LUMN Options History — July 2024 In July 2024, LUMN traded between $1.02 and $3.08. ATM implied volatility averaged 94.6%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 26.5%. IV traded above realized volatility by 33.2% (HV 20d: 61.4%). Max pain ranged from $1.00 to $2.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.37.
Notable Days 2024-07-30 : Highest Volume — 191,268 contracts2024-07-16 : Largest IV spike — 224.0% change2024-07-16 : Highest IV Rank — 90.5%2024-07-30 : Largest Expected Move — 58.9%Monthly Statistics Metric Avg Min Max Open Close Price $1.44 $1.02 $3.08 $1.08 $3.08 Max Pain $1.20 $1.00 $2.00 $1.50 $2.00 ATM IV 94.6% 55.1% 178.5% 74.7% 137.6% Expected Move 26.5% 15.9% 58.9% 20.3% 46.2% HV 20d 61.4% 46.4% 116.5% 51.9% 116.5% HV 60d 57.2% 50.5% 87.4% 52.3% 87.4% IV Rank 30.6% 2.3% 90.5% 16.3% 61.3% IV Percentile 49.4% 0.4% 99.6% 13.9% 98.0% Term Structure -9.5% -66.7% 60.7% 1.6% -8.6% VWIV 92.8% 58.0% 215.0% 71.5% 164.2% Skew 25d 2.9% -55.9% 37.3% -3.7% 9.5% Skew 10d 24.7% -33.4% 281.4% -3.4% 45.0% Call IV 25d 84.8% 58.0% 159.8% 81.3% 139.0% Put IV 25d 87.7% 53.9% 164.8% 77.6% 148.4% Bid-Ask Spread % 74.57 7.79 140.62 36.26 8.29 Gamma HHI 0.29 0.16 0.41 0.35 0.16 Net GEX -7.1K -58.2K 154.7K -44.3K 154.7K Net DEX 4.2M -41.9M 11.5M 11.0M -41.9M Net VEX -218.8K -398.8K -163.8K -168.6K -398.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.37 0.09 1.59 0.41 0.19 Total Volume 24,385.364 925 191,268 5,016 101,707 Total OI 577,358.727 548,784 703,685 559,530 703,685
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 2024-07-01 $1.08 $1.50 74.7% 20.3% 51.9% 16.3% 71.5% -3.7% 1.6% -44.3K 11.0M -168.6K 0.41 36.26 N/A N/A 3,569 1,447 220,684 338,846 2024-07-02 $1.08 $1.50 94.3% 20.4% 51.2% 30.3% 72.3% 27.6% -3.7% -50.6K 11.5M -175.1K 0.19 40.71 N/A N/A 776 149 222,052 339,591 2024-07-03 $1.02 $1.50 98.7% 16.4% 53.5% 33.5% 58.0% 21.6% -23.0% -58.2K 10.1M -163.8K 0.31 69.91 N/A N/A 1,457 458 222,219 339,716 2024-07-05 $1.02 $1.00 69.4% 17.1% 46.4% 12.5% 78.2% 10.9% -35.6% -56.2K 10.6M -165.6K 0.16 106.05 N/A N/A 2,279 363 223,238 339,939 2024-07-08 $1.04 $1.00 95.2% 18.3% 47.8% 31.0% 62.7% 17.2% -40.9% -51.4K 10.3M -164.9K 0.52 140.62 N/A N/A 916 475 223,770 338,396 2024-07-09 $1.06 $1.00 100.8% 18.9% 48.4% 35.0% 86.5% 18.5% -9.7% -54.5K 10.8M -172.9K 0.50 82.39 N/A N/A 1,767 886 224,110 338,652 2024-07-10 $1.04 $1.00 69.5% 18.5% 48.5% 12.6% 85.9% 23.0% -1.2% -49.3K 10.1M -172.0K 0.27 102.02 N/A N/A 2,247 602 224,006 338,873 2024-07-11 $1.13 $1.00 85.6% 24.3% 58.4% 24.1% 84.8% -15.5% -0.3% -49.4K 11.5M -178.0K 0.13 91.06 N/A N/A 4,313 546 224,896 338,974 2024-07-12 $1.17 $1.00 81.6% 18.9% 60.0% 21.3% 87.7% -10.0% -1.0% -43.0K 10.5M -185.0K 0.16 91.71 N/A N/A 3,524 563 226,203 338,981 2024-07-15 $1.25 $1.00 55.1% 15.9% 63.5% 2.3% 61.6% -18.6% 60.7% -40.2K 10.7M -196.1K 0.13 94.97 N/A N/A 5,801 763 226,991 338,476 2024-07-16 $1.33 $1.00 178.5% 51.5% 63.5% 90.5% 88.1% 37.3% -8.0% -19.1K 8.9M -203.9K 0.12 98.43 N/A N/A 4,584 545 228,555 338,525 2024-07-17 $1.35 $1.00 129.0% 37.0% 62.2% 55.1% 76.7% 27.1% 1.3% -10.8K 8.8M -204.2K 0.09 125.67 N/A N/A 7,548 661 230,765 338,564 2024-07-18 $1.33 $1.00 81.2% 24.1% 62.0% 20.9% 84.3% -15.5% -0.8% -16.3K 9.6M -205.2K 0.13 88.93 N/A N/A 8,873 1,174 231,599 338,481 2024-07-19 $1.38 $1.00 64.0% 18.7% 61.4% 8.7% 80.7% -9.4% -5.9% -5.4K 8.4M -209.9K 0.73 93.34 N/A N/A 3,261 2,373 234,412 337,611 2024-07-22 $1.42 $1.00 71.9% 17.7% 58.1% 14.3% 74.6% -11.6% 1.4% -7.9K 10.5M -212.9K 0.49 59.07 N/A N/A 4,644 2,274 216,971 331,813 2024-07-23 $1.48 $1.00 73.9% 18.2% 57.6% 15.7% 80.3% -11.9% -0.6% 41.5K 5.2M -199.5K 0.13 74.24 N/A N/A 8,277 1,086 218,546 331,882 2024-07-24 $1.52 $1.00 94.8% 26.2% 53.8% 30.7% 91.7% -11.3% -13.3% 42.6K 4.7M -239.2K 0.84 63.99 N/A N/A 19,955 16,830 222,173 332,560 2024-07-25 $1.65 $1.50 88.4% 28.3% 55.9% 26.1% 98.5% 1.3% -1.0% 3.9K 3.7M -243.3K 1.59 84.84 N/A N/A 9,010 14,305 229,185 345,940 2024-07-26 $1.75 $1.50 93.7% 31.6% 57.2% 29.9% 108.4% 29.4% -66.7% 22.6K -75.5K -272.0K 0.28 41.77 N/A N/A 32,239 9,050 231,304 359,081 2024-07-29 $1.96 $1.50 84.0% 35.6% 64.1% 23.0% 130.7% -55.9% -32.0% 52.5K -6.2M -306.7K 0.44 38.57 N/A N/A 44,298 19,615 252,702 362,048 2024-07-30 $2.60 $1.50 159.6% 58.9% 109.3% 77.0% 215.0% 4.9% -22.0% 81.8K -27.0M -376.9K 0.37 7.79 N/A N/A 139,518 51,750 277,994 378,883 2024-07-31 $3.08 $2.00 137.6% 46.2% 116.5% 61.3% 164.2% 9.5% -8.6% 154.7K -41.9M -398.8K 0.19 8.29 N/A N/A 85,133 16,574 281,937 421,748
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