LUMN Options History — October 2022

In October 2022, LUMN traded between $6.51 and $8.01. ATM implied volatility averaged 64.3%, placing in the 89.4% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded above realized volatility by 6.0% (HV 20d: 58.3%). Max pain ranged from $8.00 to $11.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.61.

Notable Days

  • 2022-10-31: Highest Volume — 61,946 contracts
  • 2022-10-05: Largest IV spike — 10.0% change
  • 2022-10-05: Highest IV Rank — 100.0%
  • 2022-10-24: Largest Expected Move — 20.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.99$6.51$8.01$7.79$7.34
Max Pain$10.86$8.00$11.00$11.00$8.00
ATM IV64.3%55.1%70.6%55.1%61.2%
Expected Move17.8%13.3%20.0%13.3%18.3%
HV 20d58.3%53.1%63.4%53.1%54.3%
HV 60d45.0%39.8%46.7%39.8%46.7%
IV Rank89.4%73.3%100.0%84.9%77.5%
IV Percentile97.5%92.9%100.0%97.6%94.0%
Term Structure-1.5%-5.7%1.5%0.6%-0.8%
VWIV62.3%47.0%67.7%49.8%64.4%
Skew 25d11.4%7.8%14.1%14.1%13.6%
Skew 10d22.9%-0.1%31.0%31.0%23.9%
Call IV 25d60.4%53.6%66.4%54.5%54.9%
Put IV 25d71.9%65.1%78.8%68.5%68.5%
Bid-Ask Spread %8.752.5525.6125.433.06
Gamma HHI0.220.120.360.210.13
Net GEX-635.9K-1.3M363.7K-1.1M363.7K
Net DEX106.6M34.5M138.1M110.6M34.5M
Net VEX-584.8K-677.6K-538.2K-645.5K-638.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.610.091.280.990.18
Total Volume22,679.76210,65661,94621,06761,946
Total OI677,343.714605,746727,403647,713628,042

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$7.79$11.0055.1%13.3%53.1%84.9%49.8%14.1%0.6%-1.1M110.6M-645.5K0.9925.43N/AN/A10,56310,504301,679346,034
2022-10-04$8.01$11.0055.6%13.4%54.9%86.6%47.0%11.5%1.5%-702.1K99.5M-677.6K0.693.27N/AN/A12,0828,294308,947350,626
2022-10-05$7.28$11.0061.2%14.0%62.2%100.0%49.8%12.1%0.4%-1.3M126.7M-595.1K1.213.17N/AN/A18,88522,810314,404353,419
2022-10-06$6.93$11.0063.9%17.6%63.4%100.0%64.0%11.5%-1.0%-1.3M134.1M-563.2K0.953.02N/AN/A14,62513,901319,597359,543
2022-10-07$6.68$11.0067.7%17.8%61.2%100.0%62.9%7.8%-0.3%-1.1M138.1M-550.9K0.382.71N/AN/A30,04311,416325,995364,588
2022-10-10$6.51$11.0069.4%18.2%60.2%100.0%64.8%9.3%-5.4%-849.7K136.1M-538.2K0.562.76N/AN/A12,4147,005332,840364,966
2022-10-11$6.65$11.0070.4%18.5%54.9%100.0%63.7%13.0%-5.7%-862.0K131.2M-570.2K0.783.57N/AN/A10,5818,201338,504364,920
2022-10-12$6.69$11.0070.6%18.8%55.5%100.0%65.2%13.1%-5.1%-815.5K126.1M-595.5K1.282.71N/AN/A6,8568,784343,048365,684
2022-10-13$6.86$11.0067.6%18.5%56.9%92.7%63.7%12.1%-2.4%-910.3K123.4M-589.3K0.384.59N/AN/A17,1746,501344,748368,070
2022-10-14$6.74$11.0067.9%18.6%56.9%93.6%65.0%12.2%-4.7%-955.8K126.5M-579.6K0.7111.57N/AN/A8,3905,969357,825369,578
2022-10-17$6.89$11.0066.1%18.8%58.3%89.2%65.7%11.8%-1.5%-1.1M118.2M-598.1K0.5425.28N/AN/A11,7936,387347,899365,760
2022-10-18$7.08$11.0064.6%18.4%59.5%85.7%63.2%12.2%-0.1%-1.1M109.6M-602.2K0.7118.12N/AN/A8,4246,019353,275364,178
2022-10-19$6.85$11.0064.7%18.6%60.1%85.9%66.2%13.7%-2.6%-1.3M121.6M-575.8K0.4225.61N/AN/A8,0993,402356,407366,395
2022-10-20$6.71$11.0066.8%19.2%60.2%90.9%67.7%8.8%-0.9%-881.0K126.0M-550.8K0.8625.34N/AN/A6,4225,497358,968362,339
2022-10-21$6.68$11.0065.6%18.9%59.9%88.0%66.4%8.4%-0.8%-182.0K127.4M-548.2K0.473.12N/AN/A10,2324,821360,550363,215
2022-10-24$6.72$11.0067.3%20.0%58.5%92.2%66.8%11.0%-0.4%-132.1K82.5M-539.7K0.357.44N/AN/A9,8143,443317,553288,193
2022-10-25$6.90$11.0062.6%19.3%59.5%80.9%66.5%11.8%-1.1%24.8K76.7M-551.5K0.422.77N/AN/A7,5173,139321,840288,777
2022-10-26$7.09$11.0061.5%18.1%59.4%78.2%61.7%9.3%-0.5%210.9K68.4M-575.2K0.332.55N/AN/A12,1463,987326,048289,240
2022-10-27$6.98$11.0061.2%18.9%56.3%77.5%65.5%10.8%-0.6%239.9K73.4M-557.9K0.092.66N/AN/A32,6482,963329,169291,272
2022-10-28$7.31$11.0059.5%17.0%58.8%73.3%59.3%12.1%-1.0%328.1K47.3M-637.9K0.515.01N/AN/A14,9917,587358,373291,710
2022-10-31$7.34$8.0061.2%18.3%54.3%77.5%64.4%13.6%-0.8%363.7K34.5M-638.1K0.183.06N/AN/A52,6099,337353,835274,207