LUMN Options History — March 2022 In March 2022, LUMN traded between $10.37 and $11.38. ATM implied volatility averaged 39.9%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded below realized volatility by 2.5% (HV 20d: 42.4%). Max pain ranged from $10.00 to $10.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.80.
Notable Days 2022-03-08 : Highest Volume — 44,217 contracts2022-03-02 : Largest IV drop — 9.8% change2022-03-09 : Highest IV Rank — 53.9%2022-03-07 : Largest Expected Move — 14.7%Monthly Statistics Metric Avg Min Max Open Close Price $10.86 $10.37 $11.38 $10.43 $11.30 Max Pain $10.17 $10.00 $10.50 $10.00 $10.00 ATM IV 39.9% 32.3% 48.0% 47.7% 33.8% Expected Move 13.4% 12.3% 14.7% 13.9% 12.8% HV 20d 42.4% 26.5% 70.0% 68.5% 26.5% HV 60d 47.3% 46.7% 47.9% 46.7% 47.8% IV Rank 34.2% 15.8% 53.9% 53.1% 19.5% IV Percentile 63.3% 26.6% 96.0% 93.7% 38.1% Term Structure 3.6% -3.9% 57.4% -1.4% 8.9% VWIV 48.1% 43.1% 55.5% 47.4% 46.5% Skew 25d 4.0% 0.3% 6.3% 0.8% 4.6% Skew 10d 11.0% -4.6% 34.3% 1.2% 6.2% Call IV 25d 39.4% 31.8% 45.6% 45.4% 31.8% Put IV 25d 43.4% 36.3% 51.2% 46.2% 36.3% Bid-Ask Spread % 33.81 6.89 68.11 51.95 21.17 Gamma HHI 0.16 0.12 0.29 0.16 0.15 Net GEX 2.3M 871.3K 3.8M 2.6M 2.0M Net DEX -3.4M -24.1M 12.3M -4.0M -14.1M Net VEX -703.7K -776.7K -614.2K -663.7K -692.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.80 0.15 2.13 0.70 1.37 Total Volume 21,974.565 9,367 44,217 34,462 9,367 Total OI 493,825.957 461,442 524,978 484,100 501,273
Daily Data (23 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 2022-03-01 $10.43 $10.00 47.7% 13.9% 68.5% 53.1% 47.4% 0.8% -1.4% 2.6M -4.0M -663.7K 0.70 51.95 N/A N/A 20,298 14,164 324,114 159,986 2022-03-02 $10.37 $10.50 43.0% 13.5% 67.2% 41.8% 47.6% 1.7% -0.1% 2.4M 11.2M -614.2K 1.04 13.86 N/A N/A 14,322 14,902 324,518 163,214 2022-03-03 $10.67 $10.50 41.3% 12.3% 68.3% 37.7% 43.8% 0.3% -0.7% 3.4M -7.3M -647.3K 0.23 49.22 N/A N/A 29,929 7,020 328,828 173,071 2022-03-04 $10.49 $10.50 44.2% 13.0% 68.4% 44.7% 45.8% 1.3% -0.3% 3.7M 7.4M -645.9K 0.31 7.40 N/A N/A 17,557 5,480 329,453 176,199 2022-03-07 $10.65 $10.50 47.5% 14.7% 68.9% 52.7% 51.5% 5.4% -3.4% 2.7M -10.9M -745.6K 0.28 55.64 N/A N/A 20,145 5,694 321,113 170,471 2022-03-08 $10.92 $10.50 47.6% 14.3% 69.8% 52.8% 52.0% 5.8% -1.8% 2.9M -24.1M -764.3K 0.61 18.61 N/A N/A 