LUMN Options History — August 2024 In August 2024, LUMN traded between $2.58 and $6.88. ATM implied volatility averaged 125.0%, placing in the 46.4% IV rank vs the trailing year. The 30-day expected move averaged 36.5%. IV traded below realized volatility by 154.0% (HV 20d: 279.0%). Max pain ranged from $2.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.56.
Notable Days 2024-08-06 : Highest Volume — 376,242 contracts2024-08-09 : Largest IV drop — 26.6% change2024-08-06 : Highest IV Rank — 100.0%2024-08-02 : Largest Expected Move — 72.7%Monthly Statistics Metric Avg Min Max Open Close Price $5.29 $2.58 $6.88 $3.26 $5.21 Max Pain $3.95 $2.00 $5.00 $2.00 $5.00 ATM IV 125.0% 90.3% 215.8% 163.3% 90.3% Expected Move 36.5% 26.2% 72.7% 69.7% 26.2% HV 20d 279.0% 109.1% 313.6% 109.1% 306.8% HV 60d 174.0% 87.6% 193.4% 87.6% 193.2% IV Rank 46.4% 23.4% 100.0% 79.7% 23.4% IV Percentile 85.4% 61.9% 100.0% 99.2% 61.9% Term Structure -4.5% -26.2% 11.4% -7.5% -5.1% VWIV 129.1% 91.1% 258.5% 244.4% 91.1% Skew 25d 3.3% -13.1% 18.0% -13.1% 5.4% Skew 10d 12.3% -0.7% 22.8% -0.7% 14.7% Call IV 25d 124.5% 88.7% 216.1% 205.9% 88.8% Put IV 25d 127.8% 91.9% 211.1% 192.8% 94.2% Bid-Ask Spread % 11.82 4.37 20.78 14.05 16.63 Gamma HHI 0.22 0.13 0.60 0.13 0.17 Net GEX 1.0M 49.5K 4.4M 190.8K 770.9K Net DEX -127.5M -255.0M -17.5M -48.7M -96.1M Net VEX -595.5K -699.8K -380.0K -380.0K -660.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.12 1.27 0.44 0.55 Total Volume 124,745.545 30,931 376,242 342,050 30,931 Total OI 1,002,458.409 728,107 1,146,671 728,107 1,056,916
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 2024-08-01 $3.26 $2.00 163.3% 69.7% 109.1% 79.7% 244.4% -13.1% -7.5% 190.8K -48.7M -380.0K 0.44 14.05 N/A N/A 237,357 104,693 302,543 425,564 2024-08-02 $3.06 $2.50 188.9% 72.7% 115.7% 98.0% 258.5% -7.7% -22.4% 91.7K -37.9M -382.8K 0.60 9.43 N/A N/A 35,971 21,452 401,171 493,930 2024-08-05 $2.58 $3.00 187.8% 47.7% 140.5% 97.2% 166.7% 11.8% -26.2% 49.5K -17.5M -389.2K 0.62 18.11 N/A N/A 24,602 15,222 369,446 468,412 2024-08-06 $4.97 $3.00 215.8% 55.4% 257.6% 100.0% 195.6% -5.1% -10.9% 301.2K -120.7M -430.9K 0.56 16.68 N/A N/A 240,594 135,648 376,803 471,356 2024-08-07 $6.88 $3.00 188.5% 48.6% 269.2% 83.4% 169.1% -0.3% -7.7% 891.8K -255.0M -627.3K 0.90 8.26 N/A N/A 162,029 145,800 484,104 551,466 2024-08-08 $5.38 $4.00 173.0% 40.9% 295.1% 73.9% 145.3% 13.6% -7.3% 528.4K -135.4M -587.9K 1.27 11.77 N/A N/A 118,350 150,387 479,262 614,628 2024-08-09 $5.67 $4.00 127.0% 35.3% 294.9% 45.8% 126.0% 4.8% -5.0% 506.1K -155.2M -599.6K 0.43 5.93 N/A N/A 81,342 35,045 495,873 650,798 2024-08-12 $4.71 $4.00 125.5% 35.1% 309.5% 44.9% 125.5% 5.2% -1.2% 264.7K -84.7M -587.5K 0.73 17.70 N/A N/A 52,906 38,404 433,450 566,374 2024-08-13 $4.94 $4.00 112.7% 31.1% 309.5% 37.1% 112.7% 4.0% -4.9% 373.0K -99.3M -592.4K 1.17 6.81 N/A N/A 37,418 43,794 444,646 578,938 2024-08-14 $5.71 $4.00 109.9% 31.1% 310.2% 35.4% 109.3% 1.9% -0.9% 985.8K -150.9M -572.1K 0.17 12.37 N/A N/A 167,826 29,252 457,288 571,878 2024-08-15 $5.75 $4.00 99.4% 28.8% 309.4% 29.0% 99.1% -7.6% -1.2% 1.5M -158.2M -658.6K 0.33 17.98 N/A N/A 52,933 17,202 516,431 583,471 2024-08-16 $6.00 $4.00 94.3% 27.2% 309.4% 25.9% 97.0% 2.9% 1.2% 4.4M -176.5M -609.2K 0.31 12.17 N/A N/A 66,147 20,777 520,740 588,113 2024-08-19 $5.87 $4.00 97.0% 27.9% 310.8% 27.5% 102.2% 4.7% -6.5% 1.3M -146.3M -657.4K 0.24 5.16 N/A N/A 76,418 18,590 465,604 492,807 2024-08-20 $6.14 $4.00 95.3% 27.5% 310.8% 26.5% 96.9% 4.4% -7.2% 1.7M -167.9M -670.9K 0.33 11.21 N/A N/A 73,649 24,145 486,001 504,091 2024-08-21 $6.14 $4.50 94.9% 27.2% 311.4% 26.3% 94.3% 4.0% -3.2% 1.8M -166.5M -662.1K 0.29 15.71 N/A N/A 39,956 11,473 504,494 516,430 2024-08-22 $6.05 $4.50 94.4% 27.1% 312.8% 26.0% 99.7% 3.2% -1.7% 1.8M -162.4M -683.8K 0.44 6.17 N/A N/A 49,626 21,929 514,178 523,611 2024-08-23 $6.22 $4.50 101.4% 28.9% 313.1% 30.3% 101.5% 4.7% 7.8% 1.3M -177.1M -635.9K 0.12 6.57 N/A N/A 110,078 12,661 518,506 537,571 2024-08-26 $6.16 $4.50 92.3% 26.8% 313.6% 24.7% 93.1% 6.3% -2.3% 1.5M -157.6M -699.8K 0.56 4.37 N/A N/A 33,791 18,796 480,991 506,003 2024-08-27 $5.16 $4.50 103.8% 31.5% 312.2% 31.7% 109.5% 18.0% 11.4% 720.6K -95.3M -658.7K 1.07 20.78 N/A N/A 57,517 61,569 489,180 515,545 2024-08-28 $5.33 $5.00 99.4% 29.0% 308.1% 29.0% 105.9% 7.4% 1.9% 835.2K -102.7M -676.6K 0.61 10.25 N/A N/A 20,692 12,695 504,747 539,567 2024-08-29 $5.21 $5.00 94.5% 27.7% 308.4% 26.0% 97.1% 3.7% 0.2% 667.9K -92.5M -678.0K 0.69 11.89 N/A N/A 20,582 14,153 507,311 543,847 2024-08-30 $5.21 $5.00 90.3% 26.2% 306.8% 23.4% 91.1% 5.4% -5.1% 770.9K -96.1M -660.2K 0.55 16.63 N/A N/A 19,931 11,000 511,428 545,488
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