LUMN Options History — March 2023 In March 2023, LUMN traded between $2.41 and $3.33. ATM implied volatility averaged 72.7%, placing in the 81.7% IV rank vs the trailing year. The 30-day expected move averaged 20.2%. IV traded above realized volatility by 10.1% (HV 20d: 62.7%). Max pain ranged from $3.50 to $5.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.96.
Notable Days 2023-03-08 : Highest Volume — 62,089 contracts2023-03-13 : Largest IV spike — 23.0% change2023-03-13 : Highest IV Rank — 100.0%2023-03-20 : Largest Expected Move — 24.7%Monthly Statistics Metric Avg Min Max Open Close Price $2.74 $2.41 $3.33 $3.25 $2.69 Max Pain $3.70 $3.50 $5.00 $5.00 $3.50 ATM IV 72.7% 57.7% 86.5% 62.1% 79.3% Expected Move 20.2% 15.2% 24.7% 17.5% 20.6% HV 20d 62.7% 47.7% 95.7% 95.7% 59.4% HV 60d 69.5% 67.4% 71.3% 68.1% 71.3% IV Rank 81.7% 59.3% 100.0% 68.3% 87.6% IV Percentile 94.7% 78.2% 100.0% 88.5% 98.0% Term Structure 1.7% -28.8% 15.0% 3.2% 12.9% VWIV 69.9% 54.0% 84.3% 58.7% 70.8% Skew 25d 10.2% -4.5% 21.3% 4.7% 12.0% Skew 10d 17.0% -26.2% 67.4% 10.9% 20.1% Call IV 25d 69.6% 56.4% 85.2% 60.8% 68.6% Put IV 25d 79.7% 63.6% 96.1% 65.5% 80.6% Bid-Ask Spread % 9.51 2.02 40.36 2.58 2.02 Gamma HHI 0.27 0.13 0.55 0.42 0.13 Net GEX -229.5K -698.6K -3.8K -340.3K -47.7K Net DEX 31.6M 20.3M 45.1M 31.5M 20.3M Net VEX -382.6K -399.3K -364.7K -380.5K -399.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.96 0.16 3.55 1.32 0.37 Total Volume 20,633.261 5,351 62,089 21,159 8,186 Total OI 670,584.478 608,056 774,782 641,215 621,673
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 2023-03-01 $3.25 $5.00 62.1% 17.5% 95.7% 68.3% 58.7% 4.7% 3.2% -340.3K 31.5M -380.5K 1.32 2.58 N/A N/A 9,135 12,024 339,210 302,005 2023-03-02 $3.25 $5.00 65.0% 18.2% 93.1% 74.3% 61.3% 7.7% -0.9% -329.4K 30.9M -381.2K 0.40 2.59 N/A N/A 16,696 6,641 345,270 304,249 2023-03-03 $3.19 $5.00 61.2% 15.2% 90.9% 66.3% 54.0% 5.5% 0.5% -414.1K 31.1M -377.6K 1.17 3.86 N/A N/A 12,379 14,433 354,198 306,919 2023-03-06 $3.33 $3.50 57.7% 16.1% 93.0% 59.3% 55.8% 8.5% -1.1% -249.2K 24.7M -398.1K 0.49 4.04 N/A N/A 34,092 16,738 348,841 307,975 2023-03-07 $3.13 $3.50 64.1% 16.5% 94.0% 72.4% 56.8% 8.9% -4.2% -592.9K 32.5M -383.0K 0.16 3.75 N/A N/A 17,027 2,735 343,884 321,243 2023-03-08 $3.05 $3.50 61.0% 16.5% 93.9% 66.0% 55.2% 7.0% -1.5% -687.8K 34.1M -385.2K 3.55 11.00 