LUMN Options History — April 2022

In April 2022, LUMN traded between $10.07 and $11.59. ATM implied volatility averaged 48.4%, placing in the 70.2% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 22.8% (HV 20d: 25.6%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 1.20.

Notable Days

  • 2022-04-22: Highest Volume — 56,735 contracts
  • 2022-04-06: Largest IV spike — 19.8% change
  • 2022-04-29: Highest IV Rank — 97.0%
  • 2022-04-29: Largest Expected Move — 17.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.19$10.07$11.59$11.46$10.07
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV48.4%34.9%56.4%34.9%56.4%
Expected Move14.4%12.2%17.7%13.0%17.7%
HV 20d25.6%22.5%33.3%25.7%32.9%
HV 60d45.4%43.8%47.9%47.9%46.3%
IV Rank70.2%22.3%97.0%22.3%97.0%
IV Percentile92.1%44.4%99.6%44.4%99.6%
Term Structure-1.1%-5.2%9.3%9.3%-3.3%
VWIV49.5%44.0%59.8%44.0%59.8%
Skew 25d6.2%3.5%9.3%3.5%8.4%
Skew 10d16.5%2.3%31.8%2.3%25.8%
Call IV 25d46.3%31.3%52.7%31.3%52.7%
Put IV 25d52.5%34.8%61.2%34.8%61.2%
Bid-Ask Spread %16.845.4454.745.4412.35
Gamma HHI0.160.120.230.230.15
Net GEX1.7M-455.6K3.9M3.9M-455.6K
Net DEX-2.7M-30.6M60.1M-25.1M60.1M
Net VEX-668.8K-714.1K-594.0K-714.1K-594.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.200.313.350.551.32
Total Volume19,531.27,27056,73512,17728,901
Total OI497,981.05454,356531,271502,589517,319

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$11.46$10.0034.9%13.0%25.7%22.3%44.0%3.5%9.3%3.9M-25.1M-714.1K0.555.44N/AN/A7,8414,336304,220198,369
2022-04-04$11.51$10.0040.6%12.2%25.4%35.9%44.3%8.7%2.7%2.2M-21.8M-681.6K0.517.47N/AN/A6,2183,192297,214195,970
2022-04-05$11.32$10.0041.8%13.4%25.1%38.7%46.2%6.6%3.7%1.8M-9.9M-684.5K0.635.51N/AN/A4,9643,145300,610197,082
2022-04-06$11.29$10.0050.0%13.7%23.1%76.9%47.0%6.5%-2.2%1.5M-5.1M-686.5K0.3122.20N/AN/A7,8302,460302,724197,824
2022-04-07$11.44$10.0049.0%13.5%23.0%73.5%45.9%5.2%-3.6%2.3M-17.2M-671.2K0.316.45N/AN/A7,6402,342306,283198,011
2022-04-08$11.40$10.0048.9%13.8%23.1%73.3%49.8%5.0%-2.1%2.6M-16.0M-651.6K0.5929.69N/AN/A4,5792,691309,403198,361
2022-04-11$11.41$10.0050.2%14.1%23.1%77.5%47.3%4.8%0.8%1.7M-15.3M-647.7K1.9217.52N/AN/A12,17423,405302,777196,287
2022-04-12$11.38$10.0049.3%14.0%23.2%74.5%47.6%5.7%0.1%1.4M-10.1M-688.3K0.379.95N/AN/A9,4883,527308,522208,778
2022-04-13$11.51$10.0047.9%12.9%23.3%70.1%45.5%5.5%-2.7%2.4M-16.6M-691.0K1.468.72N/AN/A9,75814,255312,524208,600
2022-04-14$11.50$10.0047.6%13.6%23.3%69.2%46.4%4.9%-0.3%3.9M-17.9M-683.4K0.3817.02N/AN/A10,2573,872316,895214,376
2022-04-18$11.31$10.0047.4%13.4%22.8%68.7%47.3%6.9%-1.8%1.6M-8.4M-662.1K0.4720.39N/AN/A8,6684,105265,878188,478
2022-04-19$11.53$10.0047.2%13.5%22.7%68.0%45.3%5.8%-4.2%2.3M-23.5M-661.1K0.4954.74N/AN/A8,6534,240271,155191,318
2022-04-20$11.59$10.0048.4%13.9%22.8%71.7%46.3%7.2%-4.4%2.5M-25.2M-670.4K3.3517.74N/AN/A3,95613,240275,221203,025
2022-04-21$11.59$10.0049.0%14.3%22.5%73.5%48.0%5.5%-5.2%2.7M-30.6M-684.0K1.5818.45N/AN/A8,76613,859277,820204,673
2022-04-22$10.85$10.0050.2%14.7%33.3%77.5%51.4%7.2%-3.2%730.6K12.2M-645.3K1.1127.06N/AN/A26,89429,841283,680205,522
2022-04-25$10.88$10.0051.1%15.6%29.3%80.4%54.8%9.3%-2.5%555.3K15.7M-692.2K0.8511.54N/AN/A17,27214,713275,930219,035
2022-04-26$10.72$10.0053.8%17.3%29.1%88.7%57.4%4.7%-0.2%408.6K23.2M-662.7K1.7319.51N/AN/A9,08815,730280,300215,098
2022-04-27$10.44$10.0052.1%16.3%29.3%83.6%58.0%7.0%-0.9%141.8K36.4M-629.0K3.0913.28N/AN/A4,27413,201284,419214,420
2022-04-28$10.53$10.0052.0%16.5%29.6%83.1%57.2%5.8%-2.3%-62.5K41.5M-675.1K2.9411.79N/AN/A5,38915,860285,036226,464
2022-04-29$10.07$10.0056.4%17.7%32.9%97.0%59.8%8.4%-3.3%-455.6K60.1M-594.0K1.3212.35N/AN/A12,44616,455287,897229,422