LBRDA Options History — May 2019 In May 2019, LBRDA traded between $90.63 and $95.08. ATM implied volatility averaged 27.8%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 13.6% (HV 20d: 14.2%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 4.00.
Notable Days 2019-05-01 : Highest Volume — 11 contracts2019-05-14 : Largest IV spike — 106.7% change2019-05-14 : Highest IV Rank — 100.0%2019-05-03 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $92.76 $90.63 $95.08 $92.52 $91.43 ATM IV 27.8% 17.4% 67.8% 24.9% 19.2% Expected Move 6.8% 5.0% 9.4% 7.1% 5.5% HV 20d 14.2% 8.4% 18.6% 8.6% 18.6% HV 60d 13.0% 11.4% 14.3% 12.2% 14.1% IV Rank 22.5% 0.0% 100.0% 17.3% 3.5% IV Percentile 33.1% 0.0% 100.0% 20.6% 2.0% Term Structure -0.8% -6.8% 8.8% -1.4% 0.7% Skew 25d 5.2% -1.4% 20.3% 4.1% 3.3% Skew 10d 7.7% -1.3% 32.7% 5.6% 2.9% Call IV 25d 22.0% 14.4% 44.1% 20.0% 19.6% Put IV 25d 27.2% 16.3% 44.9% 24.1% 22.9% Bid-Ask Spread % 114.83 102.22 134.33 116.93 102.22 Gamma HHI 0.28 0.26 0.32 0.27 0.31 Net GEX -1.4K -3.6K -746 -913 -1.6K Net DEX -3.9K -15.2K 10.8K -8.8K 10.8K Net VEX -326 -408 -276 -317 -406 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.00 4.00 4.00 4.00 4.00 Total Volume 2.227 0 11 11 0 Total OI 23.636 21 28 21 25
Daily Data (22 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 2019-05-01 $92.52 $0.00 24.9% 7.1% 8.6% 17.3% 0.0% 4.1% -1.4% -913 -8.8K -317 0.00 116.93 0 11 5 16 2019-05-02 $91.89 $0.00 21.3% 6.1% 8.4% 9.1% 0.0% 1.5% 8.8% -958 -3.9K -339 0.00 130.58 0 11 5 16 2019-05-03 $93.39 $0.00 32.6% 9.4% 9.4% 35.3% 0.0% 0.8% -6.8% -849 -7.5K -314 0.00 134.33 0 11 5 16 2019-05-06 $93.21 $0.00 27.1% 6.6% 9.3% 22.4% 0.0% 5.7% 1.1% -854 -8.9K -314 0.00 112.41 0 0 5 16 2019-05-07 $93.05 $0.00 37.5% 8.1% 9.4% 46.6% 0.0% 6.7% -1.7% -904 -6.4K -321 0.00 114.30 0 0 5 16 2019-05-08 $92.90 $0.00 25.3% 6.6% 9.5% 18.3% 0.0% 5.9% 2.4% -824 -10.0K -305 0.00 110.69 0 0 5 16 2019-05-09 $92.84 $0.00 41.5% 7.9% 9.4% 55.9% 0.0% 11.1% -1.2% -936 -4.7K -321 0.00 113.50 0 7 5 16 2019-05-10 $93.27 $0.00 38.0% 7.3% 9.4% 47.7% 0.0% 11.2% -2.9% -2.7K 1.3K -340 0.00 111.94 0 0 5 23 2019-05-13 $90.63 $0.00 32.8% 8.0% 14.5% 35.7% 0.0% 11.6% -3.5% -3.6K 6.3K -338 0.00 112.69 0 0 5 23 2019-05-14 $91.50 $0.00 67.8% 7.4% 14.6% 100.0% 0.0% 15.7% -4.5% -3.4K 8.0K -348 4.00 116.36 1 4 5 23 2019-05-15 $92.46 $0.00 24.6% 7.0% 14.8% 14.2% 0.0% 0.7% -2.8% -2.9K 2.9K -317 0.00 116.88 0 0 5 23 2019-05-16 $93.89 $0.00 21.9% 6.3% 15.6% 9.0% 0.0% -1.4% -0.6% -1.3K -10.4K -290 0.00 106.39 0 0 5 23 2019-05-17 $95.08 $0.00 25.8% 7.4% 16.0% 16.7% 0.0% -0.6% -3.6% -755 -15.2K -282 0.00 117.59 0 0 5 23 2019-05-20 $92.84 $0.00 19.5% 5.6% 18.3% 4.1% 0.0% 0.3% 1.5% -792 -13.1K -276 0.00 108.69 0 0 5 16 2019-05-21 $93.44 $0.00 22.9% 6.6% 18.2% 10.9% 0.0% 9.1% -0.9% -772 -11.3K -290 0.00 110.80 0 0 5 16 2019-05-22 $93.50 $0.00 25.4% 7.3% 18.1% 15.9% 0.0% 1.8% -1.5% -815 -11.2K -286 0.00 116.73 0 0 5 16 2019-05-23 $92.94 $0.00 19.8% 5.7% 18.1% 4.8% 0.0% 20.3% -0.2% -824 -7.5K -294 0.00 114.70 0 0 5 16 2019-05-24 $93.07 $0.00 20.6% 5.9% 17.9% 6.3% 0.0% 0.4% 0.5% -746 -12.4K -281 0.00 109.86 0 4 5 16 2019-05-28 $92.98 $0.00 17.4% 5.0% 17.9% 0.0% 0.0% 1.1% 1.9% -1.5K 2.3K -393 0.00 115.20 0 0 5 20 2019-05-29 $91.80 $0.00 18.8% 5.4% 18.5% 2.7% 0.0% 3.5% -0.1% -1.6K 3.9K -392 0.00 113.15 0 0 5 20 2019-05-30 $92.14 $0.00 26.6% 7.6% 18.5% 18.2% 0.0% 0.6% -2.8% -1.6K 9.4K -408 0.00 120.31 0 0 5 20 2019-05-31 $91.43 $0.00 19.2% 5.5% 18.6% 3.5% 0.0% 3.3% 0.7% -1.6K 10.8K -406 0.00 102.22 0 0 5 20
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