LMNR Options History — March 2025

In March 2025, LMNR traded between $17.46 and $22.20. ATM implied volatility averaged 47.3%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 6.0% (HV 20d: 41.3%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 2.92.

Notable Days

2025-03-03: Highest Volume — 620 contracts
2025-03-11: Largest IV drop — 30.7% change
2025-03-10: Highest IV Rank — 54.6%
2025-03-12: Largest Expected Move — 23.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.41	$17.46	$22.20	$21.85	$17.61
Max Pain	$22.14	$20.00	$25.00	$22.50	$20.00
ATM IV	47.3%	33.5%	78.3%	64.6%	37.8%
Expected Move	14.8%	9.8%	23.7%	18.5%	10.6%
HV 20d	41.3%	13.5%	58.1%	14.6%	58.1%
HV 60d	36.3%	29.4%	42.5%	29.5%	38.0%
IV Rank	24.9%	11.7%	54.6%	41.4%	15.8%
IV Percentile	62.2%	31.3%	96.8%	89.7%	52.4%
Term Structure	-2.1%	-16.6%	8.6%	-16.0%	1.2%
VWIV	55.4%	34.4%	86.1%	64.4%	34.6%
Skew 25d	6.3%	-1.3%	25.9%	3.4%	5.8%
Skew 10d	10.9%	-5.9%	25.2%	-5.9%	9.2%
Call IV 25d	39.6%	23.7%	63.9%	63.4%	33.0%
Put IV 25d	45.9%	31.9%	68.4%	66.8%	38.8%
Bid-Ask Spread %	94.35	68.76	125.05	89.77	104.02
Gamma HHI	0.38	0.31	0.47	0.43	0.46
Net GEX	16.2K	5.0K	33.7K	13.0K	14.4K
Net DEX	294.4K	-808.3K	1.0M	-381.0K	933.1K
Net VEX	-3.8K	-7.3K	-1.2K	-7.3K	-1.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.92	0.00	15.00	0.02	15.00
Total Volume	83.143	0	620	620	16
Total OI	2,011.476	1,680	2,413	2,034	1,718

Daily Data (21 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
2025-03-03	$21.85	$22.50	64.6%	18.5%	14.6%	41.4%	64.4%	3.4%	-16.0%	13.0K	-381.0K	-7.3K	0.02	89.77	610	10	1,396	638
2025-03-04	$22.03	$22.50	65.3%	18.7%	13.5%	42.1%	65.7%	4.5%	-15.8%	20.0K	-798.3K	-7.0K	12.67	86.77	6	76	1,506	628
2025-03-05	$22.20	$22.50	65.8%	18.9%	13.8%	42.6%	0.0%	2.9%	-4.1%	19.7K	-808.3K	-7.1K	0.00	90.75	0	0	1,512	631
2025-03-06	$21.49	$22.50	69.2%	19.8%	16.8%	45.8%	73.3%	4.0%	-4.2%	19.2K	-639.9K	-6.8K	0.00	87.90	0	23	1,512	631
2025-03-07	$21.80	$22.50	70.6%	20.2%	17.8%	47.2%	71.3%	2.2%	-4.4%	18.0K	-705.8K	-6.9K	0.00	92.07	0	2	1,512	652
2025-03-10	$21.30	$22.50	78.3%	22.5%	19.2%	54.6%	0.0%	25.9%	-16.6%	17.4K	-534.9K	-6.5K	0.00	95.50	0	1	1,512	652
2025-03-11	$21.26	$22.50	54.3%	23.4%	19.0%	31.6%	0.0%	4.6%	-6.4%	17.6K	-518.3K	-6.4K	0.00	93.34	0	2	1,512	652
2025-03-12	$21.45	$22.50	51.8%	23.7%	19.2%	29.2%	86.1%	3.2%	-4.1%	16.5K	-511.3K	-6.3K	0.00	76.24	0	12	1,513	651
2025-03-13	$18.55	$22.50	40.5%	15.9%	53.8%	18.4%	54.1%	5.3%	8.6%	18.1K	544.9K	-3.8K	0.10	125.05	258	25	1,513	661
2025-03-14	$18.56	$22.50	39.9%	14.2%	53.7%	17.8%	48.9%	2.1%	3.7%	33.7K	463.9K	-3.9K	0.12	121.47	252	31	1,763	650
2025-03-17	$18.95	$25.00	36.1%	11.1%	54.7%	14.2%	38.8%	6.2%	2.5%	23.0K	546.3K	-3.5K	0.22	68.76	275	61	1,515	662
2025-03-18	$18.16	$20.00	40.3%	12.3%	56.0%	18.2%	0.0%	-1.3%	2.2%	13.8K	901.7K	-2.2K	0.00	75.20	0	18	1,338	721
2025-03-19	$18.35	$20.00	37.1%	11.9%	56.5%	15.2%	38.3%	1.3%	3.8%	16.0K	896.5K	-2.2K	2.50	78.31	2	5	1,338	715
2025-03-20	$17.73	$0.00	36.5%	10.4%	56.8%	14.5%	0.0%	6.4%	0.6%	9.2K	1.0M	-1.6K	0.00	93.17	0	4	1,340	720
2025-03-21	$17.46	$0.00	34.3%	10.3%	56.7%	12.5%	0.0%	3.3%	1.7%	5.0K	1.0M	-1.3K	0.00	98.58	0	16	1,340	717
2025-03-24	$17.77	$0.00	33.5%	9.8%	57.6%	11.7%	0.0%	10.0%	1.0%	13.7K	941.4K	-1.3K	0.33	106.54	3	1	1,030	650
2025-03-25	$17.69	$0.00	33.9%	9.8%	57.2%	12.1%	0.0%	14.6%	0.3%	12.1K	957.2K	-1.2K	1.00	98.39	2	2	1,033	650
2025-03-26	$17.71	$0.00	34.6%	9.8%	57.3%	12.7%	0.0%	4.8%	-0.4%	13.2K	945.9K	-1.3K	0.00	99.85	1	0	1,035	650
2025-03-27	$17.97	$0.00	34.2%	9.9%	58.0%	12.4%	0.0%	7.4%	0.7%	16.0K	927.8K	-1.4K	0.00	101.53	0	0	1,036	650
2025-03-28	$17.63	$0.00	35.7%	10.4%	58.1%	13.8%	34.4%	15.3%	0.5%	11.0K	968.8K	-1.2K	0.14	98.13	28	4	1,036	650
2025-03-31	$17.61	$20.00	37.8%	10.6%	58.1%	15.8%	34.6%	5.8%	1.2%	14.4K	933.1K	-1.3K	15.00	104.02	1	15	1,064	654