LUMN Options History — November 2024 In November 2024, LUMN traded between $6.97 and $10.23. ATM implied volatility averaged 82.2%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 24.1%. IV traded below realized volatility by 10.2% (HV 20d: 92.4%). Max pain ranged from $6.00 to $7.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.35.
Notable Days 2024-11-06 : Highest Volume — 109,786 contracts2024-11-06 : Largest IV drop — 32.5% change2024-11-05 : Highest IV Rank — 34.9%2024-11-01 : Largest Expected Move — 35.9%Monthly Statistics Metric Avg Min Max Open Close Price $8.23 $6.97 $10.23 $6.97 $7.41 Max Pain $6.85 $6.00 $7.00 $6.00 $7.00 ATM IV 82.2% 68.5% 109.1% 97.9% 76.8% Expected Move 24.1% 21.1% 35.9% 35.9% 22.4% HV 20d 92.4% 63.9% 102.5% 66.5% 100.4% HV 60d 86.4% 78.7% 91.9% 91.6% 78.7% IV Rank 18.5% 10.2% 34.9% 28.1% 15.2% IV Percentile 34.3% 8.7% 91.3% 75.0% 21.8% Term Structure -2.9% -24.3% 11.6% 11.6% -2.1% VWIV 86.5% 76.6% 127.5% 127.5% 80.2% Skew 25d 1.2% -4.6% 16.5% 16.5% -3.2% Skew 10d 14.1% -10.3% 97.8% -2.3% 18.9% Call IV 25d 84.5% 67.0% 109.2% 96.7% 80.1% Put IV 25d 85.7% 76.3% 113.1% 113.1% 76.9% Bid-Ask Spread % 33.56 5.17 51.69 12.58 51.69 Gamma HHI 0.18 0.13 0.49 0.49 0.14 Net GEX 1.5M 842.0K 2.6M 2.1M 1.1M Net DEX -200.7M -308.6M -138.7M -138.7M -152.6M Net VEX -741.0K -828.3K -650.3K -650.3K -711.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.35 0.10 1.10 0.15 0.20 Total Volume 33,229.15 9,908 109,786 26,420 9,908 Total OI 799,239.35 734,625 840,403 751,900 807,569
Daily Data (20 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 2024-11-01 $6.97 $6.00 97.9% 35.9% 66.5% 28.1% 127.5% 16.5% 11.6% 2.1M -138.7M -650.3K 0.15 12.58 N/A N/A 23,001 3,419 375,621 376,279 2024-11-04 $7.42 $6.00 106.1% 28.6% 64.0% 33.1% 101.8% 1.4% -1.7% 842.0K -160.7M -662.4K 0.44 14.18 N/A N/A 31,781 14,020 361,745 372,880 2024-11-05 $7.50 $6.00 109.1% 29.3% 63.9% 34.9% 103.8% 0.7% -6.9% 891.2K -166.0M -668.0K 0.37 12.72 N/A N/A 34,794 12,864 374,346 382,152 2024-11-06 $8.98 $7.00 73.7% 21.1% 88.4% 13.3% 77.1% 1.5% 0.8% 1.7M -242.7M -661.3K 0.29 5.17 N/A N/A 85,257 24,529 387,648 386,231 2024-11-07 $9.20 $7.00 68.5% 21.1% 87.0% 10.2% 77.7% 2.6% -24.3% 1.7M -251.3M -662.6K 0.23 46.73 N/A N/A 37,743 8,624 396,120 396,211 2024-11-08 $9.57 $7.00 73.6% 21.1% 86.9% 13.3% 76.6% 2.9% -5.9% 2.6M -275.9M -730.5K 0.10 22.78 N/A N/A 81,355 7,787 406,724 397,889 2024-11-11 $10.23 $7.00 82.0% 23.9% 86.6% 18.4% 84.3% -4.6% 1.0% 1.6M -308.6M -750.1K 0.14 27.32 N/A N/A 72,400 9,933 402,399 388,088 2024-11-12 $9.09 $7.00 83.2% 23.9% 100.5% 19.1% 83.7% 0.2% 0.3% 1.8M -253.0M -799.2K 0.66 26.47 N/A N/A 20,177 13,249 430,567 391,096 2024-11-13 $8.93 $7.00 82.8% 23.7% 101.1% 18.9% 84.3% -0.9% 0.0% 1.8M -242.0M -802.2K 1.10 28.90 N/A N/A 7,800 8,606 433,463 393,121 2024-11-14 $8.61 $7.00 77.3% 23.1% 102.5% 15.5% 88.7% 3.6% 6.3% 1.7M -219.3M -828.3K 0.24 35.11 N/A N/A 14,715 3,569 435,655 397,207 2024-11-15 $8.61 $7.00 78.8% 23.2% 98.4% 16.4% 83.2% -0.8% 5.7% 1.4M -220.1M -822.7K 0.35 38.04 N/A N/A 10,565 3,650 442,093 398,310 2024-11-18 $8.16 $7.00 78.7% 22.7% 100.4% 16.4% 81.1% -0.1% -5.2% 1.3M -192.7M -775.3K 0.30 41.25 N/A N/A 10,022 2,991 416,380 380,488 2024-11-19 $7.72 $7.00 80.2% 23.0% 98.6% 17.3% 83.7% 1.9% -4.2% 1.2M -168.9M -756.6K 0.47 43.98 N/A N/A 18,627 8,667 420,582 381,931 2024-11-20 $7.51 $7.00 83.8% 24.0% 99.4% 19.5% 86.1% 1.1% -7.8% 1.2M -160.9M -759.5K 0.19 40.75 N/A N/A 11,449 2,202 429,203 382,162 2024-11-21 $7.88 $7.00 82.8% 23.7% 100.2% 18.8% 85.1% -2.6% -0.7% 1.3M -179.9M -770.3K 0.14 35.32 N/A N/A 11,889 1,714 425,750 382,679 2024-11-22 $7.96 $7.00 78.1% 22.5% 100.2% 16.0% 80.7% -2.5% -3.5% 1.5M -184.1M -780.6K 0.59 42.21 N/A N/A 8,692 5,170 430,254 382,968 2024-11-25 $7.79 $7.00 79.1% 22.8% 100.7% 16.6% 81.2% 9.3% -14.8% 1.3M -174.2M -763.7K 0.20 46.10 N/A N/A 8,251 1,684 423,138 381,728 2024-11-26 $7.70 $7.00 78.0% 22.7% 100.7% 15.9% 84.9% -0.9% -7.4% 1.3M -170.0M -732.6K 0.13 48.41 N/A N/A 16,825 2,162 425,676 382,628 2024-11-27 $7.37 $7.00 74.7% 22.4% 102.2% 13.9% 79.2% -2.1% 1.2% 1.1M -151.7M -732.8K 0.64 51.56 N/A N/A 8,826 5,666 422,343 383,463 2024-11-29 $7.41 $7.00 76.8% 22.4% 100.4% 15.2% 80.2% -3.2% -2.1% 1.1M -152.6M -711.1K 0.20 51.69 N/A N/A 8,253 1,655 420,867 386,702
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