LUMN Options History — June 2021 In June 2021, LUMN traded between $13.57 and $15.31. ATM implied volatility averaged 31.1%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 3.8% (HV 20d: 27.3%). Max pain ranged from $12.50 to $14.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.37.
Notable Days 2021-06-09 : Highest Volume — 74,841 contracts2021-06-09 : Largest IV spike — 23.5% change2021-06-09 : Highest IV Rank — 16.7%2021-06-09 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $14.43 $13.57 $15.31 $14.11 $13.57 Max Pain $12.64 $12.50 $14.00 $14.00 $12.50 ATM IV 31.1% 27.2% 37.4% 29.4% 31.5% Expected Move 8.7% 8.0% 9.9% 8.2% 8.0% HV 20d 27.3% 22.1% 35.5% 34.6% 22.1% HV 60d 29.4% 27.3% 33.2% 33.2% 27.3% IV Rank 7.6% 2.0% 16.7% 5.3% 8.2% IV Percentile 11.1% 0.6% 41.1% 2.3% 14.9% Term Structure 1.9% -12.5% 52.3% 0.1% -12.5% VWIV 32.8% 29.1% 36.3% 29.1% 30.7% Skew 25d 1.8% -11.6% 6.5% 3.2% -1.0% Skew 10d 1.9% -30.4% 22.6% 3.4% -0.8% Call IV 25d 32.8% 28.1% 50.5% 29.1% 33.5% Put IV 25d 34.6% 31.8% 38.9% 32.3% 32.5% Bid-Ask Spread % 41.91 3.20 61.90 38.18 58.87 Gamma HHI 0.27 0.14 0.37 0.28 0.14 Net GEX 4.5M 1.1M 9.2M 2.8M 1.1M Net DEX -65.3M -132.1M 459.9K -57.8M 459.9K Net VEX -842.2K -943.1K -743.1K -834.0K -743.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.37 0.07 2.11 0.12 0.66 Total Volume 22,543.364 7,197 74,841 12,899 8,184 Total OI 417,101.409 371,600 452,600 371,600 420,915
Daily Data (22 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 2021-06-01 $14.11 $14.00 29.4% 8.2% 34.6% 5.3% 29.1% 3.2% 0.1% 2.8M -57.8M -834.0K 0.12 38.18 N/A N/A 11,484 1,415 219,392 152,208 2021-06-02 $14.53 $14.00 27.2% 8.7% 35.5% 2.0% 30.6% 3.7% 4.5% 4.3M -83.0M -813.8K 0.07 49.99 N/A N/A 30,664 2,000 224,672 152,503 2021-06-03 $14.89 $12.50 32.0% 9.0% 34.0% 8.9% 32.6% 1.6% 2.8% 5.9M -118.6M -867.9K 0.48 45.73 N/A N/A 26,346 12,545 238,108 153,119 2021-06-04 $14.74 $12.50 29.8% 8.4% 28.9% 5.9% 33.1% 2.6% -3.9% 5.2M -108.0M -853.2K 0.43 49.27 N/A N/A 24,926 10,839 248,777 159,607 2021-06-07 $14.78 $12.50 29.1% 8.4% 26.5% 4.8% 31.0% 1.6% 0.6% 5.8M -86.3M -863.2K 0.26 23.88 N/A N/A 11,062 2,843 237,223 165,833 2021-06-08 $15.22 $12.50 30.3% 8.5% 26.6% 6.5% 30.8% 3.9% -0.2% 5.9M -125.4M -873.1K 0.18 20.99 N/A N/A 24,742 4,460 240,713 167,596 2021-06-09 $15.31 $12.50 37.4% 9.9% 25.3% 16.7% 35.9% -11.6% -3.3% 5.9M -132.1M -898.8K 0.10 44.90 N/A N/A 67,904 6,937 246,323 170,702 2021-06-10 $15.11 $12.50 30.6% 8.9% 25.8% 6.9% 34.5% -1.3% 1.2% 7.8M -127.6M -943.1K 0.10 45.48 N/A N/A 21,086 2,076 274,249 174,363 2021-06-11 $15.02 $12.50 29.4% 8.5% 25.6% 5.2% 32.7% 1.5% 2.2% 9.2M -117.0M -906.8K 0.17 48.11 N/A N/A 12,784 2,160 277,063 175,537 2021-06-14 $14.86 $12.50 30.1% 8.6% 25.3% 6.3% 32.5% 2.0% 1.2% 7.2M -92.3M -905.0K 0.17 3.20 N/A N/A 12,772 2,151 266,981 173,115 2021-06-15 $14.86 $12.50 29.7% 8.5% 25.3% 5.6% 35.5% -0.5% 2.2% 6.9M -94.9M -889.4K 0.11 29.22 N/A N/A 11,379 1,306 268,281 174,421 2021-06-16 $14.68 $12.50 29.2% 8.4% 25.7% 4.9% 31.7% 1.0% 1.9% 6.5M -78.3M -880.9K 0.25 28.96 N/A N/A 11,153 2,797 272,687 175,150 2021-06-17 $14.24 $12.50 36.0% 8.6% 27.4% 14.6% 32.8% 3.6% 52.3% 4.4M -44.9M -849.4K 0.61 61.90 N/A N/A 7,628 4,669 273,096 176,539 2021-06-18 $14.11 $12.50 34.1% 9.4% 27.5% 11.9% 34.7% 2.4% 9.1% 3.1M -29.1M -801.5K 0.15 53.17 N/A N/A 36,092 5,572 273,465 178,786 2021-06-21 $14.11 $12.50 31.9% 8.8% 27.4% 8.7% 36.3% 3.9% -3.5% 2.4M -26.2M -818.6K 0.12 60.40 N/A N/A 13,988 1,627 236,296 154,574 2021-06-22 $14.05 $12.50 29.2% 8.6% 27.1% 4.9% 33.5% 6.5% -11.9% 2.3M -30.7M -839.0K 0.66 50.56 N/A N/A 4,346 2,851 241,590 155,525 2021-06-23 $13.85 $12.50 30.2% 8.3% 26.4% 6.3% 32.5% 3.7% -2.7% 1.8M -11.8M -768.5K 0.55 23.05 N/A N/A 8,904 4,905 243,652 157,501 2021-06-24 $13.91 $12.50 34.0% 9.3% 26.4% 11.8% 33.9% 3.8% -0.3% 2.0M -19.2M -807.1K 0.11 55.53 N/A N/A 26,814 2,832 246,304 158,676 2021-06-25 $14.06 $12.50 31.3% 8.5% 26.6% 7.9% 31.7% -0.3% 1.4% 5.0M -34.3M -834.0K 0.32 43.82 N/A N/A 10,549 3,329 260,015 160,755 2021-06-28 $13.82 $12.50 30.6% 8.6% 25.6% 6.9% 33.1% 4.1% 0.0% 2.2M -16.5M -788.6K 0.43 47.44 N/A N/A 5,500 2,361 253,628 159,545 2021-06-29 $13.67 $12.50 30.7% 8.4% 24.9% 7.1% 32.5% 5.9% -0.5% 1.5M -3.2M -749.3K 2.11 39.35 N/A N/A 8,987 18,985 255,659 161,087 2021-06-30 $13.57 $12.50 31.5% 8.0% 22.1% 8.2% 30.7% -1.0% -12.5% 1.1M 459.9K -743.1K 0.66 58.87 N/A N/A 4,916 3,268 256,991 163,924
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