LBRDA Options History — January 2015

Name: LBRDA Options Analytics - January 2015
Creator: Options Analysis Suite

In January 2015, LBRDA traded between $41.63 and $46.67. ATM implied volatility averaged 47.1%. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 20.5% (HV 20d: 26.6%). Max pain ranged from $42.17 to $42.17. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.86.

Notable Days

2015-01-14: Highest Volume — 883 contracts
2015-01-05: Largest IV spike — 116.9% change
2015-01-07: Largest Expected Move — 11.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.77	$41.63	$46.67	$46.64	$41.63
Max Pain	$42.17	$42.17	$42.17	$42.17	$42.17
ATM IV	47.1%	20.2%	108.6%	31.5%	25.5%
Expected Move	8.8%	5.8%	11.5%	10.0%	7.3%
HV 20d	26.6%	22.7%	29.8%	22.7%	28.3%
HV 60d	25.6%	25.0%	25.9%	25.0%	25.6%
Term Structure	-5.1%	-20.6%	12.4%	8.2%	0.3%
VWIV	25.8%	20.4%	35.8%	20.4%	25.6%
Skew 25d	3.7%	-6.7%	19.5%	19.5%	-2.0%
Skew 10d	7.0%	-3.6%	30.0%	30.0%	-2.0%
Call IV 25d	37.9%	23.3%	61.3%	61.3%	23.3%
Put IV 25d	41.6%	21.2%	80.8%	80.8%	21.2%
Bid-Ask Spread %	117.69	105.37	131.92	131.81	108.37
Gamma HHI	0.40	0.22	0.80	0.25	0.80
Net GEX	4.1K	0	15.2K	1.7K	15.2K
Net DEX	1.5M	0	3.0M	2.8M	940.8K
Net VEX	-1.5K	-2.4K	0	-1.9K	-1.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.86	0.00	1.29	1.08	1.05
Total Volume	411.1	0	883	865	403
Total OI	852.55	0	1,453	1,313	724

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 Vol	Put Vol	Call OI	Put OI
2015-01-02	$46.64	$0.00	31.5%	10.0%	22.7%	0.0%	0.0%	19.5%	8.2%	1.7K	2.8M	-1.9K	1.08	131.81	416	449	660	653
2015-01-05	$45.75	$0.00	68.4%	10.0%	23.3%	0.0%	0.0%	3.6%	-12.9%	0	0	0	0.00	131.76	0	0	0	0
2015-01-06	$44.55	$0.00	72.6%	9.5%	24.0%	0.0%	0.0%	4.0%	-14.6%	0	0	0	0.00	124.08	0	0	0	0
2015-01-07	$44.69	$0.00	73.8%	11.5%	24.1%	0.0%	0.0%	4.3%	-14.7%	0	0	0	0.00	124.70	0	0	0	0
2015-01-08	$46.19	$0.00	78.8%	8.2%	27.5%	0.0%	0.0%	11.3%	-17.1%	650	2.8M	-1.5K	1.08	122.77	416	449	660	653
2015-01-09	$45.84	$0.00	81.9%	11.4%	27.5%	0.0%	0.0%	11.2%	-20.6%	823	2.7M	-1.5K	1.08	121.69	416	449	660	653
2015-01-12	$45.89	$0.00	104.7%	11.1%	26.9%	0.0%	0.0%	2.9%	-13.6%	718	2.8M	-1.0K	1.12	131.92	416	465	660	653
2015-01-13	$46.67	$0.00	108.6%	11.4%	24.7%	0.0%	0.0%	12.2%	-14.5%	1.4K	2.9M	-924	1.12	128.93	416	465	660	669
2015-01-14	$45.06	$0.00	29.0%	8.3%	27.2%	0.0%	0.0%	-1.6%	0.7%	3.0K	2.8M	-2.4K	1.11	109.77	418	465	722	706
2015-01-15	$45.94	$0.00	24.3%	7.0%	27.7%	0.0%	0.0%	7.6%	1.8%	4.5K	2.9M	-1.8K	1.10	108.39	418	461	724	706
2015-01-16	$45.90	$0.00	29.1%	8.4%	27.6%	0.0%	20.4%	-5.1%	0.0%	1.7K	3.0M	-2.0K	0.33	105.37	32	11	724	729
2015-01-20	$44.49	$42.17	23.1%	6.6%	29.8%	0.0%	23.0%	-3.1%	-2.1%	610	990.3K	-1.9K	0.00	114.18	28	0	332	306
2015-01-21	$44.17	$42.17	27.1%	7.8%	28.9%	0.0%	0.0%	1.2%	-2.7%	4.7K	922.8K	-2.2K	0.00	114.17	3	0	360	306
2015-01-22	$44.46	$42.17	30.1%	8.6%	26.8%	0.0%	24.2%	2.7%	0.1%	4.2K	929.2K	-2.1K	1.29	106.74	172	221	363	306
2015-01-23	$44.21	$42.17	29.3%	8.4%	26.3%	0.0%	24.9%	0.8%	-2.7%	4.8K	925.8K	-2.0K	1.22	107.58	181	221	368	306
2015-01-26	$44.28	$42.17	20.2%	5.8%	26.4%	0.0%	0.0%	3.6%	12.4%	8.4K	884.1K	-1.9K	0.00	113.68	0	0	383	306
2015-01-27	$44.15	$42.17	26.1%	7.5%	26.4%	0.0%	24.3%	5.0%	3.4%	6.2K	933.7K	-1.7K	0.00	116.31	16	0	383	306
2015-01-28	$42.70	$42.17	29.7%	8.5%	28.4%	0.0%	35.8%	-6.7%	-8.2%	11.9K	862.1K	-2.0K	1.16	113.65	191	221	399	306
2015-01-29	$42.28	$42.17	28.2%	8.1%	28.2%	0.0%	28.3%	2.7%	-5.3%	12.4K	915.8K	-1.7K	1.05	117.93	196	207	399	306
2015-01-30	$41.63	$42.17	25.5%	7.3%	28.3%	0.0%	25.6%	-2.0%	0.3%	15.2K	940.8K	-1.8K	1.05	108.37	196	207	410	314