LUMN Options History — August 2021 In August 2021, LUMN traded between $11.31 and $12.68. ATM implied volatility averaged 33.4%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded below realized volatility by 8.0% (HV 20d: 41.4%). Max pain ranged from $12.00 to $13.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.73.
Notable Days 2021-08-26 : Highest Volume — 57,242 contracts2021-08-27 : Largest IV spike — 16.5% change2021-08-02 : Highest IV Rank — 21.0%2021-08-03 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $12.04 $11.31 $12.68 $12.51 $12.28 Max Pain $12.18 $12.00 $13.00 $13.00 $12.00 ATM IV 33.4% 30.0% 40.4% 40.4% 31.7% Expected Move 9.4% 8.0% 12.0% 11.7% 9.0% HV 20d 41.4% 23.4% 48.0% 23.4% 48.0% HV 60d 30.7% 24.0% 33.4% 25.0% 32.7% IV Rank 10.9% 6.1% 21.0% 21.0% 8.5% IV Percentile 22.4% 6.4% 61.3% 61.3% 16.0% Term Structure 0.2% -4.1% 13.8% 13.8% 0.2% VWIV 33.6% 29.5% 42.7% 42.3% 33.4% Skew 25d 1.7% -1.9% 6.3% 0.4% 2.4% Skew 10d 9.7% -5.2% 41.3% 4.2% 4.5% Call IV 25d 33.8% 29.6% 38.0% 38.0% 33.2% Put IV 25d 35.6% 31.8% 44.1% 38.4% 35.6% Bid-Ask Spread % 35.12 4.04 73.82 8.79 43.38 Gamma HHI 0.21 0.13 0.29 0.15 0.14 Net GEX -82.0K -1.3M 2.4M -333.8K 454.9K Net DEX 46.1M 21.5M 80.0M 36.1M 21.5M Net VEX -571.0K -646.0K -475.6K -605.1K -646.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.03 3.81 0.35 3.81 Total Volume 18,174.864 7,429 57,242 10,012 43,670 Total OI 396,254.773 364,527 428,285 364,527 411,143
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 2021-08-02 $12.51 $13.00 40.4% 11.7% 23.4% 21.0% 42.3% 0.4% 13.8% -333.8K 36.1M -605.1K 0.35 8.79 N/A N/A 7,394 2,618 204,992 159,535 2021-08-03 $12.68 $13.00 38.0% 12.0% 23.6% 17.5% 42.7% 6.1% -2.4% -139.2K 29.0M -615.0K 0.30 4.04 N/A N/A 6,440 1,957 209,235 162,209 2021-08-04 $11.56 $13.00 36.7% 10.8% 39.4% 15.6% 39.4% 1.8% 3.7% -1.0M 71.4M -555.6K 0.29 65.61 N/A N/A 34,020 9,945 212,965 163,925 2021-08-05 $11.70 $13.00 35.4% 9.2% 39.7% 13.7% 32.5% -1.9% -2.6% -1.3M 72.0M -541.0K 0.36 25.14 N/A N/A 8,812 3,166 216,449 165,262 2021-08-06 $11.73 $12.00 33.5% 9.1% 38.1% 11.0% 32.5% -0.0% -4.1% -878.2K 68.5M -559.3K 0.66 41.67 N/A N/A 4,811 3,170 228,928 171,375 2021-08-09 $11.90 $12.00 33.5% 8.9% 38.9% 11.0% 31.0% 1.2% -1.6% -955.5K 59.5M -566.6K 0.10 60.76 N/A N/A 15,762 1,544 214,361 166,155 2021-08-10 $11.99 $12.00 30.6% 8.5% 39.1% 7.0% 29.8% 6.3% -2.7% -1.0M 55.9M -571.4K 0.31 25.42 N/A N/A 8,693 2,667 216,486 167,710 2021-08-11 $12.47 $12.00 33.4% 9.1% 42.2% 11.0% 31.0% 2.4% -1.5% -306.9K 29.9M -583.9K 0.22 26.38 N/A N/A 17,042 3,713 222,534 168,395 2021-08-12 $12.19 $12.00 33.1% 9.1% 42.7% 10.5% 32.8% 2.8% -1.1% -210.0K 41.2M -583.7K 0.78 27.03 N/A N/A 8,039 6,292 227,350 169,584 2021-08-13 $12.15 $12.00 31.2% 9.1% 41.3% 7.8% 32.6% 1.9% 0.3% -303.4K 44.1M -594.9K 0.26 54.76 N/A N/A 7,665 1,967 233,861 171,677 2021-08-16 $12.09 $12.00 32.4% 9.3% 41.0% 9.5% 32.6% 0.0% -2.0% -434.2K 49.5M -569.1K 0.51 58.09 N/A N/A 5,191 2,672 229,289 173,143 2021-08-17 $12.11 $12.00 32.8% 9.4% 40.3% 10.1% 32.7% 1.1% -1.0% -338.8K 48.1M -563.1K 0.43 34.86 N/A N/A 5,737 2,453 233,468 173,965 2021-08-18 $11.64 $12.00 33.6% 9.6% 42.3% 11.2% 34.1% -0.4% 1.2% -614.2K 66.6M -557.2K 0.28 6.93 N/A N/A 14,698 4,127 236,132 174,740 2021-08-19 $11.31 $12.00 36.4% 10.5% 42.9% 15.1% 36.0% 4.0% -1.1% -833.8K 80.0M -529.3K 1.05 24.81 N/A N/A 3,857 4,033 239,089 175,698 2021-08-20 $11.86 $12.00 32.0% 8.9% 46.8% 9.0% 35.2% -0.1% 2.1% -193.7K 61.9M -551.3K 0.50 70.24 N/A N/A 8,701 4,310 250,669 177,616 2021-08-23 $11.97 $12.00 30.4% 8.3% 46.1% 6.7% 30.3% 0.8% 1.0% -227.9K 41.1M -524.0K 0.12 9.59 N/A N/A 12,610 1,550 227,432 157,059 2021-08-24 $12.22 $12.00 30.9% 8.3% 46.9% 7.4% 32.3% -1.3% -0.7% 399.2K 25.2M -576.2K 0.23 15.03 N/A N/A 14,802 3,421 231,468 160,086 2021-08-25 $12.35 $12.00 30.0% 8.0% 47.0% 6.1% 29.5% 1.1% 0.6% 2.0M 27.9M -475.6K 0.25 16.97 N/A N/A 5,939 1,490 238,821 161,716 2021-08-26 $12.16 $12.00 30.7% 8.2% 47.1% 7.0% 29.5% 0.4% -0.1% 1.3M 24.1M -578.3K 0.03 9.73 N/A N/A 55,369 1,873 244,816 162,967 2021-08-27 $11.98 $12.00 35.7% 10.2% 47.3% 14.2% 36.4% 5.6% 1.6% 2.4M 26.8M -626.3K 3.52 73.82 N/A N/A 6,201 21,856 245,480 163,778 2021-08-30 $11.97 $12.00 32.1% 8.8% 47.3% 9.1% 31.7% 2.9% 0.3% 701.9K 34.8M -588.2K 1.75 69.59 N/A N/A 7,129 12,441 235,369 160,673 2021-08-31 $12.28 $12.00 31.7% 9.0% 48.0% 8.5% 33.4% 2.4% 0.2% 454.9K 21.5M -646.0K 3.81 43.38 N/A N/A 9,075 34,595 237,135 174,008
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