LUMN Options History — October 2023 In October 2023, LUMN traded between $1.31 and $1.50. ATM implied volatility averaged 93.3%, placing in the 72.2% IV rank vs the trailing year. The 30-day expected move averaged 27.4%. IV traded above realized volatility by 27.4% (HV 20d: 65.9%). Max pain ranged from $1.00 to $2.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.86.
Notable Days 2023-10-31 : Highest Volume — 36,339 contracts2023-10-30 : Largest IV spike — 8.4% change2023-10-31 : Highest IV Rank — 86.4%2023-10-31 : Largest Expected Move — 34.8%Monthly Statistics Metric Avg Min Max Open Close Price $1.36 $1.31 $1.50 $1.38 $1.44 Max Pain $1.45 $1.00 $2.00 $2.00 $1.50 ATM IV 93.3% 86.1% 102.7% 96.3% 102.7% Expected Move 27.4% 24.5% 34.8% 27.2% 34.8% HV 20d 65.9% 54.6% 72.5% 67.4% 68.3% HV 60d 69.4% 58.8% 77.3% 77.3% 63.7% IV Rank 72.2% 61.3% 86.4% 76.7% 86.4% IV Percentile 78.7% 61.1% 94.4% 88.5% 94.4% Term Structure -2.4% -7.5% 4.3% -3.2% -5.2% VWIV 95.2% 83.7% 121.3% 94.7% 121.3% Skew 25d 15.2% 6.4% 33.4% 13.8% 10.9% Skew 10d 35.4% 5.8% 100.8% 25.7% 42.4% Call IV 25d 92.6% 70.8% 106.7% 98.5% 101.3% Put IV 25d 107.8% 102.1% 114.7% 112.3% 112.2% Bid-Ask Spread % 22.93 3.58 54.18 4.28 26.31 Gamma HHI 0.23 0.18 0.39 0.31 0.22 Net GEX -195.1K -333.1K -131.9K -257.5K -131.9K Net DEX 28.0M 23.1M 32.1M 27.6M 23.1M Net VEX -242.0K -258.8K -224.9K -258.8K -249.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.86 0.07 5.35 0.33 0.51 Total Volume 7,171.227 1,360 36,339 5,217 36,339 Total OI 741,885.636 678,982 781,746 764,679 691,236
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 2023-10-02 $1.38 $2.00 96.3% 27.2% 67.4% 76.7% 94.7% 13.8% -3.2% -257.5K 27.6M -258.8K 0.33 4.28 N/A N/A 3,917 1,300 234,671 530,008 2023-10-03 $1.31 $2.00 99.3% 28.5% 67.4% 81.2% 99.5% 11.4% -6.3% -228.3K 27.8M -244.5K 3.17 3.58 N/A N/A 2,475 7,853 235,907 530,543 2023-10-04 $1.33 $2.00 96.7% 30.9% 67.8% 77.4% 106.9% 7.0% -1.6% -233.8K 29.0M -250.5K 0.75 4.17 N/A N/A 1,971 1,476 235,904 535,898 2023-10-05 $1.35 $1.50 98.9% 26.7% 67.6% 80.7% 94.2% 10.3% -5.6% -247.0K 29.1M -247.8K 0.11 54.18 N/A N/A 1,804 198 236,615 532,430 2023-10-06 $1.31 $1.50 101.6% 28.2% 68.2% 84.7% 99.7% 6.4% -7.5% -234.6K 29.6M -242.7K 0.65 49.94 N/A N/A 1,687 1,090 237,015 531,979 2023-10-09 $1.31 $1.50 94.9% 27.1% 66.8% 74.7% 97.1% 15.0% 0.5% -248.9K 29.5M -239.5K 0.60 39.53 N/A N/A 1,852 1,114 234,459 528,962 2023-10-10 $1.40 $1.50 92.5% 27.5% 70.4% 71.0% 85.8% 14.6% 3.0% -272.7K 29.9M -254.2K 1.15 6.24 N/A N/A 3,533 4,065 235,670 529,614 2023-10-11 $1.33 $1.00 91.8% 26.2% 72.5% 69.9% 83.7% 26.9% 0.2% -251.2K 28.9M -244.3K 5.35 6.50 N/A N/A 861 4,603 237,746 525,081 2023-10-12 $1.31 $1.00 93.6% 26.7% 70.7% 72.7% 92.7% 24.3% -1.0% -160.0K 31.7M -233.6K 0.75 25.34 N/A N/A 779 581 238,016 526,958 2023-10-13 $1.31 $1.00 96.3% 28.1% 68.6% 76.7% 105.0% 24.3% 1.6% -160.4K 29.6M -237.8K 0.08 40.60 N/A N/A 7,284 569 238,193 527,077 2023-10-16 $1.35 $1.00 91.0% 26.3% 69.9% 68.7% 91.8% 9.2% -7.4% -149.8K 28.9M -228.4K 0.39 26.85 N/A N/A 5,025 1,963 241,580 526,806 2023-10-17 $1.42 $1.00 91.9% 26.2% 67.4% 70.1% 90.9% 6.5% -4.2% -333.1K 29.9M -248.4K 0.37 37.70 N/A N/A 5,331 1,976 245,485 528,268 2023-10-18 $1.38 $1.50 90.5% 25.9% 67.8% 67.9% 90.1% 13.3% -3.1% -160.0K 30.7M -245.2K 0.80 23.80 N/A N/A 934 745 249,471 528,658 2023-10-19 $1.38 $1.50 86.1% 24.5% 66.5% 61.3% 84.8% 8.9% 4.3% -159.2K 30.8M -246.2K 0.86 38.05 N/A N/A 3,343 2,864 249,705 528,522 2023-10-20 $1.40 $1.50 86.4% 24.6% 66.4% 61.7% 85.9% 7.8% 0.5% -161.8K 32.1M -242.7K 0.87 8.08 N/A N/A 2,750 2,398 251,131 530,615 2023-10-23 $1.33 $1.50 90.3% 25.9% 62.4% 67.6% 90.5% 13.8% -1.8% -155.2K 25.4M -230.9K 0.77 7.15 N/A N/A 6,433 4,947 206,335 472,731 2023-10-24 $1.38 $1.50 88.5% 25.4% 59.1% 64.9% 88.6% 10.4% -2.8% -156.6K 25.5M -232.3K 0.62 5.48 N/A N/A 5,040 3,137 211,244 470,707 2023-10-25 $1.35 $1.50 90.8% 25.7% 54.6% 68.3% 89.7% 29.7% -6.7% -144.8K 24.0M -233.0K 0.07 30.43 N/A N/A 2,279 168 214,150 468,301 2023-10-26 $1.38 $1.50 86.7% 27.0% 54.9% 62.2% 94.0% 33.4% 0.1% -153.5K 25.8M -235.2K 0.20 26.30 N/A N/A 2,060 404 213,776 468,201 2023-10-27 $1.33 $1.50 89.5% 27.4% 56.0% 66.4% 95.7% 28.3% -1.9% -138.6K 23.6M -224.9K 0.48 31.16 N/A N/A 1,401 675 214,757 468,077 2023-10-30 $1.50 $1.50 97.0% 31.3% 69.4% 77.8% 111.2% 8.2% -4.8% -152.7K 23.5M -254.3K 0.15 8.78 N/A N/A 16,064 2,479 211,545 467,437 2023-10-31 $1.44 $1.50 102.7% 34.8% 68.3% 86.4% 121.3% 10.9% -5.2% -131.9K 23.1M -249.2K 0.51 26.31 N/A N/A 24,037 12,302 222,880 468,356
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