LUMN Options History — April 2024 In April 2024, LUMN traded between $1.17 and $1.46. ATM implied volatility averaged 86.6%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 26.6%. IV traded above realized volatility by 27.1% (HV 20d: 59.6%). Max pain ranged from $1.50 to $1.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.87.
Notable Days 2024-04-29 : Highest Volume — 14,823 contracts2024-04-02 : Largest IV spike — 13.8% change2024-04-04 : Highest IV Rank — 30.3%2024-04-30 : Largest Expected Move — 39.6%Monthly Statistics Metric Avg Min Max Open Close Price $1.34 $1.17 $1.46 $1.46 $1.17 Max Pain $1.50 $1.50 $1.50 $1.50 $1.50 ATM IV 86.6% 72.7% 93.5% 72.7% 83.7% Expected Move 26.6% 20.5% 39.6% 20.6% 39.6% HV 20d 59.6% 51.8% 64.9% 61.1% 59.9% HV 60d 67.9% 65.3% 70.6% 69.1% 68.4% IV Rank 22.5% 6.8% 30.3% 6.8% 19.2% IV Percentile 43.4% 2.0% 65.5% 2.0% 31.0% Term Structure 2.4% -14.9% 46.9% 5.9% 32.7% VWIV 92.5% 71.6% 136.6% 71.8% 136.6% Skew 25d 8.0% -18.2% 34.0% -18.2% 11.1% Skew 10d 14.6% -29.0% 56.4% -29.0% 22.9% Call IV 25d 90.7% 62.5% 104.7% 90.0% 104.7% Put IV 25d 98.8% 71.8% 115.8% 71.8% 115.8% Bid-Ask Spread % 40.39 16.87 80.91 33.44 37.07 Gamma HHI 0.27 0.23 0.36 0.23 0.36 Net GEX -120.5K -146.7K -100.3K -141.5K -125.6K Net DEX 13.5M 11.3M 15.5M 12.3M 15.5M Net VEX -220.7K -245.6K -192.4K -245.6K -193.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.87 0.02 3.48 0.58 0.38 Total Volume 7,123.773 1,759 14,823 9,357 11,472 Total OI 646,511.909 575,226 683,680 661,952 598,173
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 2024-04-01 $1.46 $1.50 72.7% 20.6% 61.1% 6.8% 71.8% -18.2% 5.9% -141.5K 12.3M -245.6K 0.58 33.44 N/A N/A 5,918 3,439 245,206 416,746 2024-04-02 $1.38 $1.50 82.7% 22.1% 59.5% 18.1% 77.2% -5.0% -11.8% -137.4K 13.1M -231.3K 0.43 28.67 N/A N/A 4,909 2,123 247,738 417,982 2024-04-03 $1.42 $1.50 87.4% 20.5% 60.6% 23.4% 71.6% -0.8% 0.4% -146.7K 12.7M -241.5K 0.12 33.95 N/A N/A 5,425 648 250,220 418,738 2024-04-04 $1.35 $1.50 93.5% 25.1% 62.4% 30.3% 95.0% 4.5% -6.1% -101.0K 11.3M -206.6K 0.23 41.24 N/A N/A 4,266 976 253,353 416,807 2024-04-05 $1.35 $1.50 89.8% 25.8% 61.2% 26.2% 89.0% 1.1% 0.6% -113.3K 13.9M -224.9K 2.15 19.36 N/A N/A 3,144 6,754 255,776 416,673 2024-04-08 $1.37 $1.50 85.3% 24.5% 58.3% 21.0% 84.8% 4.1% -0.7% -112.6K 12.2M -223.9K 0.02 24.44 N/A N/A 3,268 66 254,971 415,095 2024-04-09 $1.44 $1.50 88.6% 23.4% 61.9% 24.8% 82.0% 16.8% -8.5% -120.9K 13.9M -235.5K 0.24 28.30 N/A N/A 6,219 1,511 256,997 414,887 2024-04-10 $1.38 $1.50 84.6% 25.2% 62.9% 20.3% 88.2% 10.9% 2.2% -124.7K 12.8M -233.5K 0.09 30.03 N/A N/A 4,421 401 259,747 416,018 2024-04-11 $1.44 $1.50 81.7% 25.2% 64.9% 17.0% 87.6% -13.7% 7.2% -100.3K 11.9M -241.8K 0.16 19.96 N/A N/A 4,744 769 262,391 415,418 2024-04-12 $1.38 $1.50 89.5% 25.2% 64.8% 25.8% 87.6% -0.2% -2.8% -109.9K 13.1M -231.4K 0.57 16.87 N/A N/A 2,241 1,282 265,330 415,332 2024-04-15 $1.35 $1.50 89.9% 25.8% 64.0% 26.3% 90.0% 8.1% -3.8% -114.4K 13.1M -222.9K 0.27 24.85 N/A N/A 2,219 598 262,432 413,895 2024-04-16 $1.33 $1.50 91.3% 26.2% 57.4% 27.9% 91.4% -3.4% -2.8% -106.2K 12.5M -215.5K 0.15 19.62 N/A N/A 1,531 228 263,345 414,211 2024-04-17 $1.33 $1.50 91.0% 26.1% 53.3% 27.4% 91.0% 11.2% -3.9% -112.7K 13.8M -219.7K 2.09 62.52 N/A N/A 2,042 4,272 264,020 414,257 2024-04-18 $1.33 $1.50 84.9% 24.4% 51.9% 20.5% 84.8% 7.7% -1.1% -112.1K 13.1M -212.9K 3.21 49.63 N/A N/A 1,629 5,232 265,215 417,859 2024-04-19 $1.31 $1.50 83.8% 23.8% 51.8% 19.4% 83.0% 12.4% 2.4% -119.6K 14.4M -217.4K 1.45 70.11 N/A N/A 3,942 5,727 265,721 417,959 2024-04-22 $1.37 $1.50 84.3% 24.9% 54.0% 19.9% 86.8% 31.4% -4.9% -134.1K 15.3M -222.7K 0.56 57.09 N/A N/A 6,557 3,659 170,887 404,339 2024-04-23 $1.40 $1.50 84.1% 25.6% 55.0% 19.7% 89.2% 34.0% -14.9% -127.7K 13.6M -223.8K 0.20 50.66 N/A N/A 4,941 979 174,531 407,170 2024-04-24 $1.31 $1.50 88.8% 26.6% 58.0% 25.0% 93.3% 24.7% -7.7% -126.0K 15.4M -215.5K 1.61 45.26 N/A N/A 3,997 6,441 177,113 407,774 2024-04-25 $1.21 $1.50 89.4% 34.0% 63.1% 25.7% 109.6% 13.5% 31.6% -118.9K 14.3M -195.5K 0.81 51.48 N/A N/A 5,093 4,134 178,646 408,963 2024-04-26 $1.23 $1.50 89.7% 33.2% 63.8% 26.0% 110.6% 6.6% 46.9% -114.2K 13.6M -192.4K 0.23 63.13 N/A N/A 3,792 891 180,471 413,133 2024-04-29 $1.23 $1.50 88.8% 38.5% 60.5% 25.0% 132.8% 20.2% -7.2% -132.0K 15.4M -207.3K 3.48 80.91 N/A N/A 3,311 11,512 178,067 409,656 2024-04-30 $1.17 $1.50 83.7% 39.6% 59.9% 19.2% 136.6% 11.1% 32.7% -125.6K 15.5M -193.6K 0.38 37.07 N/A N/A 8,337 3,135 179,485 418,688
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