LMNR Options History — January 2025

In January 2025, LMNR traded between $22.54 and $24.99. ATM implied volatility averaged 33.7%, placing in the 11.9% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 5.5% (HV 20d: 39.2%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 5.81.

Notable Days

2025-01-16: Highest Volume — 500 contracts
2025-01-13: Largest IV spike — 24.8% change
2025-01-13: Highest IV Rank — 20.5%
2025-01-10: Largest Expected Move — 10.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.34	$22.54	$24.99	$24.49	$23.05
Max Pain	$22.75	$22.50	$25.00	$25.00	$22.50
ATM IV	33.7%	30.6%	42.8%	33.2%	33.1%
Expected Move	9.5%	8.8%	10.2%	9.5%	9.5%
HV 20d	39.2%	27.9%	44.7%	40.7%	27.9%
HV 60d	37.1%	35.8%	37.6%	35.8%	37.3%
IV Rank	11.9%	9.0%	20.5%	11.4%	11.3%
IV Percentile	27.1%	16.3%	59.1%	22.2%	23.8%
Term Structure	6.5%	-1.5%	8.6%	-1.5%	7.8%
VWIV	34.2%	21.5%	40.4%	38.2%	33.7%
Skew 25d	-1.4%	-8.7%	8.0%	4.5%	-2.1%
Skew 10d	-4.3%	-13.8%	9.3%	7.6%	-6.1%
Call IV 25d	33.2%	25.4%	38.3%	31.5%	33.7%
Put IV 25d	31.8%	26.6%	36.2%	36.0%	31.6%
Bid-Ask Spread %	96.50	86.11	106.45	100.93	95.15
Gamma HHI	0.70	0.33	0.85	0.83	0.76
Net GEX	16.8K	-50.4K	48.3K	-42.9K	45.8K
Net DEX	-386.2K	-1.2M	491.2K	355.2K	-1.1M
Net VEX	-4.5K	-6.3K	-2.1K	-2.1K	-6.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	5.81	0.00	51.00	22.00	0.50
Total Volume	70.5	1	500	23	3
Total OI	1,558.65	1,265	2,144	1,276	1,572

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
2025-01-02	$24.49	$25.00	33.2%	9.5%	40.7%	11.4%	38.2%	4.5%	-1.5%	-42.9K	355.2K	-2.1K	22.00	100.93	1	22	710	566
2025-01-03	$24.66	$25.00	30.8%	8.8%	41.0%	9.1%	0.0%	5.0%	0.6%	-50.4K	264.7K	-2.1K	0.00	102.33	129	0	709	556
2025-01-06	$24.99	$22.50	36.0%	9.4%	41.3%	14.1%	0.0%	8.0%	6.4%	-41.5K	-20.4K	-2.5K	0.00	96.75	267	1	837	556
2025-01-07	$23.97	$22.50	34.3%	10.0%	43.2%	12.4%	40.4%	-1.4%	6.2%	-21.0K	23.9K	-3.9K	0.25	98.09	59	15	1,093	554
2025-01-08	$24.11	$22.50	30.6%	9.7%	43.3%	9.0%	21.5%	7.2%	6.8%	-28.0K	-44.3K	-3.9K	0.20	86.11	20	4	1,086	543
2025-01-10	$23.13	$22.50	34.3%	10.2%	43.8%	12.4%	0.0%	0.2%	7.2%	-535	384.9K	-3.2K	6.25	87.70	4	25	1,106	549
2025-01-13	$23.37	$22.50	42.8%	10.2%	44.1%	20.5%	0.0%	-2.8%	6.7%	-1.6K	83.4K	-3.5K	0.94	98.19	17	16	1,115	544
2025-01-14	$22.76	$22.50	42.3%	9.9%	44.1%	20.1%	0.0%	-1.4%	6.8%	13.4K	491.2K	-2.8K	0.00	88.34	0	6	1,132	550
2025-01-15	$22.99	$22.50	33.2%	9.5%	44.5%	11.4%	33.1%	-5.0%	6.3%	19.2K	437.3K	-2.8K	0.55	96.19	20	11	1,132	528
2025-01-16	$23.08	$22.50	33.4%	9.6%	44.7%	11.5%	0.0%	-4.3%	6.1%	28.8K	103.6K	-4.3K	0.00	97.45	500	0	1,402	515
2025-01-17	$23.08	$22.50	31.5%	9.0%	44.7%	9.8%	0.0%	-3.3%	7.1%	44.7K	-159.7K	-5.7K	0.00	102.14	0	56	1,633	511
2025-01-21	$23.01	$22.50	31.4%	9.0%	41.7%	9.7%	34.0%	-4.8%	6.7%	45.8K	-1.0M	-5.5K	0.38	96.86	8	3	1,328	18
2025-01-22	$22.54	$22.50	31.4%	9.0%	40.6%	9.7%	0.0%	-5.9%	8.5%	43.8K	-911.8K	-5.2K	0.00	100.53	0	1	1,332	21
2025-01-23	$22.82	$22.50	31.4%	9.0%	39.9%	9.7%	0.0%	-2.5%	7.6%	45.0K	-955.1K	-5.4K	0.02	106.45	130	2	1,332	21
2025-01-24	$22.95	$22.50	30.8%	8.8%	39.4%	9.1%	33.9%	-4.3%	7.7%	48.3K	-1.2M	-6.2K	0.00	97.09	7	0	1,462	22
2025-01-27	$22.61	$22.50	33.5%	9.6%	32.2%	11.7%	39.8%	-8.7%	8.6%	46.6K	-1.1M	-6.1K	51.00	94.39	1	51	1,468	22
2025-01-28	$23.14	$22.50	33.3%	9.6%	29.5%	11.5%	34.6%	-2.0%	8.4%	47.3K	-1.2M	-6.3K	5.00	91.76	1	5	1,469	73
2025-01-29	$23.12	$22.50	33.1%	9.5%	28.8%	11.3%	0.0%	-0.8%	6.9%	47.4K	-1.1M	-6.3K	0.00	100.18	0	12	1,469	78
2025-01-30	$22.98	$22.50	33.2%	9.5%	28.8%	11.4%	33.2%	-3.6%	8.2%	46.3K	-1.1M	-6.3K	0.00	93.45	0	13	1,469	90
2025-01-31	$23.05	$22.50	33.1%	9.5%	27.9%	11.3%	33.7%	-2.1%	7.8%	45.8K	-1.1M	-6.3K	0.50	95.15	2	1	1,469	103