LBRDA Options History — April 2019 In April 2019, LBRDA traded between $86.04 and $92.55. ATM implied volatility averaged 27.7%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 16.3% (HV 20d: 11.4%). Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 3.67.
Notable Days 2019-04-18 : Highest Volume — 16 contracts2019-04-10 : Largest IV spike — 41.5% change2019-04-22 : Highest IV Rank — 40.0%2019-04-22 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $88.95 $86.04 $92.55 $86.22 $92.55 ATM IV 27.7% 20.0% 34.6% 33.1% 27.6% Expected Move 8.5% 7.5% 9.9% 7.9% 7.9% HV 20d 11.4% 8.5% 14.0% 14.0% 8.5% HV 60d 26.0% 12.2% 28.5% 28.5% 12.2% IV Rank 23.9% 5.9% 40.0% 36.3% 23.7% IV Percentile 38.1% 2.4% 77.8% 66.7% 36.5% Term Structure -2.3% -9.8% 8.8% -1.0% -5.9% Skew 25d 3.3% -5.2% 13.3% -0.5% -0.8% Skew 10d 6.3% -4.7% 23.1% 3.3% 7.8% Call IV 25d 31.4% 23.3% 40.3% 34.2% 40.3% Put IV 25d 34.7% 23.8% 47.2% 33.7% 39.4% Bid-Ask Spread % 99.52 60.86 133.81 129.78 129.28 Gamma HHI 0.44 0.27 0.55 0.43 0.27 Net GEX 591 -2.1K 2.9K 1.8K -970 Net DEX -30.3K -66.7K 22.3K -44.6K -4.5K Net VEX -268 -499 -127 -182 -336 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.67 1.00 6.00 1.00 4.00 Total Volume 3.048 0 16 0 11 Total OI 34.095 21 51 38 21
Daily Data (21 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 2019-04-01 $86.22 $0.00 33.1% 7.9% 14.0% 36.3% 0.0% -0.5% -1.0% 1.8K -44.6K -182 0.00 129.78 0 0 10 28 2019-04-02 $86.75 $0.00 23.1% 9.3% 13.4% 13.3% 0.0% 0.4% 8.8% 2.9K -50.1K -170 0.00 64.86 0 0 10 28 2019-04-03 $86.04 $0.00 24.8% 8.7% 13.8% 17.0% 0.0% 1.5% -3.4% 2.6K -51.6K -167 0.00 104.92 0 0 10 28 2019-04-04 $86.06 $0.00 21.4% 9.0% 13.3% 9.3% 0.0% 3.6% -4.3% 2.9K -49.2K -170 0.00 60.86 0 0 10 28 2019-04-05 $87.04 $0.00 20.5% 8.4% 13.4% 7.1% 0.0% 5.5% -3.6% 2.8K -54.5K -161 0.00 78.31 0 0 10 28 2019-04-08 $87.50 $0.00 24.1% 8.8% 12.1% 15.4% 0.0% -0.5% -4.5% 2.6K -57.1K -153 0.00 64.60 0 0 10 28 2019-04-09 $87.48 $0.00 20.0% 8.3% 12.0% 5.9% 0.0% -0.1% -2.5% 2.5K -60.8K -144 0.00 62.90 0 0 10 28 2019-04-10 $88.13 $0.00 28.2% 8.1% 11.6% 25.1% 0.0% 0.6% -0.2% 1.8K -53.9K -160 0.00 129.12 0 0 10 28 2019-04-11 $88.58 $0.00 27.9% 8.0% 11.4% 24.2% 0.0% 0.7% 0.3% 1.7K -55.0K -161 0.00 115.34 0 0 10 28 2019-04-12 $89.12 $0.00 27.5% 7.9% 11.4% 23.4% 0.0% 4.1% 0.4% 1.6K -57.6K -154 0.00 117.12 0 0 10 28 2019-04-15 $88.66 $0.00 27.4% 7.9% 11.5% 23.2% 0.0% 3.9% -2.8% 1.9K -64.3K -127 0.00 95.88 0 0 10 28 2019-04-16 $89.26 $0.00 29.7% 8.5% 11.6% 28.6% 0.0% 2.0% -4.2% 502 -66.7K -138 1.00 88.04 2 2 10 28 2019-04-17 $89.68 $0.00 26.1% 7.5% 11.6% 20.3% 0.0% 13.3% -1.0% 818 -62.4K -162 6.00 98.83 2 13 10 30 2019-04-18 $89.71 $0.00 28.3% 8.1% 11.2% 25.2% 0.0% -5.2% -0.7% -1.8K -23.0K -421 4.00 128.75 3 13 10 41 2019-04-22 $89.07 $0.00 34.6% 9.9% 9.9% 40.0% 0.0% 3.4% -6.6% -1.7K 22.3K -449 0.00 82.15 0 0 5 18 2019-04-23 $89.89 $0.00 28.6% 8.2% 9.8% 25.9% 0.0% 10.4% -1.3% -1.6K 18.4K -441 0.00 133.81 0 1 5 18 2019-04-24 $90.55 $0.00 33.0% 9.5% 10.0% 36.1% 0.0% 3.7% -0.5% -1.8K 19.3K -460 0.00 78.01 0 2 5 19 2019-04-25 $91.28 $0.00 31.7% 9.1% 10.1% 33.1% 0.0% 9.1% 2.2% -2.1K 21.6K -499 0.00 113.40 0 2 5 21 2019-04-26 $91.96 $0.00 32.3% 9.2% 10.1% 34.4% 0.0% 5.2% -6.9% -2.0K 17.9K -485 0.00 90.27 0 2 5 21 2019-04-29 $92.32 $0.00 32.5% 9.3% 8.5% 35.0% 0.0% 10.0% -9.8% -2.0K 19.9K -497 0.00 123.60 0 11 5 21 2019-04-30 $92.55 $0.00 27.6% 7.9% 8.5% 23.7% 0.0% -0.8% -5.9% -970 -4.5K -336 0.00 129.28 0 11 5 16
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