LUMN Options History — December 2021 In December 2021, LUMN traded between $11.80 and $12.87. ATM implied volatility averaged 36.0%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded below realized volatility by 0.4% (HV 20d: 36.4%). Max pain ranged from $13.00 to $14.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.20.
Notable Days 2021-12-23 : Highest Volume — 39,738 contracts2021-12-07 : Largest IV drop — 28.4% change2021-12-06 : Highest IV Rank — 33.5%2021-12-03 : Largest Expected Move — 12.1%Monthly Statistics Metric Avg Min Max Open Close Price $12.38 $11.80 $12.87 $11.93 $12.62 Max Pain $13.14 $13.00 $14.00 $14.00 $13.00 ATM IV 36.0% 30.1% 49.2% 41.8% 39.7% Expected Move 9.8% 8.6% 12.1% 11.6% 8.7% HV 20d 36.4% 22.6% 58.0% 56.8% 22.6% HV 60d 39.1% 37.4% 40.8% 40.4% 37.4% IV Rank 14.7% 6.2% 33.5% 22.9% 19.9% IV Percentile 40.4% 6.3% 91.7% 72.6% 63.5% Term Structure 1.4% -14.9% 33.3% -0.2% 33.3% VWIV 36.9% 29.2% 49.6% 49.6% 29.2% Skew 25d 4.0% 0.3% 13.9% 2.5% 0.3% Skew 10d 22.6% -5.3% 83.3% 10.7% 20.4% Call IV 25d 35.3% 28.7% 43.0% 43.0% 33.3% Put IV 25d 39.3% 32.4% 55.9% 45.5% 33.6% Bid-Ask Spread % 29.53 6.04 72.21 20.45 18.74 Gamma HHI 0.21 0.17 0.30 0.20 0.19 Net GEX 957.9K -705.2K 2.5M 232.2K 2.0M Net DEX -2.1M -37.5M 37.1M 18.9M -20.6M Net VEX -722.3K -786.3K -662.1K -738.8K -693.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.20 0.25 4.27 0.25 1.28 Total Volume 17,271.273 9,127 39,738 29,613 11,031 Total OI 401,826.409 382,008 424,363 397,086 395,808
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 2021-12-01 $11.93 $14.00 41.8% 11.6% 56.8% 22.9% 49.6% 2.5% -0.2% 232.2K 18.9M -738.8K 0.25 20.45 N/A N/A 23,656 5,957 260,192 136,894 2021-12-02 $12.32 $14.00 48.4% 11.5% 58.0% 32.4% 40.4% 13.4% 6.7% 587.0K 2.3M -770.9K 0.64 72.21 N/A N/A 8,078 5,171 264,132 138,257 2021-12-03 $12.33 $14.00 41.0% 12.1% 37.8% 21.8% 46.7% 0.8% 7.2% 651.4K -561.1K -786.3K 0.55 69.11 N/A N/A 8,547 4,690 266,084 139,182 2021-12-06 $12.12 $13.00 49.2% 11.2% 35.3% 33.5% 44.0% 2.3% -14.9% 213.9K 7.0M -762.2K 0.91 68.01 N/A N/A 7,082 6,458 260,885 137,493 2021-12-07 $12.26 $13.00 35.2% 10.4% 36.0% 13.6% 41.2% 3.0% -0.8% -95.5K 5.0M -753.5K 0.79 24.69 N/A N/A 7,176 5,640 263,474 140,215 2021-12-08 $12.13 $13.00 35.8% 10.1% 35.9% 14.4% 39.4% 3.4% -0.8% 160.1K 13.8M -712.4K 0.93 45.36 N/A N/A 5,136 4,765 265,695 140,599 2021-12-09 $12.06 $13.00 35.1% 10.1% 35.8% 13.3% 37.1% 3.5% 0.8% -17.7K 19.1M -675.4K 0.63 18.33 N/A N/A 7,603 4,807 267,044 141,175 2021-12-10 $12.08 $13.00 37.6% 10.1% 34.0% 16.9% 36.9% 3.6% 17.3% -87.2K 18.2M -684.4K 1.99 36.73 N/A N/A 7,468 14,838 269,841 142,336 2021-12-13 $11.98 $13.00 35.2% 9.9% 34.0% 13.6% 37.4% 4.1% -1.0% -299.1K 26.0M -689.4K 2.53 6.70 N/A N/A 6,522 16,512 265,494 145,630 2021-12-14 $11.80 $13.00 34.8% 9.7% 34.0% 13.0% 37.0% 2.5% -2.3% -421.6K 37.1M -669.8K 0.77 21.70 N/A N/A 7,273 5,596 267,159 151,786 2021-12-15 $11.97 $13.00 35.5% 9.6% 34.9% 14.0% 35.5% 4.3% -0.6% -705.2K 34.3M -662.1K 0.81 32.06 N/A N/A 5,917 4,796 268,201 153,553 2021-12-16 $12.34 $13.00 34.2% 9.8% 37.0% 12.1% 34.6% 3.3% -0.4% 325.2K 7.4M -719.7K 0.44 21.99 N/A N/A 9,692 4,276 268,819 153,613 2021-12-17 $12.66 $13.00 34.5% 9.1% 38.5% 12.5% 34.3% 13.9% -2.5% 1.3M -11.0M -753.9K 0.41 26.75 N/A N/A 17,981 7,389 270,667 153,696 2021-12-20 $12.42 $13.00 34.4% 9.7% 38.4% 12.3% 37.3% 3.1% 0.7% 1.6M -10.2M -739.5K 0.44 46.80 N/A N/A 12,465 5,448 251,527 130,481 2021-12-21 $12.63 $13.00 33.3% 9.6% 37.6% 10.8% 34.7% 3.7% 0.6% 2.0M -24.1M -735.3K 0.35 12.96 N/A N/A 11,668 4,119 255,240 129,985 2021-12-22 $12.80 $13.00 32.2% 9.2% 37.6% 9.3% 33.6% 3.1% 2.0% 2.1M -29.4M -742.7K 0.30 22.57 N/A N/A 7,021 2,106 257,139 131,799 2021-12-23 $12.87 $13.00 30.8% 8.8% 37.7% 7.3% 31.9% 3.5% 0.6% 2.2M -37.5M -746.9K 4.27 15.12 N/A N/A 7,545 32,193 259,289 132,216 2021-12-27 $12.80 $13.00 30.4% 8.8% 33.4% 6.7% 32.3% 3.7% -5.6% 2.3M -27.8M -716.1K 2.60 32.05 N/A N/A 6,706 17,428 256,659 130,792 2021-12-28 $12.79 $13.00 30.4% 8.6% 32.8% 6.7% 33.5% 2.9% 0.6% 2.4M -26.6M -723.5K 3.33 9.07 N/A N/A 5,579 18,587 259,139 132,174 2021-12-29 $12.64 $13.00 30.1% 8.9% 29.1% 6.2% 34.1% 3.3% -7.3% 2.2M -19.1M -694.5K 1.02 6.04 N/A N/A 5,893 6,003 259,670 132,723 2021-12-30 $12.75 $13.00 32.9% 9.1% 24.6% 10.3% 32.0% 4.3% -2.4% 2.5M -28.0M -720.3K 1.09 22.28 N/A N/A 6,294 6,856 260,616 132,808 2021-12-31 $12.62 $13.00 39.7% 8.7% 22.6% 19.9% 29.2% 0.3% 33.3% 2.0M -20.6M -693.0K 1.28 18.74 N/A N/A 4,832 6,199 261,885 133,923
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