LMNR Options History — May 2025

In May 2025, LMNR traded between $15.02 and $16.31. ATM implied volatility averaged 50.1%, placing in the 27.6% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 11.5% (HV 20d: 38.5%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 5.79.

Notable Days

2025-05-22: Highest Volume — 420 contracts
2025-05-12: Largest IV spike — 182.9% change
2025-05-13: Highest IV Rank — 91.7%
2025-05-29: Largest Expected Move — 14.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.75	$15.02	$16.31	$15.62	$15.86
Max Pain	$18.93	$15.00	$20.00	$15.00	$17.50
ATM IV	50.1%	30.7%	117.0%	35.6%	48.9%
Expected Move	12.6%	8.8%	14.3%	10.2%	14.0%
HV 20d	38.5%	28.6%	53.5%	53.5%	28.6%
HV 60d	47.4%	45.9%	48.3%	45.9%	48.2%
IV Rank	27.6%	9.0%	91.7%	13.7%	26.4%
IV Percentile	66.4%	17.9%	99.6%	41.7%	76.2%
Term Structure	-2.4%	-8.6%	13.1%	7.3%	-5.2%
VWIV	44.7%	37.5%	49.8%	45.0%	43.6%
Skew 25d	3.3%	-27.5%	9.2%	2.9%	5.7%
Skew 10d	6.8%	-30.5%	22.8%	14.9%	12.9%
Call IV 25d	41.5%	31.5%	76.4%	33.1%	44.0%
Put IV 25d	44.8%	36.0%	49.8%	36.0%	49.8%
Bid-Ask Spread %	103.74	94.44	123.49	114.93	98.28
Gamma HHI	0.67	0.38	0.96	0.96	0.43
Net GEX	39.6K	-9.0K	114.8K	77.7K	-1.9K
Net DEX	-683.1K	-1.7M	247.2K	-1.3M	-129.5K
Net VEX	-1.4K	-2.1K	-645	-1.7K	-2.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	5.79	0.00	30.50	30.50	0.00
Total Volume	36.667	0	420	1	30
Total OI	1,742.571	994	2,190	1,968	1,482

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
2025-05-01	$15.62	$15.00	35.6%	10.2%	53.5%	13.7%	0.0%	2.9%	7.3%	77.7K	-1.3M	-1.7K	0.00	114.93	0	1	1,825	143
2025-05-02	$15.79	$15.00	30.7%	8.8%	52.1%	9.0%	0.0%	5.9%	13.1%	85.4K	-1.4M	-1.5K	30.50	123.49	2	61	1,825	142
2025-05-05	$15.55	$20.00	41.6%	12.3%	51.9%	19.5%	0.0%	8.2%	-1.1%	105.7K	-1.2M	-1.5K	0.00	95.82	0	0	1,827	201
2025-05-06	$15.54	$20.00	38.9%	12.9%	49.5%	16.9%	45.0%	8.2%	-1.9%	89.2K	-1.2M	-1.6K	0.00	98.11	0	75	1,827	201
2025-05-07	$15.02	$20.00	37.2%	12.4%	48.5%	15.2%	49.5%	5.9%	-1.1%	114.8K	-649.3K	-1.7K	0.00	94.44	0	76	1,827	273
2025-05-08	$15.70	$20.00	40.4%	12.4%	42.4%	18.3%	43.1%	8.0%	-1.9%	92.7K	-1.2M	-1.5K	0.00	97.31	0	1	1,827	349
2025-05-09	$15.59	$20.00	40.8%	12.7%	38.4%	18.7%	0.0%	8.9%	-1.8%	101.9K	-1.2M	-1.5K	1.00	101.05	1	1	1,827	348
2025-05-12	$15.89	$20.00	115.4%	12.5%	37.1%	90.1%	37.5%	9.2%	-3.4%	46.0K	-1.1M	-1.4K	0.00	99.08	1	0	1,827	349
2025-05-13	$15.87	$20.00	117.0%	12.4%	36.5%	91.7%	0.0%	3.1%	-2.6%	49.3K	-1.1M	-1.3K	6.00	104.03	2	12	1,828	349
2025-05-14	$15.97	$20.00	43.8%	12.5%	35.6%	21.5%	0.0%	3.0%	-3.0%	61.3K	-1.4M	-1.1K	0.00	103.79	2	0	1,831	359
2025-05-15	$16.02	$20.00	44.4%	12.7%	35.6%	22.1%	0.0%	4.8%	-2.4%	57.9K	-1.4M	-984	0.00	103.31	0	0	1,832	358
2025-05-16	$16.31	$20.00	40.1%	11.5%	35.7%	18.0%	44.7%	6.8%	-2.8%	-8.5K	-1.7M	-738	0.00	104.78	0	10	1,832	358
2025-05-19	$16.08	$20.00	44.7%	12.8%	34.3%	22.4%	42.3%	4.0%	-2.4%	-9.0K	214.4K	-714	0.25	106.50	8	2	642	352
2025-05-20	$16.02	$20.00	45.4%	13.0%	32.8%	23.1%	0.0%	2.5%	-4.3%	-8.9K	223.7K	-693	0.00	106.00	0	0	650	354
2025-05-21	$15.64	$20.00	47.4%	13.6%	33.3%	25.0%	46.6%	1.7%	-5.8%	-8.5K	239.7K	-690	0.00	107.31	0	1	650	354
2025-05-22	$15.63	$20.00	45.9%	13.2%	33.1%	23.6%	0.0%	1.2%	-5.0%	-8.8K	247.2K	-645	0.14	101.98	370	50	650	355
2025-05-23	$15.37	$17.50	46.7%	13.4%	33.1%	24.4%	0.0%	-0.2%	-4.5%	-786	-70.4K	-2.1K	0.00	108.81	0	0	1,020	399
2025-05-27	$15.79	$17.50	49.4%	14.2%	32.7%	26.9%	0.0%	4.7%	-7.9%	-847	-124.5K	-2.0K	20.00	100.99	1	20	1,020	399
2025-05-28	$15.67	$17.50	47.5%	13.6%	32.8%	25.1%	0.0%	1.8%	-4.8%	-1.4K	-103.6K	-2.1K	0.05	105.23	22	1	1,021	419
2025-05-29	$15.75	$17.50	49.7%	14.3%	31.7%	27.2%	49.8%	-27.5%	-8.6%	-616	-127.0K	-2.1K	0.00	103.38	0	20	1,043	419
2025-05-30	$15.86	$17.50	48.9%	14.0%	28.6%	26.4%	43.6%	5.7%	-5.2%	-1.9K	-129.5K	-2.1K	0.00	98.28	30	0	1,043	439