LUMN Options History — October 2024 In October 2024, LUMN traded between $6.13 and $6.78. ATM implied volatility averaged 97.4%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 29.6%. IV traded above realized volatility by 30.7% (HV 20d: 66.7%). Max pain ranged from $4.50 to $6.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.32.
Notable Days 2024-10-21 : Highest Volume — 98,127 contracts2024-10-22 : Largest IV spike — 21.8% change2024-10-09 : Highest IV Rank — 32.5%2024-10-31 : Largest Expected Move — 35.9%Monthly Statistics Metric Avg Min Max Open Close Price $6.43 $6.13 $6.78 $6.54 $6.42 Max Pain $5.87 $4.50 $6.00 $4.50 $6.00 ATM IV 97.4% 85.5% 105.2% 87.8% 102.0% Expected Move 29.6% 23.6% 35.9% 24.0% 35.9% HV 20d 66.7% 57.6% 81.8% 81.8% 59.7% HV 60d 186.5% 103.6% 196.7% 195.3% 103.6% IV Rank 27.8% 20.5% 32.5% 22.0% 30.6% IV Percentile 76.1% 43.7% 90.9% 52.8% 86.9% Term Structure -0.5% -22.7% 22.6% 15.2% -4.2% VWIV 104.1% 82.2% 128.8% 84.2% 128.8% Skew 25d 2.7% -45.3% 22.2% 2.8% -45.3% Skew 10d 4.2% -55.5% 26.7% 9.3% 15.7% Call IV 25d 97.1% 83.6% 104.3% 88.6% 103.6% Put IV 25d 99.7% 58.4% 117.1% 91.4% 58.4% Bid-Ask Spread % 10.04 3.37 25.43 6.47 15.80 Gamma HHI 0.16 0.14 0.19 0.15 0.15 Net GEX 744.2K 554.1K 1.1M 952.4K 760.9K Net DEX -131.4M -166.8M -99.0M -151.5M -114.6M Net VEX -629.5K -680.1K -598.3K -680.1K -628.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.32 0.06 0.82 0.43 0.19 Total Volume 21,900.478 7,935 98,127 33,715 11,106 Total OI 817,986.261 711,407 884,219 872,050 751,784
Daily Data (23 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 2024-10-01 $6.54 $4.50 87.8% 24.0% 81.8% 22.0% 84.2% 2.8% 15.2% 952.4K -151.5M -680.1K 0.43 6.47 N/A N/A 23,597 10,118 452,214 419,836 2024-10-02 $6.75 $4.50 88.7% 23.6% 73.3% 22.5% 82.2% 4.4% 15.6% 1.1M -166.4M -668.7K 0.28 4.12 N/A N/A 6,526 1,811 459,618 424,023 2024-10-03 $6.66 $6.00 89.0% 29.0% 73.4% 22.6% 103.5% 0.8% 22.6% 1.0M -158.0M -671.0K 0.53 5.41 N/A N/A 8,876 4,665 459,774 424,445 2024-10-04 $6.78 $6.00 89.7% 28.5% 70.5% 23.1% 100.1% 5.1% 20.2% 969.1K -166.8M -663.2K 0.28 7.27 N/A N/A 13,860 3,869 459,340 423,409 2024-10-07 $6.31 $6.00 102.0% 29.3% 74.6% 30.6% 102.9% 5.5% -9.8% 759.5K -135.8M -628.2K 0.82 4.73 N/A N/A 13,330 10,913 438,405 412,673 2024-10-08 $6.42 $6.00 102.5% 28.8% 71.2% 30.9% 101.6% 4.2% -5.9% 773.7K -140.9M -632.0K 0.44 5.62 N/A N/A 6,446 2,827 