LMNR Options History — September 2024

In September 2024, LMNR traded between $24.16 and $27.46. ATM implied volatility averaged 58.8%, placing in the 41.0% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 22.3% (HV 20d: 36.4%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.28.

Notable Days

2024-09-09: Highest Volume — 248 contracts
2024-09-09: Largest IV spike — 49.2% change
2024-09-09: Highest IV Rank — 91.4%
2024-09-10: Largest Expected Move — 21.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.89	$24.16	$27.46	$24.34	$26.44
Max Pain	$20.50	$20.00	$25.00	$20.00	$20.00
ATM IV	58.8%	36.3%	104.8%	59.4%	58.1%
Expected Move	15.7%	10.4%	21.7%	17.0%	16.7%
HV 20d	36.4%	31.0%	40.1%	36.0%	31.7%
HV 60d	32.9%	30.9%	36.0%	36.0%	33.7%
IV Rank	41.0%	16.5%	91.4%	41.7%	40.3%
IV Percentile	80.4%	52.4%	99.6%	84.9%	80.6%
Term Structure	-9.8%	-39.5%	18.9%	-37.9%	1.0%
VWIV	66.3%	34.6%	120.7%	114.0%	52.1%
Skew 25d	2.0%	-101.4%	41.3%	-45.5%	-24.6%
Skew 10d	-8.8%	-126.8%	32.4%	-89.2%	-52.6%
Call IV 25d	54.3%	26.1%	134.3%	106.6%	86.1%
Put IV 25d	56.3%	32.9%	113.7%	61.1%	61.5%
Bid-Ask Spread %	129.85	113.48	142.26	126.92	134.23
Gamma HHI	0.78	0.68	0.85	0.68	0.85
Net GEX	87.0K	69.3K	108.1K	86.6K	94.6K
Net DEX	-3.4M	-4.3M	-2.7M	-2.7M	-3.2M
Net VEX	-10.1K	-11.0K	-9.2K	-10.2K	-9.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.28	0.00	2.50	0.00	0.00
Total Volume	39.6	0	248	2	0
Total OI	2,707.9	2,197	3,059	2,727	2,197

Daily Data (20 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
2024-09-03	$24.34	$20.00	59.4%	17.0%	36.0%	41.7%	114.0%	-45.5%	-37.9%	86.6K	-2.7M	-10.2K	0.00	126.92	2	0	2,250	477
2024-09-04	$24.89	$20.00	65.4%	18.7%	36.3%	48.2%	120.7%	-101.4%	-39.5%	85.3K	-3.0M	-10.2K	0.00	126.96	11	0	2,251	477
2024-09-05	$24.59	$25.00	81.2%	15.4%	37.0%	65.6%	0.0%	-2.4%	-1.4%	74.9K	-2.8M	-10.6K	1.00	127.61	1	1	2,257	477
2024-09-06	$24.96	$25.00	70.2%	17.3%	37.0%	53.5%	43.6%	14.7%	-20.1%	73.4K	-3.0M	-10.7K	0.02	125.63	113	2	2,257	476
2024-09-09	$25.00	$20.00	104.8%	15.9%	36.1%	91.4%	59.2%	-18.2%	-8.1%	81.7K	-3.1M	-10.9K	0.11	113.48	224	24	2,371	478
2024-09-10	$24.16	$20.00	66.3%	21.7%	38.5%	49.2%	0.0%	41.3%	-35.7%	82.0K	-2.9M	-11.0K	0.22	133.16	85	19	2,553	502
2024-09-11	$24.38	$20.00	46.0%	13.2%	38.4%	27.0%	0.0%	5.8%	1.7%	95.9K	-2.9M	-10.6K	2.50	142.26	2	5	2,550	496
2024-09-12	$25.50	$20.00	36.3%	10.4%	40.1%	16.5%	0.0%	10.9%	18.9%	103.0K	-3.5M	-10.7K	0.00	134.74	0	0	2,549	493
2024-09-13	$25.73	$20.00	42.5%	12.2%	39.3%	23.2%	39.7%	3.4%	2.4%	108.1K	-3.7M	-10.7K	0.00	127.89	8	0	2,549	493
2024-09-16	$25.80	$20.00	40.6%	11.6%	39.2%	21.2%	0.0%	11.4%	10.4%	100.5K	-3.6M	-10.4K	0.06	133.21	16	1	2,551	493
2024-09-17	$26.63	$20.00	38.1%	10.9%	39.8%	18.4%	34.6%	-1.8%	10.8%	107.9K	-4.1M	-10.3K	0.00	123.89	145	0	2,566	493
2024-09-18	$26.79	$20.00	38.7%	11.1%	39.8%	19.1%	0.0%	18.1%	10.8%	95.9K	-4.1M	-10.2K	0.00	137.37	66	0	2,504	493
2024-09-19	$27.27	$20.00	39.6%	11.4%	39.8%	20.1%	0.0%	6.9%	15.3%	69.3K	-4.3M	-9.6K	0.00	130.08	43	0	2,459	493
2024-09-20	$27.46	$20.00	50.5%	14.5%	38.8%	31.9%	52.1%	12.1%	-1.7%	71.1K	-4.3M	-9.7K	0.00	128.68	18	0	2,466	493
2024-09-23	$27.39	$20.00	65.3%	18.7%	35.6%	48.2%	0.0%	31.9%	-14.6%	72.5K	-3.6M	-9.6K	0.00	128.37	0	1	2,006	195
2024-09-24	$27.11	$20.00	61.7%	17.7%	31.5%	44.2%	0.0%	27.5%	-20.6%	85.5K	-3.6M	-9.5K	0.00	124.30	5	0	2,006	196
2024-09-25	$26.38	$20.00	68.1%	19.5%	31.0%	51.2%	0.0%	0.1%	-32.2%	81.4K	-3.2M	-9.5K	0.00	135.12	0	0	2,001	196
2024-09-26	$26.70	$20.00	67.7%	19.4%	31.1%	50.8%	0.0%	38.6%	-21.2%	77.4K	-3.5M	-9.3K	0.00	130.92	0	0	2,001	196
2024-09-27	$26.29	$20.00	74.7%	21.4%	31.8%	58.4%	0.0%	10.2%	-34.0%	93.2K	-3.1M	-9.3K	0.00	132.24	0	0	2,001	196
2024-09-30	$26.44	$20.00	58.1%	16.7%	31.7%	40.3%	0.0%	-24.6%	1.0%	94.6K	-3.2M	-9.2K	0.00	134.23	0	0	2,001	196