LBRDA Options History — September 2020 In September 2020, LBRDA traded between $126.64 and $134.82. ATM implied volatility averaged 36.8%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 15.6% (HV 20d: 21.2%). Max pain ranged from $107.78 to $126.52. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2020-09-23 : Highest Volume — 11 contracts2020-09-09 : Largest IV drop — 47.6% change2020-09-08 : Highest IV Rank — 40.5%2020-09-02 : Largest Expected Move — 12.2%Monthly Statistics Metric Avg Min Max Open Close Price $130.85 $126.64 $134.82 $130.71 $133.03 Max Pain $109.56 $107.78 $126.52 $126.52 $107.78 ATM IV 36.8% 28.2% 53.9% 41.6% 42.4% Expected Move 9.7% 7.8% 12.2% 11.9% 12.1% HV 20d 21.2% 12.5% 29.1% 12.5% 29.0% HV 60d 20.5% 19.5% 22.3% 19.5% 20.6% IV Rank 23.5% 15.0% 40.5% 28.2% 29.0% IV Percentile 60.2% 36.1% 91.3% 73.8% 73.4% Term Structure -7.5% -19.3% 0.2% -16.4% -9.3% VWIV 38.9% 38.9% 38.9% 38.9% 38.9% Skew 25d 5.1% -3.7% 19.4% 1.2% 0.4% Skew 10d 1.7% -25.1% 13.6% -12.5% 3.8% Call IV 25d 43.1% 21.7% 60.1% 57.4% 60.1% Put IV 25d 48.1% 37.9% 60.5% 58.6% 60.5% Bid-Ask Spread % 131.08 127.20 141.13 141.13 131.31 Gamma HHI 0.22 0.14 0.35 0.16 0.33 Net GEX 2.9K -25 8.7K 408 8.3K Net DEX -60.5K -134.8K -11.4K -28.2K -120.8K Net VEX -375 -672 -88 -197 -585 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 1.048 0 11 0 0 Total OI 56 48 68 48 68
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 2020-09-01 $130.71 $126.52 41.6% 11.9% 12.5% 28.2% 0.0% 1.2% -16.4% 408 -28.2K -197 0.00 141.13 0 0 4 44 2020-09-02 $132.79 $126.52 42.4% 12.2% 13.6% 29.1% 0.0% 1.2% -14.1% 810 -32.6K -182 0.00 140.58 0 0 4 44 2020-09-03 $128.77 $107.78 45.2% 8.0% 16.8% 31.8% 0.0% 9.9% 0.2% 326 -21.5K -231 0.00 128.71 0 0 4 44 2020-09-04 $127.30 $107.78 47.2% 7.8% 16.5% 33.8% 0.0% 15.3% -0.1% -7 -16.6K -263 0.00 129.48 0 1 4 44 2020-09-08 $126.64 $107.78 53.9% 8.3% 16.3% 40.5% 0.0% 19.4% -2.4% -25 -11.4K -276 0.00 129.35 0 0 4 45 2020-09-09 $129.28 $107.78 28.2% 8.1% 17.1% 15.0% 0.0% 6.6% -6.6% 812 -31.2K -116 0.00 130.37 0 0 4 45 2020-09-10 $127.73 $107.78 29.4% 8.4% 17.6% 16.2% 0.0% 12.7% -1.7% 101 -18.3K -234 0.00 130.04 0 0 4 45 2020-09-11 $127.69 $107.78 29.8% 8.5% 17.4% 16.6% 0.0% 14.1% -1.9% 122 -18.3K -235 0.00 129.85 0 0 4 45 2020-09-14 $129.64 $107.78 30.3% 8.7% 18.3% 17.1% 0.0% 6.3% -8.2% 1.0K -33.1K -88 0.00 130.68 0 0 4 45 2020-09-15 $131.95 $107.78 30.6% 8.8% 18.8% 17.4% 0.0% 5.1% -5.4% 1.0K -32.4K -171 0.00 127.20 9 0 4 45 2020-09-16 $134.34 $107.78 31.1% 8.9% 19.7% 17.9% 38.9% -3.7% -14.1% 3.5K -80.1K -484 0.00 129.62 1 0 13 45 2020-09-17 $131.27 $107.78 31.8% 9.1% 21.5% 18.5% 0.0% 0.4% -2.9% 3.0K -72.8K -505 0.00 130.17 0 0 14 45 2020-09-18 $132.25 $107.78 32.2% 9.2% 21.6% 18.9% 0.0% 0.5% -2.1% 3.2K -86.2K -408 0.00 130.05 0 0 14 45 2020-09-21 $130.09 $107.78 34.3% 9.8% 22.5% 21.0% 0.0% 0.4% -7.3% 2.5K -57.5K -478 0.00 130.82 0 0 13 45 2020-09-22 $134.82 $107.78 33.8% 9.7% 25.7% 20.5% 0.0% 0.4% -5.5% 3.5K -82.9K -426 0.00 130.40 0 0 13 45 2020-09-23 $131.79 $107.78 35.6% 10.2% 27.1% 22.3% 0.0% 0.5% -4.2% 2.6K -64.6K -512 0.00 130.48 11 0 13 45 2020-09-24 $129.70 $107.78 36.6% 10.5% 27.7% 23.3% 0.0% 0.5% -9.1% 6.8K -101.1K -607 0.00 130.87 0 0 23 45 2020-09-25 $130.60 $107.78 37.4% 10.7% 27.8% 24.1% 0.0% 0.5% -9.1% 6.7K -96.6K -672 0.00 130.87 0 0 23 45 2020-09-28 $133.78 $107.78 39.1% 11.2% 29.1% 25.8% 0.0% 14.8% -18.0% 8.7K -134.8K -609 0.00 131.26 0 0 23 45 2020-09-29 $133.66 $107.78 40.2% 11.5% 29.0% 26.9% 0.0% 0.4% -19.3% 8.1K -129.7K -603 0.00 129.50 0 0 23 45 2020-09-30 $133.03 $107.78 42.4% 12.1% 29.0% 29.0% 0.0% 0.4% -9.3% 8.3K -120.8K -585 0.00 131.31 0 0 23 45
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