LUMN Options History — October 2021 In October 2021, LUMN traded between $11.84 and $13.02. ATM implied volatility averaged 40.7%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 9.9% (HV 20d: 30.9%). Max pain ranged from $12.00 to $14.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.85.
Notable Days 2021-10-04 : Highest Volume — 30,860 contracts2021-10-06 : Largest IV spike — 41.2% change2021-10-06 : Highest IV Rank — 45.1%2021-10-26 : Largest Expected Move — 12.3%Monthly Statistics Metric Avg Min Max Open Close Price $12.34 $11.84 $13.02 $12.76 $11.88 Max Pain $12.52 $12.00 $14.00 $14.00 $12.00 ATM IV 40.7% 36.3% 57.3% 43.5% 36.3% Expected Move 11.4% 9.7% 12.3% 9.7% 12.2% HV 20d 30.9% 21.7% 36.8% 36.8% 21.7% HV 60d 36.2% 31.6% 37.1% 37.0% 31.6% IV Rank 21.4% 15.1% 45.1% 25.4% 15.1% IV Percentile 62.5% 42.1% 93.7% 77.8% 42.1% Term Structure -1.5% -17.6% 13.8% 13.8% -4.3% VWIV 40.9% 35.2% 44.4% 35.2% 44.0% Skew 25d 3.1% -21.3% 17.3% 5.9% -0.6% Skew 10d 17.5% -12.7% 93.8% 21.1% 4.3% Call IV 25d 41.8% 34.3% 73.3% 34.3% 38.9% Put IV 25d 44.9% 38.3% 62.2% 40.2% 38.3% Bid-Ask Spread % 22.51 5.22 58.67 27.78 10.69 Gamma HHI 0.14 0.12 0.26 0.15 0.12 Net GEX 882.3K -111.5K 2.7M 1.2M 456.0K Net DEX 19.8M -9.2M 46.3M 3.0M 29.5M Net VEX -551.9K -635.9K -520.0K -600.6K -527.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.19 4.54 0.23 0.50 Total Volume 12,861.286 3,093 30,860 6,521 14,675 Total OI 392,557.238 333,934 445,266 423,697 375,700
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 2021-10-01 $12.76 $14.00 43.5% 9.7% 36.8% 25.4% 35.2% 5.9% 13.8% 1.2M 3.0M -600.6K 0.23 27.78 N/A N/A 5,281 1,240 260,206 163,491 2021-10-04 $13.02 $13.00 37.5% 11.2% 36.6% 16.9% 41.2% 4.7% 7.2% 1.5M -5.4M -600.2K 4.54 10.28 N/A N/A 5,575 25,285 246,170 161,577 2021-10-05 $12.93 $13.00 40.6% 10.9% 36.1% 21.2% 38.8% 10.0% -5.8% 1.5M -4.2M -589.6K 0.23 7.14 N/A N/A 2,510 583 246,881 162,051 2021-10-06 $12.76 $13.00 57.3% 11.0% 36.2% 45.1% 41.7% -21.3% -17.6% 1.0M 14.8M -523.9K 2.79 14.08 N/A N/A 4,426 12,362 249,274 169,140 2021-10-07 $12.68 $13.00 42.2% 10.9% 35.6% 23.5% 41.3% 13.3% -1.2% 1.1M 14.5M -558.2K 0.85 11.78 N/A N/A 1,917 1,620 250,471 170,878 2021-10-08 $12.47 $13.00 43.6% 11.1% 33.8% 25.5% 40.2% 17.3% -0.1% 659.6K 15.6M -635.9K 0.94 58.67 N/A N/A 3,996 3,757 252,062 173,832 2021-10-11 $12.22 $13.00 42.4% 11.6% 30.1% 23.7% 40.6% 7.6% 0.7% -111.5K 45.7M -521.3K 0.28 54.85 N/A N/A 7,732 2,160 248,843 173,496 2021-10-12 $12.10 $13.00 42.7% 11.6% 30.2% 24.2% 41.4% 2.9% -2.0% 234.7K 43.2M -548.3K 0.68 50.94 N/A N/A 4,002 2,718 251,389 176,100 2021-10-13 $12.12 $13.00 42.4% 11.6% 29.6% 23.7% 44.4% 3.0% -2.4% 314.5K 44.9M -522.1K 0.98 43.22 N/A N/A 7,919 7,744 255,515 177,321 2021-10-14 $12.14 $13.00 41.4% 11.3% 29.5% 22.4% 40.4% 0.7% -2.4% 416.0K 46.3M -530.0K 0.86 48.71 N/A N/A 10,451 8,986 256,322 178,242 2021-10-15 $12.12 $12.00 39.4% 10.8% 28.8% 19.5% 39.7% 1.5% -2.9% 543.8K 46.3M -527.4K 0.76 32.21 N/A N/A 3,168 2,412 260,036 185,230 2021-10-18 $12.11 $12.00 39.6% 11.2% 28.1% 19.8% 39.8% 3.3% -0.9% 608.4K 20.9M -520.0K 0.19 39.39 N/A N/A 12,492 2,374 197,550 136,384 2021-10-19 $12.24 $12.00 39.6% 11.3% 28.4% 19.8% 39.9% 3.7% -2.9% 712.0K 16.0M -523.9K 0.31 5.22 N/A N/A 5,868 1,815 198,776 137,751 2021-10-20 $12.63 $12.00 38.8% 11.1% 30.8% 18.6% 39.7% 2.8% -4.6% 1.6M -9.2M -578.0K 0.47 6.21 N/A N/A 12,664 5,991 208,464 141,947 2021-10-21 $12.48 $12.00 39.1% 11.4% 30.7% 19.1% 39.9% 2.5% -3.6% 1.7M -555.7K -556.9K 0.73 7.64 N/A N/A 7,776 5,696 213,509 144,013 2021-10-22 $12.47 $12.00 40.3% 11.5% 30.1% 20.8% 40.4% 3.7% -3.2% 2.7M -2.4M -575.9K 0.53 10.35 N/A N/A 8,795 4,681 215,270 145,229 2021-10-25 $12.21 $12.00 37.4% 11.8% 30.3% 16.7% 41.8% 3.0% 3.3% 1.0M 13.9M -563.2K 0.65 6.62 N/A N/A 7,192 4,664 213,992 148,434 2021-10-26 $12.18 $12.00 36.8% 12.3% 30.3% 15.8% 43.3% 0.8% -3.4% 778.7K 17.1M -539.5K 0.67 11.34 N/A N/A 6,706 4,487 213,935 149,782 2021-10-27 $11.88 $12.00 37.5% 12.0% 30.8% 16.8% 42.5% 1.2% -1.7% 340.3K 30.6M -526.0K 0.37 9.32 N/A N/A 15,304 5,725 215,260 150,700 2021-10-28 $11.84 $12.00 36.7% 12.0% 23.6% 15.6% 43.2% 0.4% 2.1% 298.1K 34.4M -520.0K 0.30 6.28 N/A N/A 13,357 3,981 217,326 151,153 2021-10-29 $11.88 $12.00 36.3% 12.2% 21.7% 15.1% 44.0% -0.6% -4.3% 456.0K 29.5M -527.9K 0.50 10.69 N/A N/A 9,796 4,879 223,976 151,724
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