LMNR Options History — December 2024

In December 2024, LMNR traded between $23.92 and $27.81. ATM implied volatility averaged 46.2%, placing in the 23.8% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 13.4% (HV 20d: 32.7%). Max pain ranged from $20.00 to $30.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 30.94.

Notable Days

  • 2024-12-23: Highest Volume — 775 contracts
  • 2024-12-24: Largest IV drop — 50.0% change
  • 2024-12-23: Highest IV Rank — 44.9%
  • 2024-12-23: Largest Expected Move — 19.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.27$23.92$27.81$27.81$24.56
Max Pain$25.83$20.00$30.00$20.00$25.00
ATM IV46.2%26.7%68.2%47.7%34.3%
Expected Move12.7%7.7%19.5%13.7%9.8%
HV 20d32.7%23.1%42.1%41.0%41.2%
HV 60d32.9%30.7%37.0%32.6%36.2%
IV Rank23.8%5.2%44.9%25.2%12.5%
IV Percentile58.7%8.7%91.7%70.6%28.2%
Term Structure-3.6%-18.4%6.7%-11.7%-0.7%
VWIV44.8%25.8%71.3%54.2%34.3%
Skew 25d-0.1%-5.0%10.9%-5.0%7.0%
Skew 10d5.2%-9.0%28.7%-3.0%11.6%
Call IV 25d46.3%26.2%72.7%53.7%30.5%
Put IV 25d46.2%29.5%72.5%48.7%37.6%
Bid-Ask Spread %91.7866.60112.13112.1398.43
Gamma HHI0.860.730.980.790.82
Net GEX70.9K-80.4K300.4K86.8K-45.2K
Net DEX-2.2M-3.9M879.1K-3.4M421.3K
Net VEX-2.2K-3.4K-897-3.4K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio30.940.00505.000.050.13
Total Volume125.619077521151
Total OI1,7707752,3771,8511,180

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$27.81$20.0047.7%13.7%41.0%25.2%54.2%-5.0%-11.7%86.8K-3.4M-3.4K0.05112.132011,653198
2024-12-03$27.19$20.0043.8%12.6%42.1%21.5%0.0%-2.4%1.7%116.2K-3.4M-3.1K0.00105.55001,673199
2024-12-04$27.03$20.0045.0%12.9%38.6%22.7%0.0%-2.5%-2.9%120.4K-3.3M-3.0K0.00106.76001,673199
2024-12-05$26.68$30.0046.8%11.5%31.5%24.5%0.0%-1.7%1.3%128.2K-3.1M-3.2K0.00100.25101,673199
2024-12-06$26.93$30.0050.9%11.8%31.8%28.4%62.1%-1.3%0.1%124.9K-3.3M-2.8K0.0099.86011,673199
2024-12-09$26.93$30.0047.1%11.5%30.9%24.7%0.0%-1.9%-1.0%126.3K-3.4M-2.5K0.00101.086701,673198
2024-12-10$27.54$30.0055.8%10.7%30.8%33.0%0.0%-0.3%-3.1%87.1K-3.9M-1.4K1.00103.82111,627198
2024-12-11$27.67$30.0036.4%10.4%26.7%14.5%25.8%2.2%-2.1%88.1K-3.9M-1.3K0.00104.54101,626197
2024-12-12$26.95$30.0039.0%11.2%28.2%16.9%30.5%-0.6%6.7%107.3K-3.7M-1.2K0.00101.60301,627197
2024-12-13$26.91$30.0039.5%11.3%24.2%17.5%42.6%-3.2%3.1%105.4K-3.7M-1.1K6.0099.652121,626197
2024-12-16$26.84$22.5057.3%16.4%23.1%34.5%59.5%-3.1%-9.0%102.6K-3.7M-897505.0081.6415051,628209
2024-12-17$26.64$25.0056.3%16.1%23.1%33.5%54.5%-0.3%-9.9%118.1K-3.0M-2.6K0.0089.114301,642704
2024-12-18$25.32$25.0057.3%16.4%29.0%34.5%0.0%-0.9%-11.5%300.4K-1.9M-2.9K0.6085.81531,662704
2024-12-19$25.94$25.0056.8%16.3%30.5%34.0%47.5%-2.1%-10.8%213.1K-2.8M-2.4K0.0089.94051,668705
2024-12-20$26.47$25.0058.5%16.8%28.2%35.6%59.5%-1.4%-11.2%-23.8K-3.5M-1.8K1.9270.1650961,668709
2024-12-23$26.88$25.0068.2%19.5%28.8%44.9%71.3%-0.1%-18.4%-24.0K313.5K-2.1K1.3767.51327448164611
2024-12-24$25.08$25.0034.1%9.8%36.9%12.2%34.8%10.9%1.0%-80.4K789.3K-3.1K2.0966.60138289504984
2024-12-26$23.92$25.0033.2%9.5%39.6%11.4%33.1%1.4%-0.9%-56.2K879.1K-2.1K0.2986.097622567756
2024-12-27$24.30$25.0026.7%7.7%40.5%5.2%26.9%3.4%5.5%-69.1K856.6K-2.1K7.4977.7637277631750
2024-12-30$24.13$25.0034.6%9.9%40.2%12.8%35.0%-0.4%-2.3%-38.0K570.3K-1.8K0.0279.18541633586
2024-12-31$24.56$25.0034.3%9.8%41.2%12.5%34.3%7.0%-0.7%-45.2K421.3K-1.8K0.1398.4313417600580