LUMN Options History — September 2022

In September 2022, LUMN traded between $7.33 and $10.05. ATM implied volatility averaged 41.6%, placing in the 41.0% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 3.8% (HV 20d: 37.7%). Max pain ranged from $10.50 to $11.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.48.

Notable Days

  • 2022-09-20: Highest Volume — 76,033 contracts
  • 2022-09-13: Largest IV spike — 18.6% change
  • 2022-09-30: Highest IV Rank — 85.8%
  • 2022-09-29: Largest Expected Move — 15.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.82$7.33$10.05$10.01$7.33
Max Pain$10.95$10.50$11.00$10.50$11.00
ATM IV41.6%32.5%55.4%36.4%55.4%
Expected Move11.8%9.6%15.0%10.8%14.5%
HV 20d37.7%26.9%45.8%29.8%45.6%
HV 60d34.8%30.8%37.3%34.8%37.3%
IV Rank41.0%11.6%85.8%24.2%85.8%
IV Percentile52.6%13.5%98.0%35.7%98.0%
Term Structure1.7%-2.8%8.9%0.8%8.9%
VWIV41.5%31.9%53.6%36.2%52.6%
Skew 25d7.4%4.4%12.5%6.5%10.5%
Skew 10d15.9%10.8%24.6%13.6%21.1%
Call IV 25d39.3%31.5%51.0%34.3%50.6%
Put IV 25d46.7%36.7%63.5%40.7%61.1%
Bid-Ask Spread %8.642.4629.625.996.65
Gamma HHI0.180.130.290.230.25
Net GEX-1.9M-4.3M-802.2K-3.3M-1.1M
Net DEX119.0M75.6M135.8M101.0M135.6M
Net VEX-695.6K-805.3K-580.3K-789.8K-622.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.480.164.790.622.74
Total Volume32,401.71411,56876,03311,56818,649
Total OI639,888602,792703,151610,583703,151

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$10.01$10.5036.4%10.8%29.8%24.2%36.2%6.5%0.8%-3.3M101.0M-789.8K0.625.99N/AN/A7,1624,406262,057348,526
2022-09-02$9.86$10.5035.1%9.9%29.7%20.2%34.5%4.4%-0.2%-2.9M111.6M-759.9K1.9224.84N/AN/A4,8799,377263,977350,463
2022-09-06$9.70$11.0038.9%10.4%26.9%32.4%35.4%7.9%-0.5%-3.0M117.9M-732.8K0.3521.00N/AN/A28,3689,902254,834347,958
2022-09-07$9.79$11.0034.4%10.3%27.1%17.9%40.2%6.6%0.2%-3.1M110.5M-772.8K0.742.92N/AN/A10,7557,919268,514351,577
2022-09-08$9.64$11.0035.8%10.2%27.0%22.3%36.2%4.8%0.6%-2.7M119.1M-733.9K2.172.46N/AN/A3,8108,252274,650351,739
2022-09-09$9.94$11.0032.5%9.7%28.4%11.6%33.0%5.1%0.4%-4.3M100.3M-773.2K0.7729.62N/AN/A18,72814,410276,139349,294
2022-09-12$10.05$11.0033.3%9.6%28.7%14.1%31.9%6.2%0.0%-2.0M75.6M-805.3K0.793.97N/AN/A17,69813,935278,097337,580
2022-09-13$9.12$11.0039.5%11.4%43.5%34.2%39.1%5.7%0.5%-1.9M121.8M-693.7K1.592.92N/AN/A11,15517,750289,597335,503
2022-09-14$8.95$11.0039.4%11.4%42.3%33.9%40.1%5.2%-0.1%-1.8M125.2M-673.3K4.794.91N/AN/A10,57050,666292,382334,341
2022-09-15$8.98$11.0038.7%10.9%42.6%31.8%39.6%7.1%-0.7%-1.7M121.6M-734.0K0.9417.19N/AN/A8,2967,758295,160344,027
2022-09-16$8.86$11.0038.4%11.0%42.6%30.8%39.7%9.2%-0.0%-1.4M132.3M-674.3K4.583.60N/AN/A7,04932,272298,536344,358
2022-09-19$8.81$11.0038.1%10.9%42.4%29.9%38.6%7.2%0.5%-1.3M123.7M-675.1K0.588.81N/AN/A8,1704,768279,109329,250
2022-09-20$8.55$11.0044.6%12.8%42.5%50.8%43.5%7.5%-2.8%-1.3M134.4M-629.2K1.4911.52N/AN/A30,49245,541283,853331,492
2022-09-21$8.48$11.0041.4%11.9%41.3%40.5%42.1%6.9%0.4%-1.3M120.2M-660.7K0.603.66N/AN/A7,9454,783302,776341,526
2022-09-22$8.36$11.0041.2%11.8%41.0%39.8%42.3%6.9%0.8%-1.2M124.1M-662.3K0.163.01N/AN/A56,8159,150306,390341,514
2022-09-23$8.14$11.0047.3%13.7%40.1%59.7%44.3%7.5%-0.3%-954.0K122.1M-664.0K0.319.69N/AN/A26,4548,300327,564343,318
2022-09-26$7.77$11.0049.0%14.2%41.6%65.2%49.2%8.8%5.7%-923.8K120.9M-666.5K1.279.12N/AN/A17,77922,653318,170339,183
2022-09-27$7.62$11.0051.5%14.8%40.3%73.3%51.2%9.0%7.3%-980.6K128.2M-634.9K0.233.15N/AN/A38,9749,151328,964347,415
2022-09-28$7.84$11.0047.3%13.4%43.0%59.6%48.0%9.3%7.4%-802.2K117.9M-668.7K1.123.43N/AN/A10,45811,681333,322347,529
2022-09-29$7.40$11.0054.8%15.0%45.8%83.9%53.6%12.5%7.3%-1.0M135.8M-580.3K3.332.97N/AN/A10,05833,498336,142347,671
2022-09-30$7.33$11.0055.4%14.5%45.6%85.8%52.6%10.5%8.9%-1.1M135.6M-622.7K2.746.65N/AN/A4,98113,668337,743365,408