439,843 416,688 2024-10-09 $6.47 $6.00 105.2% 28.5% 71.2% 32.5% 98.6% 22.2% 7.4% 794.0K -145.8M -635.8K 0.49 4.53 N/A N/A 6,894 3,386 442,039 417,689 2024-10-10 $6.30 $6.00 100.4% 27.9% 63.8% 29.6% 96.8% 6.1% -2.5% 673.9K -133.4M -636.8K 0.56 4.63 N/A N/A 6,540 3,661 444,267 419,812 2024-10-11 $6.28 $6.00 99.1% 28.2% 63.3% 28.8% 95.0% 7.2% -0.5% 680.1K -132.7M -598.3K 0.32 5.31 N/A N/A 9,817 3,172 446,314 421,866 2024-10-14 $6.13 $6.00 99.8% 28.3% 63.7% 29.2% 98.0% 4.9% -2.6% 713.2K -124.6M -605.8K 0.69 3.48 N/A N/A 10,759 7,449 433,637 415,760 2024-10-15 $6.25 $6.00 100.1% 28.3% 64.1% 29.4% 95.1% 4.8% -3.1% 618.4K -130.4M -609.4K 0.17 5.73 N/A N/A 9,642 1,668 433,692 417,779 2024-10-16 $6.24 $6.00 97.5% 27.9% 63.4% 27.8% 98.1% 5.9% -3.7% 585.4K -129.0M -612.9K 0.10 3.45 N/A N/A 12,455 1,297 436,950 418,518 2024-10-17 $6.17 $6.00 97.1% 28.0% 61.9% 27.6% 97.5% 3.7% -3.2% 569.2K -127.2M -604.1K 0.06 3.37 N/A N/A 21,142 1,306 437,008 418,774 2024-10-18 $6.78 $6.00 93.9% 28.0% 70.9% 25.7% 101.2% 2.9% -4.7% 633.7K -162.8M -618.9K 0.11 5.19 N/A N/A 39,325 4,302 439,437 414,802 2024-10-21 $6.63 $6.00 85.5% 31.1% 61.9% 20.5% 111.8% 3.5% -22.7% 675.7K -121.2M -621.4K 0.16 20.41 N/A N/A 84,447 13,680 343,772 367,635 2024-10-22 $6.16 $6.00 104.1% 31.3% 66.5% 31.9% 110.9% 1.4% -2.9% 630.7K -101.4M -630.7K 0.44 13.56 N/A N/A 22,819 9,984 380,052 373,098 2024-10-23 $6.13 $6.00 103.2% 31.4% 66.1% 31.3% 111.1% 6.0% -1.7% 554.1K -99.0M -627.2K 0.22 25.43 N/A N/A 24,419 5,420 383,390 378,757 2024-10-24 $6.29 $6.00 101.4% 31.2% 67.1% 30.2% 110.0% 1.6% -6.1% 609.6K -107.8M -613.0K 0.17 22.19 N/A N/A 10,475 1,822 382,509 379,793 2024-10-25 $6.42 $6.00 94.8% 31.0% 65.0% 26.2% 110.6% 1.7% -10.2% 652.7K -110.4M -639.6K 0.22 8.56 N/A N/A 12,643 2,749 384,354 380,416 2024-10-28 $6.39 $6.00 98.3% 32.4% 64.8% 28.3% 115.1% 6.4% 1.6% 666.9K -112.8M -611.8K 0.19 22.98 N/A N/A 9,273 1,748 362,455 372,813 2024-10-29 $6.58 $6.00 97.7% 33.0% 58.3% 28.0% 115.7% 4.0% -4.0% 820.1K -121.9M -615.2K 0.24 16.67 N/A N/A 6,406 1,529 366,859 374,151 2024-10-30 $6.72 $6.00 100.1% 34.5% 57.6% 29.4% 125.2% 1.4% -5.9% 918.6K -128.5M -626.3K 0.21 15.95 N/A N/A 29,322 6,216 368,177 375,057 2024-10-31 $6.42 $6.00 102.0% 35.9% 59.7% 30.6% 128.8% -45.3% -4.2% 760.9K -114.6M -628.9K 0.19 15.80 N/A N/A 9,301 1,805 375,461 376,323
« Sep 2024 | All History | Nov 2024 » Home LUMN History October 2024