N/A N/A 13,645 48,444 350,304 324,326 2023-03-09 $2.90 $3.50 63.2% 16.9% 47.7% 70.5% 59.9% 1.1% -0.9% -698.6K 39.1M -398.0K 2.27 10.82 N/A N/A 12,102 27,519 357,475 361,443 2023-03-10 $2.67 $3.50 65.2% 20.6% 51.7% 74.6% 71.1% -4.5% -28.8% -384.1K 45.1M -385.5K 0.90 5.30 N/A N/A 16,326 14,724 368,425 383,115 2023-03-13 $2.63 $3.50 80.2% 22.2% 51.4% 100.0% 76.5% 9.9% -1.2% -325.1K 42.3M -383.3K 1.71 40.36 N/A N/A 10,094 17,286 358,654 382,135 2023-03-14 $2.58 $3.50 76.9% 22.1% 48.6% 93.5% 77.0% 13.0% 0.6% -222.5K 43.4M -385.8K 0.53 35.00 N/A N/A 5,704 3,038 363,878 390,925 2023-03-15 $2.59 $3.50 80.5% 22.7% 49.4% 100.0% 76.5% 21.3% -1.1% -189.4K 42.9M -383.3K 2.78 11.81 N/A N/A 4,542 12,645 365,203 392,626 2023-03-16 $2.50 $3.50 81.9% 23.4% 49.5% 100.0% 81.8% 10.4% -0.2% -143.4K 42.7M -378.2K 0.87 35.14 N/A N/A 13,540 11,741 366,123 397,765 2023-03-17 $2.42 $3.50 85.2% 23.8% 49.4% 100.0% 82.1% 9.6% -3.5% -110.1K 43.3M -368.5K 0.42 11.29 N/A N/A 10,154 4,247 372,820 401,962 2023-03-20 $2.49 $3.50 86.5% 24.7% 51.0% 100.0% 84.3% 17.8% -2.8% -98.0K 26.3M -378.6K 0.39 4.55 N/A N/A 12,599 4,949 285,068 330,291 2023-03-21 $2.54 $3.50 73.7% 21.0% 50.5% 77.8% 74.0% 16.4% 5.3% -67.2K 25.6M -380.2K 0.69 4.42 N/A N/A 6,804 4,692 291,339 332,245 2023-03-22 $2.51 $3.50 74.1% 21.2% 50.0% 78.4% 72.8% 11.3% 4.9% -53.1K 24.9M -378.1K 0.51 4.39 N/A N/A 5,765 2,941 294,169 333,527 2023-03-23 $2.49 $3.50 74.2% 21.0% 50.1% 78.6% 74.0% 11.9% 4.9% -57.7K 26.2M -376.6K 0.99 4.29 N/A N/A 4,323 4,272 296,650 333,657 2023-03-24 $2.41 $3.50 75.4% 21.1% 50.4% 80.8% 79.0% 15.9% 4.7% -109.0K 27.2M -364.7K 0.42 4.78 N/A N/A 8,368 3,490 298,377 334,945 2023-03-27 $2.54 $3.50 77.2% 21.5% 54.8% 84.0% 72.8% 15.3% 11.2% -76.7K 24.7M -378.3K 1.09 4.21 N/A N/A 9,264 10,063 276,901 331,155 2023-03-28 $2.62 $3.50 77.3% 20.6% 56.5% 84.0% 72.0% 12.7% 10.3% -17.6K 22.7M -387.9K 0.31 4.75 N/A N/A 5,941 1,842 283,690 330,166 2023-03-29 $2.63 $3.50 76.6% 21.3% 55.2% 82.9% 71.2% 8.6% 12.7% -60.4K 22.0M -386.3K 0.46 4.10 N/A N/A 5,519 2,545 285,028 332,963 2023-03-30 $2.56 $3.50 74.4% 19.3% 55.3% 79.0% 70.0% 8.8% 15.0% -3.8K 22.8M -382.6K 0.35 3.70 N/A N/A 3,975 1,376 286,981 333,645 2023-03-31 $2.69 $3.50 79.3% 20.6% 59.4% 87.6% 70.8% 12.0% 12.9% -47.7K 20.3M -399.3K 0.37 2.02 N/A N/A 5,968 2,218 288,332 333,341
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