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Lumen Technologies, Inc. Common Stock LUMN

i

Market dataready · fetched 2026-11-11T03:57:18.643Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T00:56:33.378758935Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T03:57:18.175718+00:00

Share price$4.70
1D+7.1%
AH$4.33$4.46$4.59$4.72$4.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLUMN
Sold putSold callAH

Lumen Technologies, Inc. Common Stock options

Live interpolated LUMN call and put midpoint premiums by absolute delta.Lumen Technologies, Inc. Common Stock$0.00$1.83$3.66$5.49$7.32$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELUMN PRICE$0.18$0.21$0.24$0.27$0.30$0.34$0.41$0.48$0.24$0.31$0.38$0.45$3.85$5.59$6.79
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.24236.1%15.0%
25Δ4.31275.4%15.0%
30Δ4.38314.6%15.0%
35Δ4.45353.9%15.0%
40Δ
45Δ4.78109.3%5.4%
50Δ4.72111.1%4.8%
55Δ4.66112.9%4.1%
60Δ4.60114.7%3.4%
65Δ4.54116.5%2.8%7.78800.0%16.3%
70Δ4.47116.4%2.2%
75Δ4.38112.9%1.8%9.49800.0%17.1%
80Δ4.29109.5%1.4%10.66800.0%17.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.24
IV
236.1%
B/E move
15.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.31
IV
275.4%
B/E move
15.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.38
IV
314.6%
B/E move
15.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.45
IV
353.9%
B/E move
15.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.78
IV
109.3%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.72
IV
111.1%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.66
IV
112.9%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.60
IV
114.7%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.54
IV
116.5%
B/E move
2.8%
Puts
Pseudo strike
7.78
IV
800.0%
B/E move
16.3%

70Δ

Calls
Pseudo strike
4.47
IV
116.4%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.38
IV
112.9%
B/E move
1.8%
Puts
Pseudo strike
9.49
IV
800.0%
B/E move
17.1%

80Δ

Calls
Pseudo strike
4.29
IV
109.5%
B/E move
1.4%
Puts
Pseudo strike
10.66
IV
800.0%
B/E move
17.8%

Options history

IV · four-Friday blend95.78%
Daily close
LUMN41.3%167.7%294.1%2026-08-14: 73.33%2026-08-17: 70.71%2026-08-21: 66.71%2026-08-28: 88.26%2026-08-31: 141.13%2026-09-01: 66.82%2026-09-02: 66.46%2026-09-04: 61.56%2026-09-11: 58.74%2026-09-14: 114.71%2026-09-15: 72.22%2026-09-17: 100.09%2026-09-18: 61.31%2026-09-21: 66.24%2026-09-22: 65.96%2026-09-23: 86.16%2026-09-28: 107.92%2026-09-30: 219.77%2026-10-02: 233.84%2026-10-12: 132.15%2026-10-13: 151.47%2026-10-16: 276.65%2026-10-19: 114.02%2026-10-20: 140.15%2026-10-21: 135.46%2026-10-23: 228.58%2026-10-27: 245.79%2026-10-30: 95.78%Aug 14Sep 21Oct 30
28 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
73.33%
70.71%
66.71%
88.26%
141.13%
66.82%
66.46%
61.56%
58.74%
114.71%
72.22%
100.09%
61.31%
66.24%
65.96%
86.16%
107.92%
219.77%
233.84%
132.15%
151.47%
276.65%
114.02%
140.15%
135.46%
228.58%
245.79%
95.78%