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LUMN Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete LUMN options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around LUMN.

Latest Data: 2026-04-09 (EDT)
Max Pain Price
7.5
Exp: 2026-04-10
Gamma Flip
7.16
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.686
Shows put vs call positioning
IV Skew
-4.46
Put–call IV difference
Max Pain Price Volatility
σ = 5.00
low volatility
Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. Options Chian

On the put side, the bearish positioning looks mainly like hedging. This reflects caution and short-term protection rather than a true bearish call. Confidence: 71%

Current DPI is 0.678(bullish). Bullish, momentum neutral or unclear.

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-04-17 options expiry. 100% confidence

The support levels for LUMN are at 7.40, 7.27, and 6.47, while the resistance levels are at 7.56, 7.69, and 8.49. The pivot point, a key reference price for traders, is at 7.50.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 1)

Expiry 2026-04-10 (DTE 1): Pinning structure with suppressed volatility. Option flow bias is bearish (-0.50), pin strength 0.70.


Based on the latest options positioning (DTE 1), the ATM straddle implies a standardized 4.88% 1-day move.


The expected range for the next 1 days is 6.90 7.61 , corresponding to +1.71% / -7.73% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.


Bullish flow suggests upside interest toward 7.54 (0.77% above spot).

Bearish positioning points to downside pressure toward 6.58 (12.03% below spot).


Options flow strength: 0.56 (0–1 scale). ATM Strike: 7.50, Call: 0.18, Put: 0.18, Straddle Cost: 0.36.


Price moves are likely to stay range-bound. The short-term gamma flip is near 7.18 , with intermediate positioning around 7.16 . The mid-term gamma flip remains near 7.16.