LBRDA Options History — August 2021

In August 2021, LBRDA traded between $161.97 and $175.18. ATM implied volatility averaged 17.2%, placing in the 5.8% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 2.3% (HV 20d: 14.9%). Max pain ranged from $145.27 to $164.01. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.90.

Notable Days

  • 2021-08-05: Highest Volume — 92 contracts
  • 2021-08-30: Largest IV spike — 41.7% change
  • 2021-08-10: Highest IV Rank — 14.4%
  • 2021-08-04: Largest Expected Move — 5.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$168.09$161.97$175.18$161.97$175.18
Max Pain$160.82$145.27$164.01$159.33$164.01
ATM IV17.2%13.4%24.0%16.4%15.4%
Expected Move4.6%3.7%5.6%4.7%4.4%
HV 20d14.9%10.2%19.7%19.3%10.2%
HV 60d17.0%15.5%19.0%19.0%15.5%
IV Rank5.8%1.0%14.4%4.8%3.5%
IV Percentile14.3%1.2%42.5%8.7%6.3%
Term Structure0.9%-2.4%4.2%-0.3%0.9%
VWIV19.4%15.2%32.5%17.6%26.5%
Skew 25d3.7%-3.6%10.9%1.7%5.7%
Skew 10d3.0%-12.0%12.6%-5.3%4.2%
Call IV 25d17.4%11.7%27.7%27.7%16.5%
Put IV 25d21.0%13.7%32.7%29.3%22.2%
Bid-Ask Spread %96.1784.37106.92106.92100.16
Gamma HHI0.350.190.600.300.22
Net GEX147.1K48.9K478.3K48.9K62.7K
Net DEX-2.0M-3.6M-1.2M-1.2M-2.0M
Net VEX-6.4K-8.1K-4.1K-4.2K-7.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.900.008.000.470.00
Total Volume29.9550922343
Total OI365.227242475242364

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-08-02$161.97$159.3316.4%4.7%19.3%4.8%17.6%1.7%-0.3%48.9K-1.2M-4.2K0.47106.92167137105
2021-08-03$163.87$159.3318.8%5.4%19.7%7.8%17.8%4.3%-2.3%63.8K-1.3M-4.1K0.00100.58130140105
2021-08-04$165.04$159.3319.6%5.6%19.5%8.8%19.6%10.1%-2.1%81.6K-1.6M-4.2K0.56100.22105157112
2021-08-05$165.65$159.3320.5%4.9%19.5%9.9%15.3%-3.6%1.4%69.7K-1.5M-4.2K0.2587.477418147112
2021-08-06$165.21$159.3319.9%3.7%19.2%9.2%20.4%1.3%4.2%73.3K-1.6M-4.3K1.13105.452528159120
2021-08-09$163.77$145.2719.5%4.5%15.6%8.7%32.5%0.6%2.0%86.6K-1.6M-4.8K0.2888.86319172127
2021-08-10$163.51$149.9524.0%4.4%15.4%14.4%17.0%5.2%0.8%95.7K-1.6M-5.6K0.7284.374230189132
2021-08-11$165.72$149.9517.2%4.9%15.5%5.8%17.4%-0.9%1.0%154.1K-2.0M-5.4K0.3190.64175220137
2021-08-12$166.27$164.0116.4%4.7%15.0%4.8%19.6%5.5%2.8%182.8K-2.2M-7.0K0.0093.7203260164
2021-08-13$166.18$164.0115.0%4.3%14.6%3.1%0.0%3.4%3.1%247.3K-2.3M-7.3K3.0090.9313277166
2021-08-16$167.58$164.0113.5%3.9%14.6%1.2%16.5%6.8%1.0%305.5K-2.4M-6.9K0.0090.55190277170
2021-08-17$168.44$164.0117.4%5.0%13.8%6.0%18.8%4.1%1.4%334.1K-2.7M-6.5K0.0091.34370278173
2021-08-18$168.05$164.0116.8%4.8%13.7%5.3%0.0%4.8%-2.4%478.3K-2.6M-6.8K0.2092.93112287173
2021-08-19$167.85$164.0116.6%4.8%13.7%5.0%17.4%-0.8%0.1%421.9K-2.8M-7.1K0.0088.51080300173
2021-08-20$170.33$164.0117.6%5.0%13.8%6.3%0.0%0.5%0.4%125.2K-3.6M-7.0K0.0395.65351300175
2021-08-23$171.27$164.0115.1%4.3%13.8%3.1%15.2%4.7%1.1%77.9K-2.2M-8.0K0.35102.673613219173
2021-08-24$170.37$164.0116.4%4.7%13.6%4.8%19.7%7.2%1.6%82.0K-2.1M-8.1K0.00102.77200219173
2021-08-25$171.65$164.0114.7%4.2%13.6%2.6%0.0%-3.2%3.8%69.6K-1.9M-8.0K0.00103.3200202168
2021-08-26$171.50$164.0114.9%4.3%11.8%3.0%23.0%10.9%0.6%56.8K-1.8M-7.5K0.0099.6303190168
2021-08-27$173.99$164.0113.4%3.8%10.7%1.0%0.0%2.6%2.7%66.5K-2.0M-7.5K8.00101.8119190168
2021-08-30$174.66$164.0118.9%5.4%10.6%8.0%15.5%9.7%-2.3%50.8K-2.0M-7.6K1.0097.2966189168
2021-08-31$175.18$164.0115.4%4.4%10.2%3.5%26.5%5.7%0.9%62.7K-2.0M-7.7K0.00100.16430190174