LBRDA Options History — September 2019 In September 2019, LBRDA traded between $96.61 and $101.87. ATM implied volatility averaged 22.3%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 5.7% (HV 20d: 16.6%). Max pain ranged from $89.03 to $93.72. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-09-03 : Highest Volume — 2 contracts2019-09-09 : Largest IV spike — 60.4% change2019-09-09 : Highest IV Rank — 31.8%2019-09-24 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $100.04 $96.61 $101.87 $97.95 $98.17 Max Pain $89.50 $89.03 $93.72 $93.72 $89.03 ATM IV 22.3% 14.0% 32.8% 23.3% 26.6% Expected Move 6.1% 4.0% 8.5% 6.7% 7.6% HV 20d 16.6% 15.6% 18.5% 17.7% 16.7% HV 60d 16.7% 16.3% 17.1% 16.3% 17.1% IV Rank 14.2% 0.0% 31.8% 13.3% 23.4% IV Percentile 23.1% 0.0% 73.0% 21.8% 44.0% Term Structure 0.7% -10.2% 8.6% -0.7% 0.9% VWIV 16.3% 16.3% 16.3% 16.3% 16.3% Skew 25d 3.3% -4.3% 15.8% 15.8% 0.3% Skew 10d 6.0% -4.1% 24.4% 8.6% 2.2% Call IV 25d 21.5% 13.4% 37.2% 18.6% 37.2% Put IV 25d 24.8% 17.2% 37.5% 34.5% 37.5% Bid-Ask Spread % 115.69 100.76 130.35 122.13 130.35 Gamma HHI 0.49 0.24 0.77 0.37 0.25 Net GEX 8.0K 1.5K 19.7K 4.3K 1.7K Net DEX -78.4K -113.9K -41.4K -56.4K -46.1K Net VEX -299 -454 -215 -454 -331 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 0.4 0 2 2 0 Total OI 50 42 54 53 45
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 2019-09-03 $97.95 $93.72 23.3% 6.7% 17.7% 13.3% 0.0% 15.8% -0.7% 4.3K -56.4K -454 0.00 122.13 2 0 21 32 2019-09-04 $100.14 $93.72 21.4% 6.1% 18.5% 9.8% 0.0% 13.0% -10.2% 7.5K -82.5K -370 0.00 118.72 0 0 21 32 2019-09-05 $100.52 $89.03 26.2% 6.4% 17.7% 19.1% 0.0% -0.3% 2.7% 10.3K -89.1K -351 0.00 106.72 0 0 21 32 2019-09-06 $101.36 $89.03 20.4% 5.3% 17.2% 7.8% 0.0% -1.6% 3.2% 12.5K -102.2K -323 0.00 105.69 0 0 21 32 2019-09-09 $100.38 $89.03 32.8% 7.0% 17.7% 31.8% 0.0% 2.1% 0.8% 6.4K -77.7K -324 0.00 117.34 1 0 19 32 2019-09-10 $100.20 $89.03 31.6% 6.7% 17.0% 29.5% 0.0% 12.6% -0.7% 7.7K -82.6K -321 0.00 110.78 0 0 20 32 2019-09-11 $100.93 $89.03 14.9% 4.3% 17.0% 0.0% 0.0% 5.4% 3.5% 16.0K -80.9K -306 0.00 107.61 0 0 20 32 2019-09-12 $101.87 $89.03 16.0% 4.6% 15.6% 2.0% 16.3% 1.2% 4.4% 19.7K -94.2K -281 0.00 100.76 2 0 20 32 2019-09-13 $101.79 $89.03 14.0% 4.0% 15.8% 0.0% 0.0% 1.9% 8.6% 17.9K -105.4K -308 0.00 118.96 0 0 22 32 2019-09-16 $100.93 $89.03 19.3% 5.5% 16.4% 9.8% 0.0% -0.8% -1.8% 11.8K -100.4K -266 0.00 116.71 0 0 22 32 2019-09-17 $101.26 $89.03 21.6% 6.2% 15.8% 14.0% 0.0% 8.2% -4.7% 11.6K -100.5K -297 0.00 111.93 0 0 22 32 2019-09-18 $101.33 $89.03 19.6% 5.6% 15.8% 10.3% 0.0% 1.1% -1.2% 9.5K -106.8K -299 0.00 120.16 0 0 22 32 2019-09-19 $101.70 $89.03 16.9% 4.8% 15.6% 5.3% 0.0% -4.3% 2.8% 10.2K -113.9K -246 0.00 115.31 0 0 22 32 2019-09-20 $99.53 $89.03 24.9% 7.1% 18.0% 20.1% 0.0% 1.2% -1.0% 2.6K -61.5K -231 0.00 119.58 0 0 22 32 2019-09-23 $100.14 $89.03 19.3% 5.5% 16.5% 9.9% 0.0% 0.9% 4.8% 2.9K -61.2K -235 0.00 114.55 0 0 12 30 2019-09-24 $99.08 $89.03 29.5% 8.5% 15.6% 28.9% 0.0% 0.2% -2.6% 1.7K -53.7K -263 0.00 119.86 0 0 12 30 2019-09-25 $99.10 $89.03 19.5% 5.6% 15.6% 10.2% 0.0% -0.9% 1.9% 2.6K -57.4K -215 0.00 117.27 1 0 12 30 2019-09-26 $97.85 $89.03 23.4% 6.7% 16.4% 17.5% 0.0% 1.0% 1.9% 2.2K -53.8K -272 0.00 113.11 0 0 13 30 2019-09-27 $96.61 $89.03 25.6% 7.3% 16.0% 21.5% 0.0% 9.5% 1.5% 1.5K -41.4K -296 0.00 126.35 0 2 13 30 2019-09-30 $98.17 $89.03 26.6% 7.6% 16.7% 23.4% 0.0% 0.3% 0.9% 1.7K -46.1K -331 0.00 130.35 0 0 13 32
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