LUMN Options History — June 2023

In June 2023, LUMN traded between $1.79 and $2.29. ATM implied volatility averaged 77.9%, placing in the 63.0% IV rank vs the trailing year. The 30-day expected move averaged 22.2%. IV traded below realized volatility by 3.9% (HV 20d: 81.9%). Max pain ranged from $2.00 to $2.50. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 1.45.

Notable Days

  • 2023-06-29: Highest Volume — 55,838 contracts
  • 2023-06-21: Largest IV drop — 12.9% change
  • 2023-06-16: Highest IV Rank — 73.8%
  • 2023-06-02: Largest Expected Move — 26.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.02$1.79$2.29$1.96$2.25
Max Pain$2.07$2.00$2.50$2.00$2.00
ATM IV77.9%68.4%86.4%79.7%83.2%
Expected Move22.2%19.6%26.9%26.8%23.0%
HV 20d81.9%66.2%94.3%72.9%94.2%
HV 60d71.9%65.0%79.7%65.2%78.2%
IV Rank63.0%50.7%73.8%65.3%69.8%
IV Percentile81.4%69.8%90.9%84.5%87.7%
Term Structure1.2%-7.6%11.2%0.2%8.7%
VWIV77.7%67.6%93.6%93.4%79.4%
Skew 25d4.4%-7.9%23.7%12.6%1.6%
Skew 10d8.6%-27.4%42.6%18.1%-9.7%
Call IV 25d79.2%61.7%89.9%80.7%79.3%
Put IV 25d83.6%67.9%98.5%93.3%80.9%
Bid-Ask Spread %6.934.2419.324.245.95
Gamma HHI0.160.100.340.160.14
Net GEX-70.2K-124.3K79.7K-58.0K-122.2K
Net DEX18.1M10.3M23.3M21.6M14.2M
Net VEX-300.9K-337.0K-265.1K-308.0K-336.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.450.0710.040.260.79
Total Volume21,908.6196,13255,83829,98021,131
Total OI619,670.952568,916660,482635,281623,104

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$1.96$2.0079.7%26.8%72.9%65.3%93.4%12.6%0.2%-58.0K21.6M-308.0K0.264.24N/AN/A23,7116,269289,493345,788
2023-06-02$2.02$2.0083.6%26.9%70.1%70.3%93.6%19.4%-5.1%79.7K19.2M-318.2K0.554.24N/AN/A10,7645,966308,719347,624
2023-06-05$1.92$2.5077.6%20.3%66.2%62.6%73.3%12.7%-1.1%-77.3K22.4M-290.3K0.476.10N/AN/A14,4296,788305,827339,090
2023-06-06$1.79$2.5076.4%21.6%69.1%61.1%75.3%9.0%4.5%-90.5K23.3M-267.8K1.826.07N/AN/A14,38226,114310,052340,223
2023-06-07$1.83$2.5074.3%21.4%67.8%58.3%74.4%23.7%-3.9%-79.4K22.9M-267.5K7.2519.32N/AN/A2,06514,971314,915338,600
2023-06-08$1.79$2.0074.9%21.5%67.8%59.1%76.4%6.9%-4.1%-76.2K22.0M-276.3K0.865.95N/AN/A3,3012,831316,898342,782
2023-06-09$1.79$2.0072.2%21.0%67.9%55.6%73.5%13.6%0.4%-84.5K22.8M-265.2K0.1615.71N/AN/A5,914943320,337340,145
2023-06-12$1.83$2.0076.5%20.3%68.0%61.2%69.9%7.6%-7.6%-51.3K21.0M-276.5K0.096.19N/AN/A8,416727287,143337,137
2023-06-13$2.13$2.0075.1%21.7%87.8%59.4%76.0%8.7%0.9%-2.1K14.1M-318.7K0.245.49N/AN/A35,6058,581289,052337,708
2023-06-14$2.27$2.0084.2%23.2%91.3%71.1%84.7%-4.1%-4.1%-67.3K10.3M-333.4K0.077.74N/AN/A48,5493,363293,633336,479
2023-06-15$2.29$2.0081.5%22.8%88.4%67.6%83.4%-2.5%-3.2%-37.4K11.5M-337.0K0.346.60N/AN/A8,0812,747303,887338,353
2023-06-16$2.25$2.0086.4%23.4%86.5%73.8%80.8%5.5%-4.1%-48.2K12.3M-334.0K0.187.02N/AN/A11,6542,085304,529339,762
2023-06-20$2.12$2.0078.5%22.4%87.0%63.7%81.0%-3.4%2.8%-86.4K15.7M-317.7K0.466.49N/AN/A7,8923,644238,904330,012
2023-06-21$1.96$2.0068.4%19.6%85.8%50.7%67.6%-7.6%10.3%-83.7K18.4M-294.5K2.315.31N/AN/A6,56715,189242,221331,960
2023-06-22$1.85$2.0074.3%21.1%87.7%58.3%73.3%-5.6%3.1%-117.2K20.9M-275.9K1.795.18N/AN/A10,41918,634244,004332,129
2023-06-23$1.79$2.0077.3%22.5%84.8%62.3%78.9%-4.2%-4.2%-124.3K21.7M-265.1K2.145.03N/AN/A7,10015,165250,511337,591
2023-06-26$2.00$2.0077.3%20.9%93.0%62.1%72.8%1.7%7.7%-71.9K18.4M-298.6K0.155.33N/AN/A8,2961,225245,723342,808
2023-06-27$2.10$2.0075.4%21.3%93.9%59.7%74.8%-7.9%11.2%-79.6K16.9M-307.4K0.296.42N/AN/A9,8742,859245,760343,143
2023-06-28$2.17$2.0077.0%21.6%94.3%61.8%73.6%4.4%7.0%-97.9K16.3M-312.8K0.264.87N/AN/A6,3301,662244,814342,387
2023-06-29$2.21$2.0082.5%21.9%94.3%68.9%76.2%0.1%6.6%-99.1K15.0M-318.3K10.046.36N/AN/A5,05750,781246,706343,137
2023-06-30$2.25$2.0083.2%23.0%94.2%69.8%79.4%1.6%8.7%-122.2K14.2M-336.5K0.795.95N/AN/A11,8059,326248,744374,360