LMNR Options History — November 2025

In November 2025, LMNR traded between $12.78 and $14.07. ATM implied volatility averaged 39.3%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 12.9% (HV 20d: 26.4%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.12.

Notable Days

2025-11-07: Highest Volume — 102 contracts
2025-11-14: Largest IV spike — 87.0% change
2025-11-26: Highest IV Rank — 51.5%
2025-11-26: Largest Expected Move — 19.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.54	$12.78	$14.07	$13.93	$13.78
Max Pain	$14.61	$12.50	$15.00	$12.50	$15.00
ATM IV	39.3%	28.0%	68.6%	32.7%	32.3%
Expected Move	11.2%	8.1%	19.7%	9.4%	9.2%
HV 20d	26.4%	21.9%	28.1%	27.5%	24.0%
HV 60d	26.1%	24.7%	27.9%	27.9%	26.4%
IV Rank	21.2%	9.9%	51.5%	14.2%	15.0%
IV Percentile	45.7%	2.4%	96.4%	19.4%	18.3%
Term Structure	10.0%	-27.8%	52.8%	-8.6%	32.4%
VWIV	44.9%	35.7%	62.7%	42.7%	56.2%
Skew 25d	7.6%	-12.3%	58.9%	-11.6%	0.6%
Skew 10d	10.3%	-12.7%	39.6%	-12.7%	1.7%
Call IV 25d	35.9%	23.7%	44.0%	42.0%	31.3%
Put IV 25d	43.5%	28.0%	94.1%	30.4%	31.9%
Bid-Ask Spread %	115.48	102.72	125.15	115.26	114.88
Gamma HHI	0.37	0.33	0.46	0.35	0.46
Net GEX	8.2K	-20.4K	24.4K	7.6K	-20.4K
Net DEX	-573.5K	-1.2M	-193.5K	-380.6K	-1.2M
Net VEX	-4.0K	-4.5K	-3.3K	-4.2K	-4.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.12	0.00	1.25	0.00	0.00
Total Volume	30.579	0	102	11	76
Total OI	3,707.632	3,319	4,268	3,319	3,951

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
2025-11-03	$13.93	$12.50	32.7%	9.4%	27.5%	14.2%	42.7%	-11.6%	-8.6%	7.6K	-380.6K	-4.2K	0.00	115.26	11	0	2,254	1,065
2025-11-04	$13.93	$12.50	34.2%	9.8%	27.5%	15.6%	0.0%	11.3%	-1.9%	7.1K	-448.3K	-4.3K	0.00	123.58	40	0	2,264	1,065
2025-11-05	$14.07	$12.50	32.2%	9.2%	27.9%	13.7%	36.5%	-2.6%	-0.2%	7.0K	-384.2K	-4.3K	0.00	120.65	1	0	2,304	1,065
2025-11-06	$13.83	$15.00	28.9%	9.6%	28.1%	10.8%	0.0%	18.6%	7.6%	10.7K	-329.5K	-4.2K	0.00	114.15	0	0	2,304	1,065
2025-11-07	$13.90	$15.00	28.0%	9.4%	28.0%	9.9%	44.5%	58.9%	19.6%	11.0K	-379.6K	-4.2K	0.00	114.62	102	0	2,304	1,065
2025-11-10	$13.95	$15.00	39.5%	10.2%	27.6%	20.4%	35.7%	-3.8%	26.8%	3.5K	-539.7K	-4.1K	0.00	113.63	7	0	2,342	1,065
2025-11-11	$13.68	$15.00	38.2%	8.1%	27.4%	19.3%	0.0%	-1.5%	13.6%	4.7K	-283.3K	-3.5K	0.00	109.65	60	0	2,346	1,065
2025-11-12	$13.59	$15.00	35.1%	10.1%	27.3%	16.4%	0.0%	-6.2%	4.0%	6.7K	-304.4K	-3.5K	0.00	116.74	0	30	2,406	1,065
2025-11-13	$13.42	$15.00	34.9%	10.0%	27.3%	16.2%	0.0%	-7.6%	33.4%	7.2K	-193.5K	-4.0K	0.00	108.95	1	0	2,406	1,095
2025-11-14	$13.53	$15.00	65.2%	18.7%	27.5%	44.2%	0.0%	53.8%	4.1%	890	-202.8K	-3.3K	0.00	118.78	50	0	2,407	1,095
2025-11-17	$13.31	$15.00	39.9%	11.4%	26.9%	22.7%	39.6%	1.4%	5.5%	6.5K	-282.4K	-3.5K	0.32	102.72	31	10	2,557	1,095
2025-11-18	$13.20	$15.00	34.9%	10.0%	26.8%	17.7%	0.0%	-12.3%	7.9%	14.5K	-791.0K	-4.2K	0.25	116.15	40	10	3,066	1,105
2025-11-19	$12.97	$15.00	32.4%	9.3%	26.3%	15.1%	0.0%	0.2%	15.0%	18.0K	-742.8K	-4.3K	1.25	105.58	20	25	3,106	1,115
2025-11-20	$12.78	$15.00	42.7%	12.2%	25.9%	25.4%	62.7%	13.1%	52.8%	20.8K	-663.1K	-4.5K	0.00	119.09	0	3	3,126	1,139
2025-11-21	$13.05	$15.00	37.2%	10.7%	23.1%	19.9%	0.0%	20.5%	14.2%	24.4K	-706.4K	-4.3K	0.00	125.15	27	0	3,126	1,142
2025-11-24	$13.03	$15.00	51.0%	14.6%	21.9%	33.8%	0.0%	8.2%	-27.8%	18.6K	-864.1K	-4.4K	0.00	117.62	10	0	2,801	1,140
2025-11-25	$13.54	$15.00	38.1%	10.9%	26.4%	20.9%	41.0%	4.1%	10.7%	7.8K	-979.0K	-3.9K	0.00	115.44	27	0	2,811	1,140
2025-11-26	$13.73	$15.00	68.6%	19.7%	24.1%	51.5%	0.0%	-0.5%	-18.8%	-668	-1.2M	-3.9K	0.00	121.43	0	0	2,838	1,140
2025-11-28	$13.78	$15.00	32.3%	9.2%	24.0%	15.0%	56.2%	0.6%	32.4%	-20.4K	-1.2M	-4.0K	0.00	114.88	76	0	2,811	1,140