LUMN Options History — October 2020

In October 2020, LUMN traded between $8.59 and $10.14. ATM implied volatility averaged 43.0%. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 24.9% (HV 20d: 18.1%). Max pain ranged from $10.00 to $11.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.66.

Notable Days

  • 2020-10-20: Highest Volume — 34,524 contracts
  • 2020-10-14: Largest IV spike — 26.6% change
  • 2020-10-30: Largest Expected Move — 16.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.65$8.59$10.14$9.93$8.59
Max Pain$10.91$10.00$11.00$10.00$11.00
ATM IV43.0%28.4%57.0%36.5%57.0%
Expected Move13.5%10.0%16.3%10.3%16.3%
HV 20d18.1%15.8%22.3%17.0%21.1%
Term Structure0.8%-13.3%19.4%7.8%19.4%
VWIV47.0%35.2%58.7%36.7%58.7%
Skew 25d5.3%1.5%9.6%4.9%4.1%
Skew 10d12.0%3.7%25.2%17.4%9.8%
Call IV 25d44.2%32.8%58.8%35.6%58.8%
Put IV 25d49.5%36.6%63.4%40.5%62.9%
Bid-Ask Spread %13.925.5628.646.5715.76
Gamma HHI0.180.140.210.200.20
Net GEX-854.6K-1.0M-664.8K-1.0M-971.6K
Net DEX70.1M55.1M93.4M61.2M93.4M
Net VEX-374.3K-432.5K-290.8K-411.6K-293.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.660.2212.111.990.35
Total Volume11,643.8182,50534,5248,2035,928
Total OI364,753.273325,590397,338383,597351,736

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-10-01$9.93$10.0036.5%10.3%0.0%0.0%36.7%4.9%7.8%-1.0M61.2M-411.6K1.996.57N/AN/A2,7465,457153,474230,123
2020-10-02$10.05$10.0036.0%10.0%0.0%0.0%35.2%5.4%10.0%-811.7K56.9M-424.4K0.925.56N/AN/A3,5693,276154,780232,527
2020-10-05$10.03$11.0035.3%13.2%0.0%0.0%44.6%3.9%10.8%-740.0K56.9M-432.5K0.4824.45N/AN/A4,7862,286152,694231,585
2020-10-06$9.93$11.0034.2%12.9%0.0%0.0%43.9%1.5%10.8%-820.8K60.3M-415.5K0.4013.39N/AN/A2,7081,093154,522232,257
2020-10-07$10.14$11.0035.0%12.7%0.0%0.0%44.0%7.2%8.9%-664.8K55.1M-412.4K0.2214.95N/AN/A4,361981155,584232,939
2020-10-08$10.12$11.0032.4%12.5%0.0%0.0%41.7%2.7%8.6%-669.6K55.6M-408.6K0.3511.51N/AN/A1,850655157,415233,345
2020-10-09$10.07$11.0030.2%12.4%0.0%0.0%44.4%4.3%10.0%-767.6K57.0M-409.2K0.7112.13N/AN/A3,7122,620158,056233,321
2020-10-12$10.03$11.0028.4%12.6%17.0%0.0%43.4%5.5%-3.9%-735.5K59.1M-402.5K2.2521.40N/AN/A4,2099,462154,328231,872
2020-10-13$9.89$11.0035.2%12.9%17.1%0.0%45.6%3.0%-4.5%-845.3K64.3M-386.6K12.1110.31N/AN/A2,44429,607156,693227,770
2020-10-14$9.82$11.0044.5%12.8%16.7%0.0%46.0%3.5%-4.0%-883.4K73.7M-395.0K0.5410.74N/AN/A5,6403,064157,923232,714
2020-10-15$9.89$11.0044.3%12.7%16.6%0.0%44.7%7.5%-2.8%-670.6K72.0M-396.9K0.6411.65N/AN/A4,4602,846159,979235,071
2020-10-16$9.84$11.0043.9%12.6%16.2%0.0%45.1%5.4%-2.8%-1.0M75.3M-390.5K0.8410.52N/AN/A4,8634,073161,761235,577
2020-10-19$9.66$11.0046.9%13.4%16.7%0.0%48.0%4.3%-3.6%-1.0M73.4M-387.0K0.8910.27N/AN/A6,1815,506137,283196,562
2020-10-20$9.64$11.0047.9%13.7%16.7%0.0%48.8%6.8%-5.4%-949.3K74.5M-381.4K4.2717.53N/AN/A6,54627,978140,789196,611
2020-10-21$9.62$11.0048.0%13.8%15.9%0.0%48.4%7.9%-3.4%-861.2K71.1M-367.8K1.7411.49N/AN/A4,3787,613143,310184,426
2020-10-22$9.69$11.0047.7%13.7%16.3%0.0%47.8%8.3%-4.6%-934.2K74.5M-343.1K1.4614.64N/AN/A4,3876,409145,255183,587
2020-10-23$9.62$11.0047.0%13.5%15.8%0.0%50.2%9.6%-2.5%-910.0K69.5M-350.6K2.0911.63N/AN/A3,6617,649148,120182,200
2020-10-26$9.26$11.0056.2%16.1%19.6%0.0%53.8%7.3%-13.3%-782.1K77.0M-312.0K0.699.96N/AN/A7,7105,315146,393179,197
2020-10-27$8.99$11.0054.3%15.6%21.4%0.0%54.7%2.4%-7.4%-910.6K83.9M-307.5K0.2710.15N/AN/A7,3651,978150,843183,701
2020-10-28$8.76$11.0056.8%16.3%22.3%0.0%50.0%3.6%-10.5%-889.8K88.0M-290.8K2.9423.07N/AN/A6,66319,596154,195184,676
2020-10-29$8.70$11.0047.5%16.3%22.1%0.0%57.5%7.4%0.8%-917.6K90.6M-315.6K0.3628.64N/AN/A7,7392,794156,021193,357
2020-10-30$8.59$11.0057.0%16.3%21.1%0.0%58.7%4.1%19.4%-971.6K93.4M-293.2K0.3515.76N/AN/A4,3951,533157,224194,512