LMNR Options History — March 2026

In March 2026, LMNR traded between $13.05 and $14.44. ATM implied volatility averaged 129.4%, placing in the 53.6% IV rank vs the trailing year. The 30-day expected move averaged 23.6%. IV traded above realized volatility by 104.1% (HV 20d: 25.3%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.60.

Notable Days

2026-03-24: Highest Volume — 358 contracts
2026-03-25: Largest IV spike — 885.9% change
2026-03-16: Highest IV Rank — 100.0%
2026-03-12: Largest Expected Move — 78.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.68	$13.05	$14.44	$14.11	$13.39
Max Pain	$12.11	$10.00	$12.50	$10.00	$12.50
ATM IV	129.4%	26.9%	295.2%	47.2%	28.5%
Expected Move	23.6%	6.8%	78.1%	13.5%	8.2%
HV 20d	25.3%	17.6%	30.4%	20.2%	30.3%
HV 60d	30.0%	26.0%	32.5%	30.5%	26.0%
IV Rank	53.6%	4.5%	100.0%	30.0%	4.5%
IV Percentile	76.6%	4.0%	100.0%	80.2%	8.7%
Term Structure	0.2%	-12.6%	17.4%	-8.6%	6.5%
VWIV	43.6%	24.6%	59.6%	59.6%	24.6%
Skew 25d	13.8%	1.3%	25.3%	10.0%	16.8%
Skew 10d	49.3%	3.3%	146.2%	29.3%	19.8%
Call IV 25d	31.4%	16.9%	47.9%	47.0%	24.3%
Put IV 25d	45.1%	36.5%	62.2%	57.0%	41.1%
Bid-Ask Spread %	70.61	35.29	116.91	101.16	57.15
Gamma HHI	0.58	0.38	0.80	0.71	0.39
Net GEX	10.8K	-8.6K	21.9K	20.4K	1.8K
Net DEX	-1.6M	-2.6M	77.5K	-2.4M	-228.5K
Net VEX	-2.9K	-3.4K	-2.3K	-3.3K	-2.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.60	0.00	12.00	0.00	0.00
Total Volume	44.524	0	358	3	300
Total OI	3,019	1,159	3,835	3,788	1,492

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
2026-03-02	$14.11	$10.00	47.2%	13.5%	20.2%	30.0%	59.6%	10.0%	-8.6%	20.4K	-2.4M	-3.3K	0.00	101.16	0	3	2,871	917
2026-03-03	$14.27	$10.00	46.7%	13.4%	19.8%	29.5%	0.0%	1.3%	-8.2%	20.9K	-2.5M	-3.2K	0.00	116.91	15	0	2,871	917
2026-03-04	$14.44	$10.00	52.2%	15.0%	19.2%	35.0%	52.3%	14.2%	-12.6%	21.9K	-2.6M	-3.2K	0.00	108.62	35	0	2,871	917
2026-03-05	$14.04	$0.00	42.5%	11.8%	21.3%	25.3%	0.0%	10.1%	-0.3%	21.7K	-2.4M	-3.4K	0.00	99.54	12	0	2,903	917
2026-03-06	$14.03	$0.00	51.6%	12.1%	20.6%	34.4%	47.8%	11.0%	-0.3%	21.8K	-2.3M	-3.3K	10.00	98.92	1	10	2,895	917
2026-03-09	$13.91	$12.50	45.7%	11.8%	18.7%	28.5%	47.7%	8.9%	-0.3%	21.0K	-2.3M	-3.2K	0.00	103.25	11	0	2,896	924
2026-03-10	$13.60	$12.50	58.2%	14.0%	19.9%	41.0%	0.0%	9.2%	-2.0%	19.0K	-2.1M	-3.2K	0.00	108.10	0	0	2,901	924
2026-03-11	$13.73	$12.50	48.7%	14.0%	20.2%	31.5%	40.7%	12.1%	-1.5%	17.9K	-2.2M	-3.1K	12.00	101.50	1	12	2,901	924
2026-03-12	$13.77	$12.50	40.1%	78.1%	17.6%	22.9%	48.0%	9.8%	1.6%	18.8K	-2.2M	-3.1K	1.73	55.38	15	26	2,900	925
2026-03-13	$13.05	$12.50	40.7%	12.1%	25.4%	23.5%	40.7%	11.3%	1.9%	14.0K	-1.9M	-2.7K	0.56	48.34	18	10	2,902	933
2026-03-16	$13.54	$12.50	278.5%	11.2%	29.3%	100.0%	0.0%	13.1%	2.4%	7.7K	-2.2M	-2.6K	0.00	35.29	7	0	2,919	915
2026-03-17	$13.51	$12.50	268.1%	6.8%	29.1%	100.0%	0.0%	12.0%	17.4%	13.7K	-2.1M	-2.6K	0.00	39.95	0	0	2,918	914
2026-03-18	$13.39	$12.50	295.2%	10.3%	29.2%	100.0%	0.0%	10.1%	5.5%	16.9K	-2.0M	-2.6K	1.00	43.03	1	1	2,918	914
2026-03-19	$13.44	$12.50	274.3%	10.2%	28.9%	100.0%	37.0%	9.7%	1.8%	-3.5K	-2.2M	-2.4K	0.20	66.88	10	2	2,918	914
2026-03-23	$13.64	$12.50	27.9%	7.4%	29.5%	10.6%	0.0%	23.4%	10.2%	-8.4K	66.7K	-2.3K	0.00	37.47	14	0	352	807
2026-03-24	$13.36	$12.50	26.9%	10.8%	30.3%	9.6%	37.7%	18.6%	0.7%	-8.6K	77.5K	-2.3K	0.00	41.12	358	0	366	807
2026-03-25	$13.45	$12.50	265.2%	11.4%	30.4%	100.0%	0.0%	20.1%	-3.1%	2.6K	-287.6K	-2.9K	0.00	53.32	0	0	718	807
2026-03-26	$13.63	$12.50	250.9%	71.9%	30.4%	100.0%	0.0%	25.3%	-3.2%	2.9K	-330.5K	-2.8K	0.00	53.97	0	0	718	807
2026-03-27	$13.51	$12.50	261.6%	75.0%	30.3%	100.0%	24.6%	20.5%	-2.3%	1.7K	-280.1K	-2.9K	0.05	52.30	20	1	718	807
2026-03-30	$13.46	$12.50	266.8%	76.5%	30.3%	100.0%	0.0%	21.3%	-2.0%	3.4K	-276.7K	-2.8K	0.00	60.59	52	0	738	806
2026-03-31	$13.39	$12.50	28.5%	8.2%	30.3%	4.5%	0.0%	16.8%	6.5%	1.8K	-228.5K	-2.6K	0.00	57.15	300	0	686	806