LBRDA Options History — June 2021

In June 2021, LBRDA traded between $145.90 and $157.71. ATM implied volatility averaged 17.3%, placing in the 3.3% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded below realized volatility by 1.1% (HV 20d: 18.5%). Max pain ranged from $131.21 to $149.95. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.56.

Notable Days

  • 2021-06-29: Highest Volume — 208 contracts
  • 2021-06-23: Largest IV spike — 43.9% change
  • 2021-06-02: Highest IV Rank — 8.9%
  • 2021-06-02: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$149.92$145.90$157.71$150.05$157.71
Max Pain$135.26$131.21$149.95$149.95$135.90
ATM IV17.3%12.8%23.5%16.5%15.4%
Expected Move5.0%3.7%6.7%4.7%4.4%
HV 20d18.5%14.9%21.9%21.3%16.9%
HV 60d18.0%17.4%18.9%18.9%17.8%
IV Rank3.3%0.0%8.9%1.5%2.7%
IV Percentile8.7%0.0%23.4%3.2%2.4%
Term Structure3.4%-4.8%10.0%0.4%5.8%
VWIV20.4%15.2%26.1%22.1%24.5%
Skew 25d-0.6%-9.6%6.3%1.2%-0.3%
Skew 10d5.2%-5.7%45.2%-0.8%-0.5%
Call IV 25d20.6%15.6%27.7%16.7%24.3%
Put IV 25d20.0%16.4%25.9%17.9%24.0%
Bid-Ask Spread %95.7385.42109.4695.07102.79
Gamma HHI0.240.170.310.260.29
Net GEX41.1K-3.9K113.2K41.6K111.1K
Net DEX-699.6K-1.4M-383.2K-578.9K-1.4M
Net VEX-3.7K-5.3K-2.7K-3.0K-5.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.003.001.360.00
Total Volume32.8180208352
Total OI303.727223373242302

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-06-01$150.05$149.9516.5%4.7%21.3%1.5%22.1%1.2%0.4%41.6K-578.9K-3.0K1.3695.07152014696
2021-06-02$148.19$149.9523.5%6.7%21.2%8.9%0.0%-7.6%-4.8%21.5K-495.8K-3.3K0.00101.58140161114
2021-06-03$146.47$131.2118.5%5.8%21.5%3.7%21.9%0.5%1.3%-376-407.2K-3.3K0.0085.42420174114
2021-06-04$148.30$131.2116.6%5.5%21.9%1.7%0.0%-2.7%3.4%16.6K-588.6K-3.3K0.0090.58270174114
2021-06-07$147.84$131.2118.6%5.2%19.5%3.8%0.0%-2.0%4.5%29.4K-601.0K-3.6K1.0085.7822200114
2021-06-08$146.17$131.2120.0%5.0%19.8%5.3%22.0%2.4%3.3%8.0K-477.4K-3.4K0.7589.312116202116
2021-06-09$146.28$131.2118.7%5.4%19.6%3.8%19.4%0.3%0.7%4.7K-426.8K-3.7K0.0091.00160223131
2021-06-10$147.75$131.2115.7%4.5%19.8%0.7%0.0%-2.2%6.5%41.1K-632.3K-4.2K0.0092.0830239131
2021-06-11$148.31$131.2114.7%4.2%19.8%0.0%18.1%-1.9%5.9%57.2K-690.4K-4.4K0.0093.94120242131
2021-06-14$148.73$131.2115.1%4.3%18.6%0.4%15.2%0.4%7.7%74.7K-725.9K-3.8K0.00100.16490230131
2021-06-15$147.58$131.2115.9%4.6%17.4%1.3%20.9%-2.7%5.2%35.3K-564.2K-3.5K1.2595.1345217131
2021-06-16$145.90$135.9020.9%6.0%17.7%6.6%18.0%6.3%-0.9%-3.9K-383.2K-3.7K0.0098.8290219133
2021-06-17$147.84$135.9020.0%5.7%17.9%5.7%0.0%-9.6%1.3%46.2K-727.9K-4.1K0.8893.9797226133
2021-06-18$146.79$135.9016.7%4.8%14.9%2.2%0.0%-4.1%6.2%8.6K-450.6K-3.5K2.0092.8412226133
2021-06-21$148.38$135.9019.1%5.5%15.5%4.7%24.9%5.1%-2.8%2.5K-477.8K-3.2K3.0089.942612796
2021-06-22$151.27$135.9012.8%3.7%15.5%0.0%16.3%4.3%10.0%30.6K-701.7K-3.1K0.00101.1670127102
2021-06-23$150.34$135.9018.4%5.3%15.5%5.8%26.1%4.0%5.6%24.0K-638.7K-3.2K0.8595.258471133102
2021-06-24$153.36$135.9013.5%3.9%17.1%0.8%17.7%3.0%10.0%45.8K-726.9K-2.7K0.0099.2830138105
2021-06-25$156.60$135.9016.3%4.7%18.5%3.7%18.8%-4.5%2.6%85.5K-1.0M-3.0K0.11109.46576140105
2021-06-28$157.18$135.9018.3%5.2%18.5%5.7%0.0%-3.2%1.5%109.8K-1.3M-5.3K0.00100.9900196106
2021-06-29$157.17$135.9016.4%4.7%17.8%3.8%24.5%-0.9%1.1%113.2K-1.3M-5.0K0.52101.5913771196106
2021-06-30$157.71$135.9015.4%4.4%16.9%2.7%0.0%-0.3%5.8%111.1K-1.4M-5.0K0.00102.7920196106