LUMN Options History — April 2021 In April 2021, LUMN traded between $12.64 and $13.41. ATM implied volatility averaged 41.2%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 11.9% (HV 20d: 29.3%). Max pain ranged from $12.00 to $14.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.77.
Notable Days 2021-04-06 : Highest Volume — 62,496 contracts2021-04-06 : Largest IV spike — 113.3% change2021-04-07 : Highest IV Rank — 57.4%2021-04-06 : Largest Expected Move — 13.1%Monthly Statistics Metric Avg Min Max Open Close Price $12.94 $12.64 $13.41 $13.03 $12.81 Max Pain $13.90 $12.00 $14.00 $12.00 $14.00 ATM IV 41.2% 29.6% 67.1% 39.9% 38.6% Expected Move 11.4% 9.9% 13.1% 9.9% 12.4% HV 20d 29.3% 20.5% 41.8% 41.3% 20.6% HV 60d 70.2% 37.9% 81.8% 81.8% 37.9% IV Rank 19.0% 1.7% 57.4% 16.9% 15.1% IV Percentile 45.2% 0.7% 93.4% 47.4% 41.8% Term Structure -1.3% -20.8% 17.5% -20.8% -12.7% VWIV 41.4% 37.0% 46.0% 37.0% 46.0% Skew 25d 0.2% -17.2% 8.4% -1.1% 3.6% Skew 10d 7.3% -36.6% 70.9% -8.2% 8.5% Call IV 25d 41.4% 33.6% 60.4% 39.4% 39.7% Put IV 25d 41.6% 23.6% 52.2% 38.3% 43.3% Bid-Ask Spread % 69.12 50.28 97.93 59.71 71.30 Gamma HHI 0.25 0.20 0.39 0.39 0.20 Net GEX 2.4M 940.9K 5.5M 1.9M 1.0M Net DEX -50.8M -102.1M -25.7M -69.3M -25.7M Net VEX -739.5K -795.6K -690.0K -762.5K -749.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.14 6.03 0.32 0.52 Total Volume 18,712.714 6,476 62,496 24,887 11,736 Total OI 408,624.476 311,132 487,683 446,040 373,332
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-04-01 $13.03 $12.00 39.9% 9.9% 41.3% 16.9% 37.0% -1.1% -20.8% 1.9M -69.3M -762.5K 0.32 59.71 N/A N/A 18,909 5,978 300,712 145,328 2021-04-05 $13.27 $14.00 29.6% 12.5% 41.8% 1.7% 44.6% 3.4% -2.4% 3.7M -86.0M -760.7K 0.25 50.28 N/A N/A 7,115 1,757 301,644 144,920 2021-04-06 $13.32 $14.00 63.1% 13.1% 34.2% 51.4% 45.1% -2.1% 5.6% 3.9M -92.3M -778.3K 0.14 65.78 N/A N/A 54,600 7,896 305,123 146,541 2021-04-07 $13.41 $14.00 67.1% 12.1% 31.9% 57.4% 44.2% -8.1% -4.6% 5.5M -102.1M -778.5K 0.30 56.82 N/A N/A 24,441 7,446 321,387 152,187 2021-04-08 $12.94 $14.00 32.6% 11.2% 34.0% 6.2% 40.8% -17.2% -9.4% 3.2M -61.8M -732.4K 0.31 59.99 N/A N/A 16,256 4,979 326,117 153,131 2021-04-09 $12.82 $14.00 36.6% 10.9% 33.7% 12.2% 39.7% -5.9% -8.3% 3.3M -50.9M -714.9K 0.19 56.92 N/A N/A 12,984 2,491 330,704 156,979 2021-04-12 $12.86 $14.00 30.3% 11.3% 31.3% 2.9% 41.0% -1.8% 4.9% 3.8M -57.2M -690.1K 1.19 76.02 N/A N/A 10,526 12,569 311,428 147,042 2021-04-13 $12.75 $14.00 42.4% 11.3% 31.1% 20.8% 41.3% 1.0% 6.2% 3.1M -48.7M -690.0K 1.67 62.86 N/A N/A 12,611 21,016 314,263 152,937 2021-04-14 $12.78 $14.00 47.0% 11.2% 31.2% 27.6% 41.0% 0.0% 5.0% 3.5M -40.3M -695.1K 0.41 77.34 N/A N/A 7,810 3,195 312,812 166,817 2021-04-15 $12.64 $14.00 36.9% 10.8% 31.2% 12.6% 41.2% 8.4% 2.4% 1.3M -31.0M -709.5K 0.52 67.57 N/A N/A 7,789 4,087 314,925 169,159 2021-04-16 $12.73 $14.00 33.4% 10.5% 31.5% 7.3% 38.9% 5.8% 17.5% 1.0M -37.0M -715.7K 0.56 85.12 N/A N/A 9,235 5,144 316,641 169,294 2021-04-19 $12.66 $14.00 39.6% 10.8% 31.0% 16.6% 40.3% 0.2% -4.5% 940.9K -25.7M -696.5K 0.29 53.40 N/A N/A 10,235 2,925 201,932 109,200 2021-04-20 $12.68 $14.00 40.1% 11.0% 30.4% 17.3% 40.3% 1.1% 1.1% 1.2M -27.3M -716.1K 0.37 70.01 N/A N/A 6,329 2,331 208,528 112,292 2021-04-21 $12.89 $14.00 37.6% 10.8% 27.0% 13.7% 40.0% 0.8% 0.5% 1.7M -37.5M -728.1K 0.14 63.68 N/A N/A 12,180 1,683 212,772 113,265 2021-04-22 $13.03 $14.00 39.3% 11.2% 25.6% 16.1% 39.9% 2.0% -4.1% 2.4M -48.8M -747.1K 0.62 75.19 N/A N/A 6,011 3,709 218,699 114,301 2021-04-23 $13.09 $14.00 38.4% 11.1% 23.9% 14.8% 43.3% 1.3% -3.5% 2.6M -56.7M -776.0K 1.05 70.70 N/A N/A 8,000 8,371 221,881 117,388 2021-04-26 $13.03 $14.00 39.1% 11.5% 20.5% 15.9% 42.2% 4.6% 1.6% 1.9M -45.8M -743.0K 0.60 67.78 N/A N/A 5,438 3,255 217,766 121,299 2021-04-27 $12.90 $14.00 42.7% 12.0% 20.8% 21.1% 37.3% 1.5% -7.1% 1.9M -42.2M -784.6K 6.03 88.44 N/A N/A 4,519 27,251 220,807 123,769 2021-04-28 $12.97 $14.00 45.3% 11.8% 20.8% 25.0% 42.6% -1.8% 11.4% 1.5M -35.1M -795.6K 0.46 97.93 N/A N/A 9,344 4,340 224,076 140,035 2021-04-29 $13.10 $14.00 45.6% 12.1% 20.7% 25.5% 43.1% 8.2% -6.7% 2.0M -45.4M -765.7K 0.30 74.75 N/A N/A 4,972 1,504 228,500 141,181 2021-04-30 $12.81 $14.00 38.6% 12.4% 20.6% 15.1% 46.0% 3.6% -12.7% 1.0M -25.7M -749.2K 0.52 71.30 N/A N/A 7,721 4,015 231,073 142,259
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