LBRDA Options History — August 2019 In August 2019, LBRDA traded between $90.18 and $97.88. ATM implied volatility averaged 29.7%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 12.3% (HV 20d: 17.4%). Max pain ranged from $93.72 to $103.09. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2019-08-05 : Highest Volume — 5 contracts2019-08-14 : Largest IV drop — 68.0% change2019-08-13 : Highest IV Rank — 98.5%2019-08-01 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $92.86 $90.18 $97.88 $92.03 $97.88 Max Pain $94.57 $93.72 $103.09 $103.09 $93.72 ATM IV 29.7% 16.4% 67.0% 30.6% 23.7% Expected Move 6.2% 4.7% 8.8% 8.8% 6.8% HV 20d 17.4% 14.1% 19.4% 14.3% 19.1% HV 60d 16.3% 15.5% 17.1% 16.5% 16.5% IV Rank 25.3% 0.0% 98.5% 26.1% 14.1% IV Percentile 41.4% 0.0% 99.6% 57.1% 24.2% Term Structure -0.8% -15.9% 5.7% -15.9% -1.6% VWIV 19.3% 19.3% 19.3% 19.3% 19.3% Skew 25d 3.1% -9.7% 15.2% 1.5% 14.1% Skew 10d 4.8% -10.4% 24.3% 2.9% 5.5% Call IV 25d 26.8% 12.4% 43.6% 43.6% 17.7% Put IV 25d 29.8% 18.2% 45.2% 45.2% 31.9% Bid-Ask Spread % 120.25 113.29 124.86 124.25 124.86 Gamma HHI 0.23 0.19 0.38 0.24 0.38 Net GEX -87 -2.5K 4.5K 1.2K 4.5K Net DEX -2.9K -64.7K 23.2K -13.3K -64.7K Net VEX -500 -566 -375 -473 -408 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.591 0 5 1 0 Total OI 52.818 48 55 48 53
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 2019-08-01 $92.03 $103.09 30.6% 8.8% 14.3% 26.1% 0.0% 1.5% -15.9% 1.2K -13.3K -473 0.00 124.25 0 1 22 26 2019-08-02 $91.62 $103.09 22.1% 6.3% 14.1% 9.4% 0.0% -4.5% -9.4% -742 4.2K -492 0.00 116.31 0 0 22 27 2019-08-05 $90.18 $93.72 36.8% 6.7% 14.7% 38.5% 19.3% 1.0% -0.3% -759 16.8K -538 0.00 119.23 0 5 22 27 2019-08-06 $91.54 $93.72 33.0% 4.7% 15.6% 30.9% 0.0% 8.1% 0.7% -294 7.0K -564 0.00 115.91 0 1 22 32 2019-08-07 $90.63 $93.72 40.8% 6.0% 14.8% 46.4% 0.0% 0.4% 1.9% -1.3K 22.2K -566 0.00 121.77 0 0 22 33 2019-08-08 $92.21 $93.72 47.1% 5.4% 16.6% 59.0% 0.0% 0.6% 1.9% -581 6.1K -550 0.00 121.88 0 0 22 33 2019-08-09 $91.86 $93.72 44.6% 5.7% 16.3% 54.0% 0.0% 0.6% -0.4% -866 10.4K -555 0.00 122.10 0 0 22 33 2019-08-12 $90.94 $93.72 50.6% 6.4% 16.4% 65.9% 0.0% 7.8% -0.9% -2.5K 23.2K -525 0.00 113.29 0 0 22 33 2019-08-13 $91.59 $93.72 67.0% 6.1% 16.8% 98.5% 0.0% 0.5% -0.8% -233 6.2K -523 0.00 117.99 0 0 22 33 2019-08-14 $90.37 $93.72 21.4% 6.1% 17.1% 8.0% 0.0% 0.3% 1.7% -1.8K 21.5K -500 0.00 120.92 0 0 22 33 2019-08-15 $91.00 $93.72 22.3% 6.4% 17.5% 9.8% 0.0% 0.4% 1.8% -1.6K 20.4K -524 0.00 121.62 0 0 22 33 2019-08-16 $92.00 $93.72 16.4% 4.7% 18.1% 0.0% 0.0% 2.0% 1.8% -351 6.2K -528 0.00 114.44 0 2 22 33 2019-08-19 $93.56 $93.72 21.4% 6.1% 19.2% 9.7% 0.0% 5.9% -6.2% -150 -7.7K -538 0.00 123.17 0 2 19 34 2019-08-20 $94.05 $93.72 19.4% 5.5% 19.3% 5.7% 0.0% -9.7% 5.6% -827 -3.4K -454 0.00 118.00 0 0 19 33 2019-08-21 $93.86 $93.72 21.4% 6.1% 19.2% 9.7% 0.0% -0.2% 0.8% 223 -7.8K -519 0.00 124.68 0 0 19 33 2019-08-22 $93.75 $93.72 22.4% 6.4% 19.2% 11.6% 0.0% 0.7% 0.8% -318 -2.1K -490 0.00 124.02 0 0 19 33 2019-08-23 $92.22 $93.72 22.4% 6.4% 17.6% 11.7% 0.0% 0.5% -3.3% -823 4.4K -497 0.00 121.54 0 0 19 33 2019-08-26 $94.42 $93.72 22.9% 6.6% 19.3% 12.6% 0.0% 4.1% 5.7% 104 -10.7K -449 0.00 119.03 0 0 19 32 2019-08-27 $94.71 $93.72 18.5% 5.3% 19.4% 4.0% 0.0% 8.4% 2.1% -140 -19.2K -375 0.00 113.93 2 0 19 32 2019-08-28 $95.37 $93.72 24.7% 7.1% 18.5% 16.1% 0.0% 9.6% 1.9% 1.7K -28.7K -495 0.00 122.26 0 0 21 32 2019-08-29 $97.03 $93.72 24.1% 6.9% 19.2% 14.9% 0.0% 15.2% -5.2% 3.6K -54.1K -431 0.00 124.20 0 0 21 32 2019-08-30 $97.88 $93.72 23.7% 6.8% 19.1% 14.1% 0.0% 14.1% -1.6% 4.5K -64.7K -408 0.00 124.86 0 0 21 32
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