LUMN Options History — May 2024 In May 2024, LUMN traded between $1.19 and $1.35. ATM implied volatility averaged 84.0%, placing in the 23.8% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 25.6% (HV 20d: 58.4%). Max pain ranged from $1.50 to $2.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.51.
Notable Days 2024-05-24 : Highest Volume — 18,744 contracts2024-05-31 : Largest IV spike — 104.7% change2024-05-29 : Highest IV Rank — 100.0%2024-05-01 : Largest Expected Move — 27.2%Monthly Statistics Metric Avg Min Max Open Close Price $1.29 $1.19 $1.35 $1.19 $1.27 Max Pain $1.93 $1.50 $2.00 $1.50 $2.00 ATM IV 84.0% 51.9% 191.7% 87.0% 191.7% Expected Move 19.5% 14.9% 27.2% 27.2% 18.4% HV 20d 58.4% 42.7% 64.8% 59.1% 42.7% HV 60d 60.3% 56.1% 69.1% 68.4% 56.1% IV Rank 23.8% 0.0% 100.0% 22.9% 100.0% IV Percentile 27.3% 0.0% 100.0% 45.2% 100.0% Term Structure 0.9% -34.0% 53.3% 53.3% -3.1% VWIV 67.6% 40.6% 122.9% 79.8% 53.8% Skew 25d 2.0% -31.5% 36.7% 17.4% -31.5% Skew 10d 2.1% -53.7% 53.1% 25.3% -35.7% Call IV 25d 72.0% 60.6% 92.0% 92.0% 74.2% Put IV 25d 74.1% 42.7% 109.5% 109.5% 42.7% Bid-Ask Spread % 25.00 11.88 71.67 71.67 21.30 Gamma HHI 0.30 0.27 0.34 0.34 0.30 Net GEX -122.5K -141.5K -92.1K -115.9K -98.7K Net DEX 13.8M 9.9M 15.0M 13.4M 12.0M Net VEX -197.9K -214.2K -131.4K -198.0K -163.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.01 4.18 0.11 0.22 Total Volume 5,359.636 2,617 18,744 9,325 2,785 Total OI 595,866.591 585,347 612,727 603,928 612,727
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 2024-05-01 $1.19 $1.50 87.0% 27.2% 59.1% 22.9% 79.8% 17.4% 53.3% -115.9K 13.4M -198.0K 0.11 71.67 N/A N/A 8,393 932 186,633 417,295 2024-05-02 $1.27 $1.50 88.5% 20.3% 62.4% 24.7% 56.1% 17.2% 4.8% -127.6K 14.5M -204.2K 0.12 20.23 N/A N/A 4,633 553 190,470 416,769 2024-05-03 $1.33 $1.50 68.1% 20.5% 64.8% 1.7% 87.2% 36.7% -1.3% -117.9K 12.5M -197.7K 0.98 46.54 N/A N/A 2,254 2,198 191,853 413,310 2024-05-06 $1.31 $2.00 62.1% 21.0% 64.7% 0.0% 73.2% 12.4% -9.9% -128.5K 14.5M -210.5K 0.33 37.08 N/A N/A 4,451 1,490 183,043 402,304 2024-05-07 $1.31 $2.00 59.8% 18.8% 61.8% 0.0% 65.6% -15.6% -34.0% -119.7K 13.5M -209.7K 0.26 14.92 N/A N/A 3,818 976 185,402 402,532 2024-05-08 $1.29 $2.00 66.0% 18.5% 60.3% 6.6% 66.0% -17.2% 1.1% -131.9K 14.5M -202.1K 0.61 17.12 N/A N/A 2,761 1,685 186,495 403,196 2024-05-09 $1.35 $2.00 68.6% 19.1% 60.6% 9.3% 67.8% 3.0% 2.7% -129.3K 14.3M -213.8K 0.16 25.52 N/A N/A 3,613 581 187,199 403,480 2024-05-10 $1.31 $2.00 65.5% 19.7% 59.7% 6.1% 68.9% -12.5% -1.1% -124.2K 13.8M -209.5K 0.15 25.60 N/A N/A 2,335 361 188,899 403,482 2024-05-13 $1.27 $2.00 71.7% 22.2% 60.2% 12.5% 78.1% -0.1% 6.5% -129.8K 14.8M -206.6K 0.44 22.79 N/A N/A 2,665 1,185 187,600 399,772 2024-05-14 $1.33 $2.00 68.9% 20.4% 62.4% 9.6% 71.2% -7.1% 3.1% -141.5K 15.0M -214.2K 0.07 11.88 N/A N/A 7,792 535 188,223 400,423 2024-05-15 $1.29 $2.00 68.5% 19.9% 63.4% 9.1% 69.6% 0.7% -2.6% -130.4K 14.5M -204.4K 0.15 14.60 N/A N/A 5,473 840 190,954 400,218 2024-05-16 $1.31 $2.00 122.1% 18.3% 63.6% 65.3% 63.7% 5.6% 0.3% -113.0K 13.4M -197.5K 0.55 13.91 N/A N/A 2,884 1,576 193,826 400,642 2024-05-17 $1.31 $2.00 75.0% 18.9% 63.4% 16.0% 65.4% 8.1% 5.1% -122.3K 13.5M -205.1K 0.76 21.56 N/A N/A 1,488 1,129 194,311 401,454 2024-05-20 $1.31 $2.00 62.0% 17.6% 61.2% 2.4% 62.4% 16.7% 10.5% -118.5K 13.5M -192.7K 0.08 17.47 N/A N/A 2,831 226 187,265 398,354 2024-05-21 $1.25 $2.00 70.0% 19.6% 62.4% 10.7% 57.2% -3.9% 5.5% -119.3K 14.0M -196.4K 0.18 20.17 N/A N/A 3,955 698 188,513 400,082 2024-05-22 $1.29 $2.00 51.9% 14.9% 59.4% 0.0% 46.3% 4.1% -6.8% -134.4K 14.4M -197.4K 0.11 26.11 N/A N/A 4,030 463 190,131 400,198 2024-05-23 $1.27 $2.00 73.7% 19.1% 52.1% 21.2% 70.0% -9.1% -8.3% -129.3K 14.2M -191.9K 0.24 28.79 N/A N/A 3,672 880 192,235 400,098 2024-05-24 $1.27 $2.00 61.5% 17.5% 51.8% 9.3% 75.4% -15.1% -0.7% -124.0K 13.9M -204.3K 4.18 26.91 N/A N/A 3,621 15,123 193,833 400,168 2024-05-28 $1.27 $2.00 112.0% 17.3% 51.8% 58.2% 45.7% 15.6% 5.2% -125.8K 14.3M -199.4K 0.25 26.45 N/A N/A 3,793 947 192,481 414,329 2024-05-29 $1.29 $2.00 158.9% 18.8% 48.3% 100.0% 40.6% 11.8% -2.9% -92.1K 9.9M -131.4K 1.21 19.15 N/A N/A 1,872 2,273 193,235 415,093 2024-05-30 $1.29 $2.00 93.7% 20.6% 48.1% 39.0% 122.9% 7.3% -7.7% -121.9K 14.4M -204.5K 0.01 20.23 N/A N/A 4,089 53 194,349 416,189 2024-05-31 $1.27 $2.00 191.7% 18.4% 42.7% 100.0% 53.8% -31.5% -3.1% -98.7K 12.0M -163.4K 0.22 21.30 N/A N/A 2,288 497 196,896 415,831
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