LUMN Options History — July 2022

In July 2022, LUMN traded between $10.46 and $11.15. ATM implied volatility averaged 51.2%, placing in the 71.7% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 16.8% (HV 20d: 34.4%). Max pain ranged from $11.00 to $12.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 1.05.

Notable Days

  • 2022-07-06: Highest Volume — 63,642 contracts
  • 2022-07-05: Largest IV spike — 14.4% change
  • 2022-07-07: Highest IV Rank — 81.2%
  • 2022-07-26: Largest Expected Move — 15.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.83$10.46$11.15$11.15$10.96
Max Pain$11.95$11.00$12.00$11.00$12.00
ATM IV51.2%45.4%54.1%45.4%49.7%
Expected Move14.4%11.5%15.8%11.5%15.0%
HV 20d34.4%25.7%43.3%43.3%28.9%
HV 60d41.3%39.7%42.0%41.7%40.0%
IV Rank71.7%52.3%81.2%52.3%66.8%
IV Percentile92.8%78.6%97.6%78.6%87.3%
Term Structure-1.0%-5.5%11.4%11.4%-1.0%
VWIV51.5%39.0%58.9%39.0%54.8%
Skew 25d9.7%7.8%11.0%7.8%10.1%
Skew 10d21.9%17.1%38.8%17.1%23.6%
Call IV 25d47.5%38.5%52.5%38.5%45.3%
Put IV 25d57.2%46.3%61.1%46.3%55.5%
Bid-Ask Spread %21.924.5064.3163.4510.33
Gamma HHI0.120.080.160.110.10
Net GEX-564.5K-2.1M799.4K799.4K372.9K
Net DEX42.6M21.3M64.7M21.3M32.6M
Net VEX-871.9K-963.3K-817.8K-963.3K-834.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.334.032.251.05
Total Volume18,767.79,51563,64218,79811,512
Total OI566,591.5529,283632,676535,824632,676

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$11.15$11.0045.4%11.5%43.3%52.3%39.0%7.8%11.4%799.4K21.3M-963.3K2.2563.45N/AN/A5,78013,018241,353294,471
2022-07-05$11.05$12.0051.9%15.2%43.1%74.0%54.5%9.2%2.2%422.2K28.9M-948.9K0.8012.18N/AN/A11,3439,043235,554293,729
2022-07-06$10.94$12.0053.4%14.6%43.1%78.9%49.5%8.3%2.3%241.2K33.2M-926.3K0.867.22N/AN/A34,26629,376240,725295,178
2022-07-07$10.94$12.0054.1%14.4%42.7%81.2%54.5%11.0%-2.7%384.5K37.3M-955.3K0.5061.43N/AN/A8,7734,423262,226315,453
2022-07-08$10.82$12.0050.6%13.6%42.5%69.8%46.8%10.3%-2.5%-207.1K46.0M-901.9K0.338.02N/AN/A14,2054,682264,173316,365
2022-07-11$10.72$12.0054.1%13.8%42.4%81.2%51.9%10.7%-5.5%-682.6K53.1M-889.4K0.554.97N/AN/A8,9034,893255,675315,160
2022-07-12$10.84$12.0051.9%14.2%42.6%73.9%52.1%10.5%-2.2%-263.7K44.6M-888.5K0.777.23N/AN/A6,2634,830258,681316,623
2022-07-13$10.79$12.0051.4%14.1%30.6%72.2%58.9%9.0%-2.6%-457.6K48.1M-887.8K0.7313.64N/AN/A5,7134,150260,440317,738
2022-07-14$10.63$12.0053.4%14.6%31.0%79.1%55.4%10.3%-3.0%-1.5M59.5M-866.1K0.8416.00N/AN/A8,3016,988261,735318,567
2022-07-15$10.76$12.0049.4%13.7%31.3%65.7%49.0%8.0%-2.3%-1.1M53.8M-871.7K0.7864.31N/AN/A7,6906,008265,855321,964
2022-07-18$10.76$12.0049.8%14.1%28.1%67.0%48.8%9.8%-2.3%-1.1M46.5M-825.0K0.3937.13N/AN/A11,3194,454223,934307,429
2022-07-19$11.04$12.0050.0%14.2%28.0%67.7%46.8%9.3%-1.7%-14.3K27.3M-847.5K0.3738.15N/AN/A10,5643,950231,758309,583
2022-07-20$11.08$12.0049.8%14.3%25.7%67.0%47.3%10.3%-2.9%106.9K26.9M-867.5K1.2319.44N/AN/A5,0816,239238,372310,786
2022-07-21$10.46$12.0052.6%15.2%32.8%76.4%52.9%10.5%-2.4%-1.8M64.7M-825.1K0.8931.04N/AN/A11,84910,586240,034311,340
2022-07-22$10.47$12.0051.3%14.9%31.0%71.8%53.7%8.1%-2.9%-2.1M59.7M-822.6K1.465.78N/AN/A5,0817,412244,688315,678
2022-07-25$10.61$12.0052.8%15.4%29.3%77.0%52.7%9.3%-0.7%-1.6M55.4M-818.9K0.764.50N/AN/A14,62511,084241,481316,916
2022-07-26$10.76$12.0051.9%15.8%29.6%73.9%55.4%10.4%0.8%-1.2M41.4M-828.9K4.035.43N/AN/A7,58230,585243,257323,891
2022-07-27$10.98$12.0050.8%14.9%30.6%70.4%53.3%10.5%0.2%-838.2K32.1M-851.3K1.6121.27N/AN/A5,8399,429246,644345,182
2022-07-28$10.89$12.0049.8%14.9%30.7%67.1%52.9%10.6%-1.6%-784.2K39.0M-817.8K0.856.87N/AN/A5,1304,385249,757346,759
2022-07-29$10.96$12.0049.7%15.0%28.9%66.8%54.8%10.1%-1.0%372.9K32.6M-834.0K1.0510.33N/AN/A5,6275,885271,066361,610