LBRDA Options History — October 2021

In October 2021, LBRDA traded between $150.30 and $163.84. ATM implied volatility averaged 25.7%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 1.7% (HV 20d: 24.0%). Max pain ranged from $126.52 to $178.07. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.65.

Notable Days

  • 2021-10-21: Highest Volume — 265 contracts
  • 2021-10-12: Largest IV spike — 69.0% change
  • 2021-10-12: Highest IV Rank — 45.5%
  • 2021-10-28: Largest Expected Move — 8.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$158.78$150.30$163.84$161.42$150.30
Max Pain$159.99$126.52$178.07$126.52$164.01
ATM IV25.7%19.5%48.8%26.8%26.4%
Expected Move6.9%5.6%8.6%7.7%7.6%
HV 20d24.0%19.5%30.6%19.5%30.6%
HV 60d18.9%16.1%22.0%17.4%22.0%
IV Rank18.1%10.4%45.5%17.9%20.8%
IV Percentile61.2%34.5%96.8%69.0%72.6%
Term Structure-2.1%-8.2%3.7%3.7%-3.2%
VWIV26.5%22.2%32.3%22.5%32.3%
Skew 25d2.3%-3.6%9.4%3.2%-3.6%
Skew 10d3.9%-5.4%16.3%2.7%9.8%
Call IV 25d25.6%18.7%37.6%27.3%37.6%
Put IV 25d27.9%20.8%34.0%30.5%34.0%
Bid-Ask Spread %95.1283.31108.67108.6793.62
Gamma HHI0.180.110.220.210.11
Net GEX33.8K7.8K68.4K29.0K7.8K
Net DEX-434.5K-966.3K369.3K-606.5K369.3K
Net VEX-5.5K-7.8K-4.0K-5.4K-4.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.001.830.000.92
Total Volume97.09502650209
Total OI341.048203443323443

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$161.42$126.5226.8%7.7%19.5%17.9%0.0%3.2%3.7%29.0K-606.5K-5.4K0.00108.6700181142
2021-10-04$162.54$178.0723.5%6.6%19.8%13.7%22.5%-0.6%-1.4%33.7K-725.6K-5.1K0.00103.1020181137
2021-10-05$163.84$178.0721.6%6.3%19.8%11.4%0.0%4.1%-1.1%37.4K-796.1K-5.4K0.00100.7700181137
2021-10-06$162.99$164.0125.4%6.8%19.8%16.1%0.0%4.7%-2.7%36.4K-776.9K-5.2K0.00101.6200184137
2021-10-07$163.84$164.0126.6%6.5%19.6%17.6%0.0%-2.4%-3.1%38.8K-966.3K-5.5K0.00100.9090184137
2021-10-08$155.64$164.0125.5%7.3%26.4%16.3%29.1%1.6%-1.9%26.9K-511.8K-4.9K0.0097.3607184137
2021-10-11$153.32$164.0128.9%7.1%26.5%20.5%27.5%0.4%-3.1%22.4K-332.1K-4.3K0.2085.97112192137
2021-10-12$152.85$149.9548.8%6.5%22.7%45.5%23.3%4.5%-1.1%10.8K-345.4K-4.9K0.0086.7101192144
2021-10-13$153.84$149.9522.5%6.5%22.9%12.5%0.0%6.2%0.9%16.2K-287.5K-4.5K0.00102.1500203146
2021-10-14$156.00$154.6420.6%5.9%23.6%12.1%24.7%-0.5%-0.0%18.6K-386.1K-4.9K1.8383.31612203147
2021-10-15$155.14$154.6419.5%5.6%23.6%10.4%22.2%2.1%-0.4%10.9K-364.2K-5.0K0.0099.37016203147
2021-10-18$155.17$154.6421.8%6.3%23.3%14.0%26.3%9.4%0.8%13.9K7.5K-4.0K0.00103.020612380
2021-10-19$159.42$154.6424.9%7.1%25.3%18.5%0.0%5.4%-2.9%19.5K-186.8K-4.7K0.00100.0137012385
2021-10-20$162.04$154.6423.2%6.7%25.9%16.1%25.8%-1.8%-8.2%35.1K-408.2K-5.4K0.7188.0715210816091
2021-10-21$161.74$164.0123.3%6.7%25.8%16.1%25.2%9.4%-0.7%54.9K-435.6K-6.8K0.6990.23157108251112
2021-10-22$162.47$164.0125.7%7.4%25.8%19.7%26.3%-0.1%-2.7%64.9K-598.1K-7.2K0.6990.39157108272112
2021-10-25$161.86$164.0125.3%7.3%25.8%19.2%26.5%-2.0%-7.5%68.4K-690.4K-7.8K0.6986.54157108294112
2021-10-26$162.07$164.0123.9%6.8%25.6%17.0%28.1%5.6%-2.0%60.0K-432.2K-6.6K0.7188.37153108294112
2021-10-27$159.59$164.0125.2%7.2%26.0%19.0%28.6%0.6%-3.9%62.3K-522.9K-7.5K0.9991.6710099312112
2021-10-28$158.26$164.0130.0%8.6%26.0%26.2%29.6%1.4%-3.3%41.0K-128.9K-6.1K0.9795.67105101324114
2021-10-29$150.30$164.0126.4%7.6%30.6%20.8%32.3%-3.6%-3.2%7.8K369.3K-4.7K0.9293.62109100329114