LMNR Options History — October 2024

In October 2024, LMNR traded between $25.86 and $28.13. ATM implied volatility averaged 41.3%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 13.8% (HV 20d: 27.5%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.02.

Notable Days

  • 2024-10-15: Highest Volume — 27 contracts
  • 2024-10-08: Largest IV spike — 29.8% change
  • 2024-10-01: Highest IV Rank — 46.9%
  • 2024-10-01: Largest Expected Move — 18.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.80$25.86$28.13$26.34$25.86
Max Pain$24.00$20.00$25.00$20.00$25.00
ATM IV41.3%32.9%64.2%64.2%35.7%
Expected Move11.5%9.4%18.4%18.4%10.2%
HV 20d27.5%24.5%33.2%29.6%27.4%
HV 60d32.7%31.3%33.8%33.7%31.5%
IV Rank21.9%12.7%46.9%46.9%15.7%
IV Percentile53.0%30.6%88.1%88.1%40.1%
Term Structure-0.9%-30.1%12.6%-19.4%12.6%
VWIV37.3%36.6%38.1%38.1%36.6%
Skew 25d-3.3%-35.4%12.0%-7.6%5.9%
Skew 10d-1.4%-14.9%9.1%-5.4%2.1%
Call IV 25d40.5%25.0%72.5%72.5%32.3%
Put IV 25d37.2%27.7%64.8%64.8%38.2%
Bid-Ask Spread %120.09103.63137.78137.78127.23
Gamma HHI0.850.810.880.850.88
Net GEX102.5K83.6K114.2K99.2K112.2K
Net DEX-3.5M-4.3M-2.9M-3.1M-3.0M
Net VEX-7.7K-9.1K-6.9K-9.1K-7.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.020.000.090.000.09
Total Volume2.47802700
Total OI2,168.5222,1252,1972,1972,139

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$26.34$20.0064.2%18.4%29.6%46.9%0.0%-7.6%-19.4%99.2K-3.1M-9.1K0.00137.78002,001196
2024-10-02$26.28$20.0046.2%13.2%28.9%27.3%0.0%-10.9%-30.1%102.9K-3.2M-9.0K0.00126.39002,001196
2024-10-03$26.01$0.0055.1%13.4%28.7%37.0%0.0%-5.1%-6.9%98.1K-2.9M-9.0K0.00126.43002,001196
2024-10-04$27.08$0.0054.5%11.0%31.4%36.4%0.0%-23.2%3.6%97.0K-3.5M-8.8K0.00122.76002,001196
2024-10-07$26.39$0.0040.8%13.6%33.2%21.3%0.0%10.8%7.9%83.6K-3.1M-8.7K0.00124.14002,001196
2024-10-08$26.67$0.0052.9%12.1%30.3%34.7%0.0%-35.4%-3.6%104.3K-3.5M-8.5K0.00123.44002,001196
2024-10-09$26.98$0.0045.2%13.0%30.3%26.2%0.0%-10.9%-19.5%103.8K-3.7M-8.1K0.00116.60002,001196
2024-10-10$27.01$0.0043.0%12.3%26.4%23.7%0.0%-23.6%-7.3%104.9K-3.7M-8.0K0.00118.96002,001196
2024-10-11$27.25$0.0044.3%12.7%26.4%25.2%0.0%-1.3%-19.8%102.7K-3.9M-7.6K0.00119.771002,001196
2024-10-14$27.50$0.0048.0%13.8%26.5%29.2%0.0%-2.3%-22.1%101.9K-4.0M-7.5K0.00120.73601,991196
2024-10-15$27.31$0.0035.9%10.3%24.5%16.0%0.0%-0.4%5.5%101.3K-3.8M-7.4K0.00110.252701,996196
2024-10-16$27.93$0.0036.4%10.4%25.6%16.6%0.0%-5.7%3.1%90.7K-4.2M-7.0K0.00116.26001,996196
2024-10-17$28.13$0.0034.5%9.9%25.0%14.4%0.0%-2.7%4.2%91.4K-4.3M-7.0K0.00114.79001,996196
2024-10-18$27.82$0.0036.6%10.5%25.3%16.7%0.0%-5.0%2.9%94.9K-4.2M-6.9K0.00111.03001,996196
2024-10-21$27.05$0.0035.8%10.3%27.3%15.9%38.1%1.3%6.2%104.8K-3.7M-7.3K0.00103.63011,931194
2024-10-22$27.11$25.0034.0%9.8%27.0%13.9%0.0%1.4%7.5%102.8K-3.7M-7.3K0.00113.69001,931195
2024-10-23$26.73$25.0035.2%10.1%25.6%15.2%0.0%1.2%6.6%106.9K-3.5M-7.2K0.00117.94001,931195
2024-10-24$26.53$25.0032.9%9.4%25.4%12.7%0.0%12.0%11.0%108.4K-3.4M-7.3K0.00114.81001,931195
2024-10-25$25.86$25.0036.0%10.3%26.4%16.2%0.0%4.7%6.2%112.1K-3.0M-7.4K0.00120.02001,931195
2024-10-28$26.32$25.0033.2%9.5%27.2%13.0%36.6%9.2%12.6%109.8K-3.3M-7.0K0.00126.15011,931195
2024-10-29$26.13$25.0033.1%9.5%27.3%12.9%0.0%6.2%11.2%114.2K-3.2M-7.2K0.00126.28001,931196
2024-10-30$26.21$25.0036.6%10.5%27.3%16.7%0.0%6.2%8.1%110.7K-3.2M-7.1K0.09122.961111,931196
2024-10-31$25.86$25.0035.7%10.2%27.4%15.7%0.0%5.9%12.6%112.2K-3.0M-7.1K0.00127.23001,942197