Liberty Broadband Corporation (LBRDA) Options History
Historical options analytics archive for LBRDA with monthly max pain, implied volatility, gamma exposure, and put/call data.
140 months of complete options data available.
LBRDA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LBRDA. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 16 | 90.8% | 19.2% | $35.00 | $3.1K | -$24.3K | 1.88 |
| 2026-05 | 17 | 105.3% | 24.8% | $35.00 | $9.0K | -$86.1K | 0.35 |
| 2026-04 | 19 | 65.8% | 72.1% | $45.00 | -$1.5K | $53.9K | 1.06 |
| 2026-03 | 19 | 41.5% | 47.5% | $45.00 | $2.3K | -$58.2K | 0.31 |
| 2026-02 | 19 | 37.7% | 39.4% | $50.00 | $5.8K | -$148.2K | 0.58 |
| 2026-01 | 20 | 42.5% | 49.7% | $45.00 | $8.9K | -$122.2K | 1.05 |
This archive aggregates LBRDA's daily end-of-day options snapshots into monthly summaries, spanning 2014-11 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how LBRDA option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 90.8%, a month-end max-pain strike around $35.00, an average put/call ratio of 1.88.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
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2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
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2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
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2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Frequently asked LBRDA history questions
- How much options history is available for LBRDA?
- This archive holds 140 months of LBRDA options analytics, spanning 2014-11 through 2026-06. Each entry is a monthly rollup of LBRDA's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the LBRDA archive.
- What data does each monthly LBRDA aggregate contain?
- Every monthly row summarizes that month of LBRDA option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 90.8%, an average IV rank of 19.2%, a month-end max-pain strike around $35.00, an average put/call ratio of 1.88.
- How is the LBRDA options-history archive built and how often does it update?
- The archive is derived from LBRDA's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how LBRDA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.