LUMN Options History — May 2023 In May 2023, LUMN traded between $1.90 and $2.65. ATM implied volatility averaged 81.4%, placing in the 67.5% IV rank vs the trailing year. The 30-day expected move averaged 24.3%. IV traded above realized volatility by 6.1% (HV 20d: 75.3%). Max pain ranged from $2.00 to $2.50. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.55.
Notable Days 2023-05-15 : Highest Volume — 64,556 contracts2023-05-05 : Largest IV drop — 13.2% change2023-05-02 : Highest IV Rank — 83.0%2023-05-02 : Largest Expected Move — 32.5%Monthly Statistics Metric Avg Min Max Open Close Price $2.26 $1.90 $2.65 $2.41 $1.98 Max Pain $2.41 $2.00 $2.50 $2.00 $2.00 ATM IV 81.4% 73.5% 93.5% 88.5% 82.7% Expected Move 24.3% 20.2% 32.5% 30.0% 25.4% HV 20d 75.3% 67.1% 82.7% 69.9% 73.6% HV 60d 65.4% 60.4% 75.2% 75.0% 66.1% IV Rank 67.5% 57.3% 83.0% 76.7% 69.1% IV Percentile 88.7% 82.1% 96.4% 93.7% 88.9% Term Structure -2.2% -9.1% 2.5% -1.5% -6.0% VWIV 86.3% 74.7% 122.0% 116.8% 88.7% Skew 25d 14.3% 7.6% 27.0% 16.0% 14.2% Skew 10d 42.4% 11.4% 165.0% 33.0% 31.1% Call IV 25d 78.8% 71.9% 89.5% 83.9% 79.9% Put IV 25d 93.0% 85.2% 112.8% 99.9% 94.1% Bid-Ask Spread % 6.01 3.22 15.65 3.22 5.24 Gamma HHI 0.22 0.13 0.52 0.13 0.18 Net GEX -31.4K -186.5K 363.4K -87.4K -60.5K Net DEX 19.5M 5.5M 24.7M 19.9M 22.0M Net VEX -359.2K -420.8K -299.7K -385.4K -303.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.06 1.33 1.19 0.10 Total Volume 12,449.227 4,079 64,556 14,836 5,282 Total OI 656,045.955 623,029 700,257 623,029 635,314
Daily Data (22 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 2023-05-01 $2.41 $2.00 88.5% 30.0% 69.9% 76.7% 116.8% 16.0% -1.5% -87.4K 19.9M -385.4K 1.19 3.22 N/A N/A 6,774 8,062 260,000 363,029 2023-05-02 $2.33 $2.00 93.5% 32.5% 68.8% 83.0% 122.0% 17.2% -1.0% -107.5K 21.0M -379.9K 1.33 15.65 N/A N/A 13,326 17,763 263,121 369,512 2023-05-03 $2.25 $2.00 88.7% 30.1% 67.1% 76.9% 90.1% 12.5% 0.3% -147.8K 22.0M -375.2K 0.53 3.55 N/A N/A 10,865 5,709 269,159 381,199 2023-05-04 $2.10 $2.50 87.0% 24.4% 70.8% 74.6% 86.7% 27.0% 0.3% -186.5K 24.7M -341.5K 0.45 5.60 N/A N/A 8,685 3,917 271,530 381,615 2023-05-05 $2.26 $2.50 75.5% 21.5% 76.4% 59.9% 91.4% 18.8% 2.5% -138.7K 22.5M -366.7K 0.27 5.81 N/A N/A 4,941 1,333 276,561 379,977 2023-05-08 $2.29 $2.50 80.3% 22.6% 76.6% 66.0% 83.4% 18.5% -1.9% -129.3K 21.3M -364.3K 0.75 7.23 N/A N/A 5,591 4,197 270,054 374,443 2023-05-09 $2.38 $2.50 78.2% 20.2% 76.2% 63.3% 82.2% 16.2% -9.1% -91.2K 19.3M -379.4K 0.25 5.55 N/A N/A 5,254 1,332 272,669 377,097 2023-05-10 $2.34 $2.50 74.8% 21.8% 75.8% 58.9% 75.7% 12.8% 1.2% -106.4K 20.3M -371.2K 0.13 6.88 N/A N/A 7,857 1,052 275,076 377,317 2023-05-11 $2.33 $2.50 78.0% 22.4% 73.4% 63.1% 78.7% 8.6% 0.1% -129.1K 20.3M -367.1K 0.71 6.12 N/A N/A 3,260 2,303 269,661 372,777 2023-05-12 $2.38 $2.50 73.5% 20.8% 73.1% 57.3% 75.9% 14.2% -1.0% -119.1K 20.1M -374.6K 1.04 5.97 N/A N/A 3,333 3,482 270,420 371,850 2023-05-15 $2.49 $2.50 76.5% 22.0% 74.6% 61.1% 77.0% 7.6% -1.1% -54.5K 17.6M -382.3K 0.08 5.37 N/A N/A 59,958 4,598 266,219 369,143 2023-05-16 $2.50 $2.50 81.5% 23.5% 73.7% 67.6% 81.1% 16.6% -7.5% 285.3K 10.4M -396.9K 0.83 5.00 N/A N/A 7,823 6,470 319,797 372,248 2023-05-17 $2.65 $2.50 81.8% 23.5% 75.8% 68.0% 77.9% 16.8% -7.0% 241.9K 5.5M -420.8K 0.25 5.22 N/A N/A 5,403 1,354 321,024 377,523 2023-05-18 $2.50 $2.50 80.2% 23.3% 79.2% 65.9% 81.1% 9.5% -6.2% 363.4K 10.4M -394.5K 0.70 5.29 N/A N/A 4,996 3,500 321,834 377,242 2023-05-19 $2.37 $2.50 74.4% 21.2% 81.6% 58.4% 74.7% 12.0% 2.0% 185.0K 15.9M -381.0K 0.99 6.03 N/A N/A 3,604 3,576 323,061 377,196 2023-05-22 $2.17 $2.50 83.3% 25.0% 82.7% 69.8% 83.0% 8.5% -1.1% -7.2K 21.1M -346.7K 0.27 6.03 N/A N/A 6,429 1,724 300,783 355,380 2023-05-23 $2.13 $2.50 81.8% 23.7% 82.7% 67.9% 81.1% 11.5% -1.2% -36.8K 22.0M -337.9K 0.36 4.67 N/A N/A 3,000 1,079 303,796 355,662 2023-05-24 $1.98 $2.50 83.8% 25.2% 78.0% 70.6% 88.1% 12.2% -3.4% -91.7K 23.5M -313.6K 0.58 5.55 N/A N/A 5,129 2,982 305,500 354,817 2023-05-25 $1.90 $2.50 81.5% 24.0% 77.8% 67.6% 83.0% 15.4% -1.6% -117.1K 24.1M -299.7K 1.03 8.44 N/A N/A 5,278 5,422 308,245 352,205 2023-05-26 $1.96 $2.50 81.1% 24.9% 74.4% 67.1% 87.4% 15.0% -0.5% -90.3K 22.8M -308.2K 0.18 5.50 N/A N/A 5,028 925 310,765 348,709 2023-05-30 $2.00 $2.50 84.6% 26.3% 74.1% 71.5% 91.6% 12.5% -4.5% -66.0K 21.4M -312.3K 0.06 4.21 N/A N/A 10,678 609 282,758 346,723 2023-05-31 $1.98 $2.00 82.7% 25.4% 73.6% 69.1% 88.7% 14.2% -6.0% -60.5K 22.0M -303.6K 0.10 5.24 N/A N/A 4,806 476 288,418 346,896
« Apr 2023 | All History | Jun 2023 » Home LUMN History May 2023