$20.52$20.0030.7%9.9%27.0%10.3%0.0%4.1%-3.2%-3.7K-18.5K-1.1K0.00111.0000322452
2024-08-14$20.43$20.0033.8%9.7%25.2%13.7%0.0%4.1%-2.5%-4.5K-10.3K-1.1K0.00110.8400322452
2024-08-15$21.12$20.0034.9%10.0%28.1%14.9%32.6%4.0%-3.2%4.2K-106.0K-9750.00107.5220322452
2024-08-16$21.12$20.0036.0%10.3%28.1%16.2%32.9%4.3%-4.9%2.3K-96.5K-9640.00108.9420323452
2024-08-19$21.20$20.0035.7%10.2%28.0%15.7%34.1%4.4%-3.2%3.0K-106.0K-8970.00115.12120292445
2024-08-20$21.58$20.0033.2%9.5%28.8%13.0%0.0%6.6%-3.8%6.3K-151.4K-8930.00113.7300302445
2024-08-21$21.65$20.0033.3%9.6%28.8%13.2%0.0%7.5%-4.7%7.0K-162.8K-8910.00110.5410302446
2024-08-22$21.38$20.0034.7%9.9%29.0%14.7%0.0%5.0%-4.7%4.5K-125.9K-8750.00108.8300302446
2024-08-23$22.60$20.0036.5%10.5%35.4%16.7%33.8%6.1%-5.9%12.5K-269.3K-8720.0099.391200302446
2024-08-26$23.93$20.0054.0%15.5%40.5%35.9%59.6%-5.5%-8.8%14.3K-469.5K-1.5K0.0381.2699934406446
2024-08-27$24.90$20.0072.1%20.7%42.4%55.6%58.4%25.1%-5.9%36.0K-1.8M-6.8K0.00124.8967601,377477
2024-08-28$24.80$20.0069.3%19.9%42.5%52.5%0.0%-0.5%11.8%57.1K-2.5M-10.1K0.00132.89002,000477
2024-08-29$24.82$20.0075.6%21.7%38.8%59.5%48.7%-51.7%-61.6%64.0K-2.5M-9.9K0.00125.842002,000477
2024-08-30$25.05$20.0078.8%22.6%38.6%62.9%68.3%-40.3%-47.4%63.8K-2.6M-9.7K0.00118.2026401,990477