LUMN Options History — June 2024

In June 2024, LUMN traded between $1.00 and $1.33. ATM implied volatility averaged 74.1%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 19.7%. IV traded above realized volatility by 30.2% (HV 20d: 43.9%). Max pain ranged from $1.50 to $2.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.33.

Notable Days

  • 2024-06-24: Highest Volume — 8,975 contracts
  • 2024-06-12: Largest IV spike — 74.8% change
  • 2024-06-13: Highest IV Rank — 60.7%
  • 2024-06-11: Largest Expected Move — 25.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.16$1.00$1.33$1.29$1.08
Max Pain$1.58$1.50$2.00$2.00$1.50
ATM IV74.1%55.5%136.7%62.1%66.4%
Expected Move19.7%15.7%25.2%20.2%17.1%
HV 20d43.9%39.2%51.8%39.6%51.8%
HV 60d54.3%52.1%56.7%56.0%53.2%
IV Rank15.9%2.6%60.7%7.3%10.4%
IV Percentile17.0%0.4%98.8%1.6%5.6%
Term Structure1.9%-135.0%66.5%19.4%9.9%
VWIV67.5%39.4%109.3%78.7%59.9%
Skew 25d2.3%-15.8%51.5%16.2%12.8%
Skew 10d13.8%-18.2%124.7%27.5%32.3%
Call IV 25d74.4%52.6%87.1%73.2%52.6%
Put IV 25d76.7%61.6%134.0%89.5%65.5%
Bid-Ask Spread %26.6410.2447.8510.7633.31
Gamma HHI0.390.250.590.320.34
Net GEX-88.4K-134.8K-50.4K-129.2K-50.4K
Net DEX13.1M9.9M16.3M14.6M10.8M
Net VEX-184.5K-205.8K-156.1K-202.1K-174.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.061.160.210.27
Total Volume4,723.0531,8828,9752,3233,912
Total OI600,004.053557,272627,221608,197559,735

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$1.29$2.0062.1%20.2%39.6%7.3%78.7%16.2%19.4%-129.2K14.6M-202.1K0.2110.76N/AN/A1,925398194,791413,406
2024-06-04$1.25$2.0076.5%24.7%40.7%17.6%90.0%9.8%51.2%-120.8K14.1M-188.7K0.1210.24N/AN/A1,676206195,454413,593
2024-06-05$1.33$2.0055.5%20.6%46.7%2.6%67.5%51.5%13.3%-99.2K12.6M-201.8K0.0623.98N/AN/A3,250179195,947413,194
2024-06-06$1.31$1.5070.5%18.3%46.7%13.4%64.0%6.8%66.5%-134.8K16.3M-205.8K0.1318.10N/AN/A1,749234196,713413,190
2024-06-07$1.27$1.5056.0%17.2%44.9%3.0%81.5%4.3%-6.7%-126.7K14.0M-196.9K0.1932.86N/AN/A1,653318196,996413,192
2024-06-10$1.25$1.5073.9%22.9%44.0%15.8%66.5%4.1%12.5%-97.5K15.0M-194.1K0.2921.86N/AN/A5,3081,550197,769413,210
2024-06-11$1.23$1.5069.7%25.2%43.0%12.7%109.3%-13.5%45.0%-110.2K15.4M-195.7K0.0928.14N/AN/A7,089605200,685409,265
2024-06-12$1.23$1.50121.8%22.1%39.2%50.0%39.4%-10.9%-71.9%-95.7K13.9M-198.5K0.0637.78N/AN/A3,157186206,576409,234
2024-06-13$1.19$1.50136.7%21.7%39.4%60.7%65.2%-9.7%-135.0%-88.9K13.9M-188.8K0.4127.06N/AN/A4,1451,691208,549408,411
2024-06-14$1.13$1.5084.8%18.8%42.1%23.6%51.8%13.6%-32.9%-64.9K13.8M-181.1K0.3129.02N/AN/A6,0381,854210,712408,251
2024-06-17$1.10$1.5065.6%18.1%42.6%9.8%63.3%-4.0%11.8%-95.4K13.7M-179.5K0.7131.63N/AN/A4,5933,258212,462404,122
2024-06-18$1.08$1.5066.9%18.7%42.6%10.8%65.2%-15.1%5.8%-113.7K13.0M-178.3K1.1632.61N/AN/A2,9673,434215,548404,794
2024-06-20$1.13$1.5070.5%20.0%44.4%13.3%67.4%-15.8%7.3%-56.1K12.8M-185.0K0.5621.53N/AN/A3,5411,987216,770406,466
2024-06-21$1.08$1.5068.4%19.2%44.4%11.8%61.9%-9.9%8.0%-50.5K11.1M-173.0K0.4747.85N/AN/A3,0891,459220,271406,950
2024-06-24$1.06$1.5074.8%18.9%44.5%16.4%68.3%-1.4%0.5%-61.0K11.7M-170.8K0.1131.48N/AN/A8,109866218,822340,495
2024-06-25$1.02$1.5064.3%15.7%45.5%8.9%54.8%6.6%3.8%-64.2K11.4M-167.8K0.3440.45N/AN/A2,378802217,042340,230
2024-06-26$1.00$1.5058.8%17.9%45.4%5.0%68.8%-15.7%16.3%-52.6K9.9M-156.1K0.3415.37N/AN/A2,554873218,594339,756
2024-06-27$1.02$1.5064.5%17.0%45.8%9.0%59.5%13.7%10.9%-68.1K11.2M-166.4K0.4412.10N/AN/A1,881824219,139339,743
2024-06-28$1.08$1.5066.4%17.1%51.8%10.4%59.9%12.8%9.9%-50.4K10.8M-174.9K0.2733.31N/AN/A3,076836219,959339,776