LMNR Options History — November 2024

In November 2024, LMNR traded between $25.54 and $28.71. ATM implied volatility averaged 47.4%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 9.7% (HV 20d: 37.7%). 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 5 of 20 days. Put/call ratio averaged 0.08.

Notable Days

2024-11-12: Highest Volume — 250 contracts
2024-11-12: Largest IV spike — 192.5% change
2024-11-12: Highest IV Rank — 100.0%
2024-11-27: Largest Expected Move — 14.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.22	$25.54	$28.71	$25.54	$27.88
Max Pain	$20.25	$20.00	$25.00	$25.00	$20.00
ATM IV	47.4%	33.8%	125.7%	38.1%	44.1%
Expected Move	12.2%	10.1%	14.1%	10.9%	12.7%
HV 20d	37.7%	21.8%	43.0%	23.1%	41.4%
HV 60d	34.0%	31.3%	37.0%	31.5%	32.7%
IV Rank	26.0%	13.2%	100.0%	18.5%	21.9%
IV Percentile	60.6%	31.0%	100.0%	52.4%	62.7%
Term Structure	-1.1%	-12.6%	34.7%	5.6%	-9.3%
VWIV	42.3%	35.8%	46.7%	41.1%	46.7%
Skew 25d	-0.0%	-4.8%	42.4%	-0.1%	-2.7%
Skew 10d	-1.5%	-21.6%	16.3%	-2.3%	2.0%
Call IV 25d	46.4%	36.5%	73.1%	36.5%	48.5%
Put IV 25d	46.4%	36.4%	115.5%	36.4%	45.7%
Bid-Ask Spread %	107.82	100.35	124.44	124.44	109.04
Gamma HHI	0.84	0.79	0.89	0.88	0.83
Net GEX	104.3K	83.7K	123.3K	115.6K	95.6K
Net DEX	-3.5M	-4.5M	-2.8M	-2.9M	-3.7M
Net VEX	-4.8K	-7.0K	-3.0K	-7.0K	-3.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.08	0.00	0.50	0.00	0.04
Total Volume	27.7	0	250	0	0
Total OI	1,980	1,850	2,139	2,139	1,850

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
2024-11-01	$25.54	$25.00	38.1%	10.9%	23.1%	18.5%	0.0%	-0.1%	5.6%	115.6K	-2.9M	-7.0K	0.00	124.44	0	0	1,942	197
2024-11-04	$25.76	$20.00	36.3%	11.9%	21.8%	16.5%	41.1%	-2.7%	0.8%	123.3K	-2.9M	-6.9K	0.00	101.30	17	0	1,942	197
2024-11-05	$27.02	$20.00	46.5%	12.6%	27.7%	27.6%	0.0%	1.0%	-1.8%	108.5K	-3.6M	-6.4K	0.00	103.34	0	0	1,925	197
2024-11-06	$28.71	$20.00	37.0%	12.6%	34.8%	17.2%	0.0%	-4.8%	-4.0%	86.6K	-4.5M	-5.2K	0.00	105.13	1	0	1,925	197
2024-11-07	$28.51	$20.00	33.8%	12.5%	35.0%	13.7%	0.0%	-2.3%	-3.8%	91.2K	-4.4M	-5.2K	0.00	101.86	0	0	1,926	207
2024-11-08	$27.86	$20.00	72.2%	12.7%	36.1%	55.7%	0.0%	-1.8%	-4.2%	102.3K	-4.1M	-5.4K	0.00	103.75	0	0	1,926	207
2024-11-11	$28.50	$20.00	43.0%	12.7%	36.8%	23.8%	43.9%	-2.6%	-2.8%	95.3K	-4.4M	-4.7K	0.50	104.88	4	2	1,926	207
2024-11-12	$27.30	$20.00	125.7%	11.2%	40.0%	100.0%	35.8%	-1.6%	4.1%	114.7K	-4.0M	-4.9K	0.00	107.86	250	0	1,926	209
2024-11-13	$27.03	$20.00	41.9%	12.0%	39.2%	19.8%	0.0%	-1.6%	-0.4%	105.0K	-3.3M	-4.9K	0.00	105.78	0	0	1,719	209
2024-11-14	$26.00	$20.00	41.2%	11.8%	41.2%	19.1%	40.6%	-1.8%	-1.0%	118.9K	-2.8M	-5.1K	0.00	102.31	250	0	1,719	199
2024-11-15	$26.56	$20.00	43.4%	12.4%	42.1%	21.2%	0.0%	-2.7%	-3.7%	110.6K	-3.0M	-4.9K	0.00	108.60	0	0	1,677	199
2024-11-18	$26.34	$20.00	42.7%	12.2%	41.0%	20.5%	0.0%	-1.9%	-3.8%	116.7K	-2.9M	-4.6K	0.00	106.09	0	0	1,676	197
2024-11-19	$26.66	$20.00	43.0%	12.3%	41.3%	20.8%	0.0%	-2.3%	-3.5%	116.0K	-3.0M	-4.5K	0.00	100.35	0	0	1,676	197
2024-11-20	$26.52	$20.00	45.3%	13.0%	41.0%	23.0%	0.0%	-1.9%	-5.2%	111.2K	-3.0M	-4.5K	0.00	104.87	0	2	1,676	197
2024-11-21	$27.51	$20.00	43.3%	12.4%	43.0%	21.1%	0.0%	-3.2%	-12.6%	102.5K	-3.4M	-4.1K	0.00	110.59	0	0	1,676	199
2024-11-22	$27.32	$20.00	35.1%	10.1%	41.9%	13.2%	45.8%	-4.2%	4.8%	93.2K	-3.2M	-4.3K	0.00	109.86	2	0	1,677	199
2024-11-25	$27.80	$20.00	45.1%	12.9%	41.9%	22.8%	0.0%	-2.1%	-6.9%	97.8K	-3.6M	-3.6K	0.00	111.81	0	0	1,677	199
2024-11-26	$27.89	$20.00	40.4%	11.6%	41.7%	18.3%	46.7%	-3.5%	-8.4%	96.7K	-3.7M	-3.2K	0.04	111.66	25	1	1,677	199
2024-11-27	$27.73	$20.00	49.0%	14.1%	41.8%	26.6%	0.0%	42.4%	34.7%	83.7K	-3.4M	-3.8K	0.00	122.79	0	0	1,652	198
2024-11-29	$27.88	$20.00	44.1%	12.7%	41.4%	21.9%	0.0%	-2.7%	-9.3%	95.6K	-3.7M	-3.0K	0.00	109.04	0	0	1,652	198