LBRDA Options History — May 2018

In May 2018, LBRDA traded between $63.84 and $68.25. ATM implied volatility averaged 31.7%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded below realized volatility by 20.6% (HV 20d: 52.3%). Max pain ranged from $65.60 to $79.66. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 4.42.

Notable Days

  • 2018-05-17: Highest Volume — 224 contracts
  • 2018-05-30: Largest IV drop — 42.3% change
  • 2018-05-08: Highest IV Rank — 45.5%
  • 2018-05-01: Largest Expected Move — 12.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$66.34$63.84$68.25$67.05$63.84
Max Pain$67.26$65.60$79.66$79.66$65.60
ATM IV31.7%19.0%46.5%42.8%22.6%
Expected Move8.6%5.4%12.3%12.3%6.5%
HV 20d52.3%18.1%60.4%59.2%18.1%
HV 60d39.4%38.1%40.7%40.6%38.2%
IV Rank22.4%2.5%45.5%39.6%8.2%
IV Percentile48.0%0.8%96.4%92.5%4.8%
Term Structure-2.4%-14.7%6.5%-4.8%6.5%
VWIV33.5%24.5%54.4%54.4%31.6%
Skew 25d3.4%-0.8%15.3%3.1%5.7%
Skew 10d1.7%-5.9%20.1%11.0%3.7%
Call IV 25d31.8%24.1%53.5%40.8%27.0%
Put IV 25d35.3%25.9%58.7%43.9%32.6%
Bid-Ask Spread %107.4889.49128.85109.35127.38
Gamma HHI0.420.330.500.500.33
Net GEX-27.3K-34.4K-20.9K-23.8K-21.6K
Net DEX1.0M869.3K1.2M893.8K1.1M
Net VEX-1.8K-2.2K-1.2K-2.1K-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.423.095.885.693.09
Total Volume203.818186224186205
Total OI240.409217254217254

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-05-01$67.05$79.6642.8%12.3%59.2%39.6%54.4%3.1%-4.8%-23.8K893.8K-2.1K5.69109.352815828189
2018-05-02$65.63$79.6634.4%9.9%59.3%26.6%51.2%5.2%-1.8%-27.1K968.9K-1.8K5.88118.522816328189
2018-05-03$65.99$0.0037.5%6.5%59.3%31.4%0.0%3.3%-2.8%-26.8K1.1M-1.5K5.88113.382816328194
2018-05-04$67.53$0.0044.2%11.1%60.3%41.9%0.0%6.6%-7.5%-27.3K893.0K-2.2K5.7792.972816028194
2018-05-07$68.25$0.0038.7%8.6%60.3%33.3%0.0%5.3%-2.0%-29.1K930.6K-2.1K5.7792.992816028196
2018-05-08$67.39$0.0046.5%10.5%60.3%45.5%0.0%1.2%-1.5%-26.7K914.4K-2.1K5.85100.222916929196
2018-05-09$66.20$0.0033.9%9.7%60.4%25.8%38.9%-0.8%1.4%-26.9K1.0M-2.1K5.0996.383417429212
2018-05-10$66.60$65.6023.9%6.9%60.4%10.2%25.7%1.3%5.5%-31.9K1.1M-1.7K5.09108.173417434218
2018-05-11$66.27$65.6028.6%8.2%60.4%17.5%31.7%1.6%-6.5%-34.4K1.2M-1.6K5.0989.493417434218
2018-05-14$67.28$65.6029.1%8.3%59.9%18.3%37.9%2.9%4.7%-33.2K1.0M-2.2K5.09101.633417434218
2018-05-15$66.81$65.6030.4%8.7%59.9%20.3%33.1%-0.5%-1.5%-32.2K1.1M-2.0K5.09113.573417434218
2018-05-16$67.31$65.6027.6%7.9%59.7%16.0%29.3%5.8%1.7%-33.1K1.0M-2.0K5.09103.183417434218
2018-05-17$66.63$65.6032.5%9.3%59.7%23.6%30.8%2.0%-6.7%-32.4K1.1M-1.8K3.47103.285017434218
2018-05-18$66.08$65.6019.0%5.4%59.7%2.5%24.5%1.8%2.0%-28.8K990.7K-1.6K3.47128.185017450196
2018-05-21$65.74$65.6026.3%7.5%59.5%13.9%29.6%0.3%-2.4%-22.4K1.0M-1.5K3.11101.985015650189
2018-05-22$65.93$65.6029.6%8.5%59.3%19.1%28.7%1.6%-10.0%-23.4K1.0M-1.6K3.11102.465015650194
2018-05-23$66.30$65.6031.3%9.0%59.4%21.8%30.9%3.5%-2.6%-25.4K936.8K-1.8K3.11109.625015650194
2018-05-24$66.09$65.6029.3%8.4%59.3%18.6%28.9%1.4%-4.4%-24.4K992.9K-1.6K3.11104.605015650194
2018-05-25$66.49$65.6033.4%9.6%19.2%25.0%35.7%15.3%-14.7%-27.3K869.3K-2.0K3.11112.515015650194
2018-05-29$65.23$65.6035.6%10.2%19.1%28.5%33.2%4.4%-9.2%-20.9K1.0M-1.4K3.11105.945015650194
2018-05-30$64.95$65.6020.6%5.9%18.6%4.9%27.0%4.9%3.1%-22.6K1.1M-1.2K3.09128.855015550200
2018-05-31$63.84$65.6022.6%6.5%18.1%8.2%31.6%5.7%6.5%-21.6K1.1M-1.3K3.09127.385015550204