27,489 16,728 317,815 172,159 2022-03-09 $10.65 $10.50 48.0% 14.1% 70.0% 53.9% 48.5% 4.3% -3.9% 2.2M -505.6K -735.4K 0.41 66.27 N/A N/A 10,572 4,340 315,534 181,898 2022-03-10 $10.57 $10.50 46.1% 13.7% 69.5% 49.1% 48.2% 4.1% -3.7% 2.2M 8.8M -715.2K 0.36 10.50 N/A N/A 9,291 3,375 318,626 182,050 2022-03-11 $10.66 $10.50 45.4% 13.2% 39.2% 47.5% 45.3% 5.3% -3.9% 2.4M 3.7M -725.5K 0.79 68.11 N/A N/A 12,163 9,624 320,658 182,435 2022-03-14 $10.70 $10.00 45.0% 14.6% 28.2% 46.6% 50.8% 6.1% 57.4% 2.5M -5.5M -776.7K 0.55 35.96 N/A N/A 10,936 5,962 315,339 177,750 2022-03-15 $10.77 $10.00 43.8% 14.6% 27.4% 43.7% 52.8% 3.5% 2.2% 2.8M -3.0M -764.6K 1.21 39.95 N/A N/A 5,630 6,794 320,487 179,591 2022-03-16 $10.75 $10.00 42.4% 14.5% 27.5% 40.3% 55.5% 1.7% 2.1% 2.7M 3.4M -704.3K 0.15 52.85 N/A N/A 20,320 2,966 319,668 182,469 2022-03-17 $10.83 $10.00 39.1% 14.1% 27.0% 32.2% 51.4% 3.1% -0.1% 3.0M 1.2M -694.8K 2.13 35.02 N/A N/A 10,193 21,735 323,245 182,899 2022-03-18 $11.10 $10.00 36.2% 13.4% 27.4% 25.4% 47.0% 4.4% 1.4% 3.8M -16.3M -744.4K 0.50 49.24 N/A N/A 18,746 9,357 324,378 200,600 2022-03-21 $10.92 $10.00 35.2% 13.1% 28.5% 22.9% 47.2% 6.3% 0.6% 993.4K 3.8M -661.6K 1.16 56.84 N/A N/A 11,018 12,766 279,996 181,446 2022-03-22 $10.96 $10.00 32.7% 12.5% 28.0% 16.8% 47.7% 4.0% 0.8% 1.2M 5.1M -680.5K 1.56 18.84 N/A N/A 8,981 14,054 285,324 186,753 2022-03-23 $10.88 $10.00 33.1% 12.6% 26.7% 17.9% 46.5% 3.5% 1.5% 1.0M 8.8M -675.5K 1.95 6.89 N/A N/A 4,293 8,376 289,726 192,522 2022-03-24 $10.89 $10.00 33.0% 12.7% 26.8% 17.5% 47.2% 5.2% 0.5% 871.3K 12.3M -678.7K 0.87 59.55 N/A N/A 6,971 6,095 291,136 194,710 2022-03-25 $11.36 $10.00 33.0% 13.2% 27.1% 17.4% 46.7% 5.0% 0.5% 2.1M -18.6M -718.4K 0.33 21.02 N/A N/A 20,721 6,913 293,923 195,771 2022-03-28 $11.15 $10.00 34.5% 12.9% 27.6% 21.3% 47.4% 4.9% 7.6% 1.6M -3.6M -722.6K 0.87 12.70 N/A N/A 7,277 6,323 293,833 194,020 2022-03-29 $11.35 $10.00 32.4% 12.8% 28.0% 16.1% 43.1% 5.4% 8.2% 2.0M -15.4M -701.8K 0.57 12.90 N/A N/A 7,669 4,408 296,777 196,285 2022-03-30 $11.38 $10.00 32.3% 12.9% 27.7% 15.8% 45.6% 4.8% 9.0% 2.2M -20.4M -712.8K 0.50 13.08 N/A N/A 9,613 4,838 299,323 196,611 2022-03-31 $11.30 $10.00 33.8% 12.8% 26.5% 19.5% 46.5% 4.6% 8.9% 2.0M -14.1M -692.5K 1.37 21.17 N/A N/A 3,945 5,422 303,413 197,860
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