LUMN Options History — February 2022

In February 2022, LUMN traded between $9.61 and $12.79. ATM implied volatility averaged 43.6%, placing in the 41.8% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded below realized volatility by 11.8% (HV 20d: 55.4%). Max pain ranged from $10.00 to $13.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.83.

Notable Days

  • 2022-02-10: Highest Volume — 108,402 contracts
  • 2022-02-10: Largest IV drop — 22.6% change
  • 2022-02-09: Highest IV Rank — 61.9%
  • 2022-02-02: Largest Expected Move — 14.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.98$9.61$12.79$12.64$10.33
Max Pain$11.79$10.00$13.00$12.50$10.00
ATM IV43.6%38.3%51.3%48.7%41.6%
Expected Move12.3%10.9%14.7%14.4%12.6%
HV 20d55.4%33.3%69.0%39.4%69.0%
HV 60d42.5%32.8%48.8%33.8%47.2%
IV Rank41.8%30.4%61.9%48.9%38.3%
IV Percentile78.8%56.0%96.8%93.3%76.2%
Term Structure-1.7%-5.4%1.7%-2.4%-1.9%
VWIV44.0%39.3%52.4%49.4%45.7%
Skew 25d1.8%-2.1%6.4%1.7%3.1%
Skew 10d9.4%-4.5%26.2%10.6%1.7%
Call IV 25d43.4%38.5%48.5%45.3%41.4%
Put IV 25d45.1%41.1%51.5%47.0%44.5%
Bid-Ask Spread %26.926.0152.9626.3235.23
Gamma HHI0.180.110.250.180.16
Net GEX1.3M-337.7K3.1M2.4M2.2M
Net DEX25.5M-47.4M93.1M-35.0M10.5M
Net VEX-594.0K-761.6K-445.5K-752.3K-567.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.830.151.920.580.49
Total Volume35,509.89514,423108,40220,12250,544
Total OI438,734.474382,614528,189382,614459,000

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$12.64$12.5048.7%14.4%39.4%48.9%49.4%1.7%-2.4%2.4M-35.0M-752.3K0.5826.32N/AN/A12,7297,393255,237127,377
2022-02-02$12.75$12.5047.1%14.7%39.1%46.4%52.4%1.1%-2.2%2.7M-47.4M-761.6K0.6620.72N/AN/A11,1607,334259,907131,287
2022-02-03$12.59$13.0046.6%12.5%39.3%45.4%42.7%1.5%-1.3%2.6M-33.9M-757.0K0.8413.02N/AN/A8,1356,863263,357132,412
2022-02-04$12.57$13.0046.5%12.3%38.7%45.7%42.5%2.8%-1.3%3.1M-33.9M-752.5K1.7342.93N/AN/A5,6919,852266,601132,991
2022-02-07$12.60$13.0048.4%12.6%33.6%49.8%44.2%6.4%-5.4%2.3M-33.8M-739.6K1.9244.78N/AN/A7,06513,592259,106132,903
2022-02-08$12.62$13.0049.1%12.7%33.6%56.6%43.9%5.3%-5.0%2.3M-32.4M-731.1K1.2922.44N/AN/A6,2978,126261,226136,693
2022-02-09$12.79$13.0051.3%13.4%33.3%61.9%46.7%0.9%-5.3%2.5M-45.8M-750.4K0.5250.04N/AN/A26,55913,910263,574137,942
2022-02-10$10.86$13.0039.7%10.9%66.3%33.8%39.3%3.5%-2.2%266.4K76.8M-454.5K0.9216.04N/AN/A56,46551,937270,226139,905
2022-02-11$10.09$12.0041.0%11.7%65.9%36.8%44.5%2.7%-0.4%-238.7K93.1M-445.5K0.6815.78N/AN/A35,80624,284296,758158,576
2022-02-14$9.94$12.0041.3%11.7%65.7%37.6%42.6%-0.4%-0.6%192.8K80.9M-446.4K0.847.41N/AN/A26,26322,186305,172148,179
2022-02-15$10.01$11.0038.3%10.9%65.9%30.4%40.7%0.4%1.7%251.3K77.0M-497.9K0.6232.35N/AN/A25,21415,664314,910157,806
2022-02-16$9.90$11.0039.2%11.2%65.8%32.6%39.4%-0.2%-1.5%226.5K79.7M-504.8K1.3242.88N/AN/A12,31016,195335,851164,325
2022-02-17$9.82$11.0040.3%11.6%65.8%35.1%41.2%-2.1%-2.5%133.4K77.6M-526.8K1.267.09N/AN/A12,21415,441340,752172,345
2022-02-18$9.91$11.0040.5%11.8%66.1%35.8%41.2%0.9%-1.7%-337.7K77.1M-546.3K0.756.01N/AN/A12,0198,998345,808182,381
2022-02-22$9.81$11.0040.8%11.6%65.5%36.5%41.5%1.6%-1.7%888.3K45.8M-527.4K0.5952.96N/AN/A10,3736,143293,275142,399
2022-02-23$9.61$11.0041.5%12.2%65.5%38.2%46.8%-1.2%0.9%704.6K52.8M-489.1K0.1514.24N/AN/A22,2113,412298,043145,248
2022-02-24$9.69$11.0041.9%12.4%65.9%39.1%45.9%3.9%-1.4%1.0M48.2M-500.7K0.179.11N/AN/A23,0753,861303,130146,267
2022-02-25$10.09$10.0044.0%12.8%68.3%44.3%45.3%1.2%1.1%2.2M27.0M-533.5K0.3852.20N/AN/A54,42120,946307,390147,596
2022-02-28$10.33$10.0041.6%12.6%69.0%38.3%45.7%3.1%-1.9%2.2M10.5M-567.7K0.4935.23N/AN/A34,01616,528307,063151,937