LMNR Options History — September 2025

In September 2025, LMNR traded between $14.89 and $15.88. ATM implied volatility averaged 42.2%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 11.6% (HV 20d: 30.6%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.49.

Notable Days

  • 2025-09-09: Highest Volume — 727 contracts
  • 2025-09-30: Largest IV spike — 139.3% change
  • 2025-09-09: Highest IV Rank — 58.2%
  • 2025-09-30: Largest Expected Move — 20.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.30$14.89$15.88$15.75$14.89
Max Pain$15.00$15.00$15.00$15.00$15.00
ATM IV42.2%28.7%80.4%51.1%71.8%
Expected Move11.0%8.2%20.6%14.6%20.6%
HV 20d30.6%25.8%34.8%27.9%29.5%
HV 60d31.6%27.6%34.4%34.4%27.6%
IV Rank23.0%10.5%58.2%31.1%50.3%
IV Percentile40.4%2.4%98.0%80.2%96.8%
Term Structure-5.4%-80.8%3.4%-10.6%-80.8%
VWIV32.9%24.6%48.2%48.2%28.7%
Skew 25d22.1%-42.6%183.5%13.5%-42.6%
Skew 10d37.9%-13.1%284.1%0.8%-13.1%
Call IV 25d32.9%23.7%73.1%33.9%73.1%
Put IV 25d55.1%28.7%209.0%47.4%30.6%
Bid-Ask Spread %97.9583.96116.2595.26116.25
Gamma HHI0.410.380.600.410.39
Net GEX29.2K14899.7K16.7K148
Net DEX-699.0K-1.1M-384.7K-764.1K-384.7K
Net VEX-6.7K-7.5K-5.8K-7.0K-5.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.490.003.001.002.50
Total Volume85.19072707
Total OI3,229.3812,8313,7242,8313,121

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-09-02$15.75$15.0051.1%14.6%27.9%31.1%0.0%13.5%-10.6%16.7K-764.1K-7.0K0.0095.26001,7221,109
2025-09-03$15.62$15.0052.2%15.0%28.0%32.2%0.0%3.7%-9.7%17.7K-763.9K-6.9K0.0091.69001,7221,109
2025-09-04$15.88$15.0055.5%11.6%28.5%35.2%0.0%2.3%-4.3%17.1K-867.2K-6.9K1.0086.10221,7221,109
2025-09-05$15.86$15.0054.0%11.5%28.3%33.9%0.0%1.3%-4.4%17.2K-816.2K-6.9K0.5093.44211,7221,111
2025-09-08$15.82$15.0068.5%12.6%27.4%47.2%0.0%7.4%-6.6%17.4K-750.7K-6.7K0.5583.9620111,7221,111
2025-09-09$15.79$15.0080.4%14.8%25.8%58.2%48.2%8.6%-9.2%16.0K-786.5K-6.9K0.0590.51694331,7301,123
2025-09-10$14.89$15.0034.3%9.8%32.5%15.7%33.5%3.6%-0.4%43.2K-540.2K-7.2K0.11103.14507552,4261,160
2025-09-11$15.47$15.0033.3%9.6%34.8%14.8%0.0%7.3%0.8%47.4K-1.1M-7.5K0.08101.536252,4941,140
2025-09-12$15.29$15.0035.0%10.0%33.9%16.3%35.0%4.3%-0.9%53.6K-881.8K-7.4K3.0088.39262,4941,140
2025-09-15$15.16$15.0033.6%9.6%33.1%15.1%24.6%1.9%1.0%56.2K-777.8K-7.1K0.0689.766342,5011,139
2025-09-16$15.13$15.0033.5%9.6%32.9%15.0%0.0%4.3%0.1%62.8K-764.1K-7.0K0.05101.243822,5041,141
2025-09-17$15.02$15.0033.6%9.6%33.0%15.0%0.0%-3.1%0.5%74.4K-688.6K-6.8K0.0492.722512,5341,142
2025-09-18$15.41$15.0033.4%9.6%34.3%14.8%33.3%73.6%0.9%53.9K-1.1M-7.0K0.0297.294612,5581,141
2025-09-19$15.18$15.0032.8%9.4%34.2%14.3%0.0%6.7%0.2%99.7K-977.5K-6.8K0.0391.183712,5821,142
2025-09-22$15.05$15.0031.9%9.2%31.1%13.5%31.9%9.8%1.0%4.1K-448.8K-6.4K0.11100.055461,9751,038
2025-09-23$15.03$15.0031.7%9.1%30.0%13.3%31.7%165.6%0.6%4.7K-466.0K-6.4K0.00108.95012,0041,044
2025-09-24$15.04$15.0031.6%9.0%29.5%13.2%0.0%5.9%1.0%4.2K-476.4K-6.4K0.00107.445402,0041,045
2025-09-25$14.91$15.0029.0%8.3%29.4%10.8%29.0%183.5%3.4%2.3K-408.5K-6.1K0.00108.403802,0511,045
2025-09-26$15.05$15.0028.7%8.2%29.7%10.5%28.7%3.9%2.2%3.3K-490.0K-6.3K0.29107.16722,0741,045
2025-09-29$15.00$15.0030.0%8.6%29.4%11.7%0.0%3.2%1.4%1.7K-452.6K-6.0K0.00102.49002,0741,047
2025-09-30$14.89$15.0071.8%20.6%29.5%50.3%0.0%-42.6%-80.8%148-384.7K-5.8K2.50116.25252,0741,047