LMNR Options History — February 2025

In February 2025, LMNR traded between $21.91 and $23.05. ATM implied volatility averaged 42.3%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 23.1% (HV 20d: 19.2%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 1.57.

Notable Days

2025-02-26: Highest Volume — 500 contracts
2025-02-12: Largest IV spike — 59.1% change
2025-02-28: Highest IV Rank — 36.9%
2025-02-28: Largest Expected Move — 17.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.72	$21.91	$23.05	$22.58	$21.91
Max Pain	$23.29	$22.50	$25.00	$22.50	$22.50
ATM IV	42.3%	27.1%	59.8%	34.1%	59.8%
Expected Move	12.9%	9.2%	17.1%	9.8%	17.1%
HV 20d	19.2%	14.0%	28.6%	28.6%	14.8%
HV 60d	31.6%	29.2%	37.4%	37.4%	29.5%
IV Rank	20.1%	5.6%	36.9%	12.3%	36.9%
IV Percentile	54.4%	9.5%	87.3%	33.3%	87.3%
Term Structure	-2.8%	-11.0%	10.5%	8.6%	-10.7%
VWIV	43.2%	32.1%	60.1%	40.1%	60.1%
Skew 25d	1.7%	-6.3%	7.0%	-6.3%	-0.8%
Skew 10d	3.9%	-21.6%	24.9%	-10.4%	-6.9%
Call IV 25d	44.5%	25.2%	61.4%	38.2%	61.4%
Put IV 25d	46.2%	30.4%	63.8%	31.9%	60.6%
Bid-Ask Spread %	91.38	85.88	110.14	101.16	87.14
Gamma HHI	0.62	0.44	0.76	0.76	0.44
Net GEX	49.6K	13.0K	65.4K	44.6K	13.0K
Net DEX	-1.1M	-1.4M	-375.5K	-965.8K	-375.5K
Net VEX	-6.8K	-7.7K	-6.0K	-6.0K	-7.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.57	0.00	10.00	0.03	0.67
Total Volume	41.737	0	500	107	25
Total OI	1,731.737	1,514	2,014	1,573	2,009

Daily Data (19 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
2025-02-03	$22.58	$22.50	34.1%	9.8%	28.6%	12.3%	40.1%	-6.3%	8.6%	44.6K	-965.8K	-6.0K	0.03	101.16	104	3	1,471	102
2025-02-04	$22.48	$22.50	32.3%	9.3%	28.3%	10.5%	32.3%	2.7%	10.1%	47.3K	-1.0M	-6.5K	1.00	105.97	6	6	1,575	104
2025-02-05	$22.80	$22.50	32.0%	9.2%	28.4%	10.2%	0.0%	7.0%	10.5%	49.1K	-1.2M	-6.8K	0.03	110.14	70	2	1,579	109
2025-02-06	$22.86	$25.00	29.9%	12.0%	24.8%	8.3%	0.0%	3.0%	-1.5%	52.2K	-1.3M	-7.1K	0.00	88.77	0	0	1,639	111
2025-02-07	$22.70	$25.00	30.5%	12.2%	24.7%	8.8%	32.1%	2.0%	-2.3%	52.3K	-1.3M	-7.1K	0.77	86.47	13	10	1,649	111
2025-02-10	$22.82	$25.00	30.9%	12.1%	20.2%	9.2%	0.0%	2.1%	-2.7%	55.0K	-1.3M	-7.0K	0.00	85.88	0	0	1,645	121
2025-02-11	$22.96	$25.00	27.1%	12.3%	19.9%	5.6%	0.0%	2.4%	-2.1%	55.7K	-1.3M	-7.0K	0.00	86.54	0	0	1,645	121
2025-02-12	$22.95	$25.00	43.2%	12.4%	17.5%	20.9%	0.0%	2.7%	-3.1%	56.4K	-1.3M	-6.9K	0.00	89.02	0	0	1,646	121
2025-02-13	$23.05	$25.00	43.6%	12.5%	17.2%	21.4%	33.3%	3.3%	-3.4%	57.3K	-1.3M	-6.9K	0.10	86.46	10	1	1,646	116
2025-02-14	$23.05	$22.50	42.9%	12.3%	17.1%	20.7%	0.0%	3.0%	-2.5%	58.4K	-1.4M	-6.9K	0.00	88.73	0	0	1,651	114
2025-02-18	$22.88	$22.50	44.8%	12.9%	17.3%	22.5%	0.0%	1.6%	-4.2%	62.1K	-1.3M	-6.7K	0.00	94.22	0	0	1,651	114
2025-02-19	$22.73	$22.50	45.1%	12.9%	17.4%	22.8%	37.3%	0.6%	-4.5%	65.4K	-1.3M	-6.4K	1.50	87.72	2	3	1,651	110
2025-02-20	$22.81	$22.50	45.1%	12.9%	15.8%	22.8%	45.0%	-2.7%	-4.6%	64.4K	-1.3M	-6.6K	0.00	88.99	0	20	1,650	108
2025-02-21	$22.76	$22.50	47.3%	13.5%	15.2%	24.9%	0.0%	1.2%	-5.7%	63.2K	-1.2M	-6.5K	0.00	89.29	0	2	1,650	128
2025-02-24	$22.77	$22.50	48.1%	13.8%	15.0%	25.7%	48.5%	1.4%	-6.2%	45.3K	-1.1M	-6.4K	10.00	89.80	1	10	1,386	128
2025-02-25	$22.92	$22.50	49.9%	14.3%	14.2%	27.3%	0.0%	3.4%	-6.2%	45.5K	-1.2M	-6.5K	0.00	89.02	0	0	1,386	128
2025-02-26	$22.39	$22.50	58.4%	16.7%	14.0%	35.5%	0.0%	2.0%	-10.9%	40.4K	-1.1M	-6.2K	0.00	89.80	0	500	1,386	128
2025-02-27	$22.23	$22.50	59.3%	17.0%	14.2%	36.4%	60.0%	3.8%	-11.0%	15.0K	-468.0K	-7.7K	0.00	91.08	5	0	1,386	628
2025-02-28	$21.91	$22.50	59.8%	17.1%	14.8%	36.9%	60.1%	-0.8%	-10.7%	13.0K	-375.5K	-7.5K	0.67	87.14	15	10	1,381	628