LBRDA Options History — May 2020 In May 2020, LBRDA traded between $111.49 and $126.29. ATM implied volatility averaged 51.0%, placing in the 50.6% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 27.6% (HV 20d: 23.4%). Max pain ranged from $107.78 to $107.78. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2020-05-15 : Highest Volume — 11 contracts2020-05-13 : Largest IV drop — 71.1% change2020-05-07 : Highest IV Rank — 100.0%2020-05-01 : Largest Expected Move — 15.1%Monthly Statistics Metric Avg Min Max Open Close Price $116.49 $111.49 $126.29 $114.70 $126.29 Max Pain $107.78 $107.78 $107.78 $107.78 $107.78 ATM IV 51.0% 32.9% 114.0% 52.6% 38.8% Expected Move 10.0% 8.4% 15.1% 15.1% 11.1% HV 20d 23.4% 18.4% 29.4% 29.4% 27.2% HV 60d 61.8% 61.2% 62.5% 61.4% 61.3% IV Rank 50.6% 19.7% 100.0% 72.3% 25.5% IV Percentile 85.0% 71.8% 100.0% 95.6% 77.8% Term Structure -7.6% -16.6% 1.6% -15.8% -8.2% Skew 25d 0.9% -8.7% 6.2% 6.2% 1.7% Skew 10d 6.4% -10.8% 27.0% 27.0% 8.4% Call IV 25d 48.7% 40.9% 68.4% 68.4% 53.3% Put IV 25d 49.6% 39.1% 74.6% 74.6% 55.0% Bid-Ask Spread % 138.40 132.50 142.08 132.50 139.20 Gamma HHI 0.17 0.14 0.21 0.19 0.21 Net GEX -2.4K -4.6K 81 -170 -2.7K Net DEX -4.6K -54.9K 59.0K -26.5K -28.7K Net VEX -775 -929 -497 -929 -497 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 1.1 0 11 0 5 Total OI 45.15 36 50 50 36
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 2020-05-01 $114.70 $107.78 52.6% 15.1% 29.4% 72.3% 0.0% 6.2% -15.8% -170 -26.5K -929 0.00 132.50 0 0 21 29 2020-05-04 $115.55 $0.00 59.5% 8.5% 27.3% 84.8% 0.0% 1.7% -0.8% -722 -35.6K -890 0.00 135.80 0 0 21 29 2020-05-05 $115.67 $0.00 60.9% 8.6% 21.2% 87.3% 0.0% 1.6% -0.1% -154 -34.4K -890 0.00 136.69 0 0 21 29 2020-05-06 $114.08 $0.00 65.9% 9.2% 21.9% 96.6% 0.0% 1.6% 1.6% 81 -20.0K -897 0.00 136.53 0 0 21 29 2020-05-07 $116.71 $0.00 68.6% 8.4% 22.0% 100.0% 0.0% 4.3% -5.3% -854 -44.3K -847 0.00 138.18 0 0 21 29 2020-05-08 $116.82 $0.00 72.5% 8.7% 22.1% 100.0% 0.0% 2.3% -2.2% -291 -45.3K -887 0.00 133.63 0 0 21 29 2020-05-11 $116.04 $0.00 96.1% 8.8% 22.4% 100.0% 0.0% -0.4% -9.9% -1.1K -39.9K -810 0.00 138.85 0 0 21 29 2020-05-12 $114.09 $0.00 114.0% 9.4% 18.4% 100.0% 0.0% 1.6% -1.4% -526 -22.5K -826 0.00 140.02 0 0 21 29 2020-05-13 $111.49 $0.00 32.9% 9.4% 19.3% 19.7% 0.0% 1.4% -8.5% -632 9.2K -806 0.00 139.26 0 0 21 29 2020-05-14 $112.72 $0.00 33.3% 9.5% 19.7% 20.0% 0.0% 1.4% -5.6% -4.3K -40.3K -771 0.00 139.40 0 0 21 29 2020-05-15 $112.74 $0.00 33.7% 9.7% 19.0% 20.5% 0.0% 1.3% -8.5% -4.3K -54.9K -792 0.00 139.94 11 0 21 29 2020-05-18 $117.62 $0.00 33.8% 9.7% 24.4% 20.6% 0.0% -8.7% -7.9% -3.9K 41.0K -743 0.00 140.07 0 0 11 29 2020-05-19 $117.21 $0.00 34.4% 9.9% 23.9% 21.2% 0.0% 0.9% -7.1% -4.2K 43.9K -730 0.00 140.31 0 0 11 29 2020-05-20 $115.76 $0.00 35.1% 10.1% 24.3% 21.9% 0.0% 0.9% -5.5% -4.6K 59.0K -714 0.00 140.50 0 0 11 29 2020-05-21 $116.72 $0.00 34.9% 10.0% 24.4% 21.6% 0.0% -6.2% -16.6% -4.6K 48.0K -721 0.00 134.63 1 0 11 29 2020-05-22 $116.15 $0.00 36.2% 10.4% 24.3% 22.9% 0.0% 3.8% -13.4% -4.4K 49.7K -781 0.00 138.29 0 0 12 29 2020-05-26 $116.50 $0.00 39.2% 11.2% 23.9% 25.9% 0.0% 0.7% -13.0% -3.9K 37.0K -736 0.00 140.45 0 0 11 29 2020-05-27 $119.76 $0.00 38.6% 11.1% 25.5% 25.3% 0.0% 0.7% -13.4% -3.9K 26.9K -698 0.00 142.08 0 5 11 29 2020-05-28 $123.21 $0.00 39.0% 11.2% 27.0% 25.7% 0.0% 0.8% -10.9% -2.6K -14.7K -540 0.00 141.63 0 0 11 25 2020-05-29 $126.29 $0.00 38.8% 11.1% 27.2% 25.5% 0.0% 1.7% -8.2% -2.7K -28.7K -497 0.00 139.20 0 5 11 25
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