LBRDA Options History — November 2021

In November 2021, LBRDA traded between $141.67 and $157.21. ATM implied volatility averaged 25.3%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 0.5% (HV 20d: 25.8%). Max pain ranged from $149.95 to $164.01. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.67.

Notable Days

  • 2021-11-23: Highest Volume — 657 contracts
  • 2021-11-04: Largest IV drop — 32.2% change
  • 2021-11-30: Highest IV Rank — 33.5%
  • 2021-11-30: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$153.08$141.67$157.21$151.22$141.67
Max Pain$151.96$149.95$164.01$164.01$149.95
ATM IV25.3%18.6%34.8%33.1%34.8%
Expected Move7.2%5.3%10.0%9.5%10.0%
HV 20d25.8%17.5%32.2%30.6%21.4%
HV 60d22.7%22.1%24.0%22.1%24.0%
IV Rank19.2%9.2%33.5%31.0%33.5%
IV Percentile63.0%27.4%91.3%86.9%91.3%
Term Structure-1.9%-9.8%3.7%-7.9%-5.2%
VWIV30.2%22.9%48.3%31.9%48.3%
Skew 25d3.4%-3.5%14.3%0.8%11.0%
Skew 10d4.6%-3.2%20.2%4.4%7.3%
Call IV 25d25.6%19.1%37.9%36.1%37.9%
Put IV 25d29.0%20.2%48.9%36.9%48.9%
Bid-Ask Spread %88.6070.81101.8286.6089.79
Gamma HHI0.210.130.350.160.35
Net GEX-57.9K-288.6K48.6K35.3K-288.6K
Net DEX592.0K-254.5K3.7M85.7K3.7M
Net VEX-8.2K-14.3K-4.7K-6.2K-14.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.670.542.960.881.35
Total Volume470.905214657214526
Total OI848.8574651,2164651,216

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-11-01$151.22$164.0133.1%9.5%30.6%31.0%31.9%0.8%-7.9%35.3K85.7K-6.2K0.8886.60114100345120
2021-11-02$152.35$164.0125.5%7.3%30.5%19.5%30.3%-2.5%-2.6%14.1K269.3K-4.7K0.8893.08114100350120
2021-11-03$156.24$164.0130.2%8.7%32.2%26.5%38.3%14.3%-9.4%48.6K-163.0K-6.0K2.7788.74125346350120
2021-11-04$155.15$149.9520.4%6.0%32.1%11.9%26.5%6.9%3.7%-78.4K490.9K-7.3K2.9670.81117348362367
2021-11-05$156.09$149.9522.4%6.5%26.6%14.8%23.6%6.4%-1.3%-41.7K129.0K-7.6K2.3187.02150348362382
2021-11-08$156.46$149.9524.9%6.8%26.0%18.6%23.8%1.5%-2.4%-37.9K125.5K-8.2K2.3091.20152348397382
2021-11-09$157.21$149.9526.3%5.6%25.9%20.7%23.0%1.0%3.2%-17.9K-19.5K-7.6K2.2082.56158348399382
2021-11-10$157.11$149.9520.5%5.9%25.9%11.9%22.9%1.6%-0.7%-25.5K1.8K-7.1K2.2077.33158348412382
2021-11-11$155.14$149.9518.9%5.4%25.9%9.6%27.0%-0.6%-0.9%-26.4K54.9K-8.3K1.9582.63178348412382
2021-11-12$155.43$149.9518.6%5.3%25.8%9.2%23.2%1.3%3.7%-18.4K21.6K-6.7K1.2585.60194242444382
2021-11-15$156.92$149.9524.3%7.0%26.0%17.6%25.4%0.1%-6.8%33.6K-164.7K-7.2K1.5093.42161242487382
2021-11-16$155.95$149.9521.2%6.1%24.1%13.0%24.8%-3.5%-0.8%27.6K-191.3K-6.8K1.2594.55194242496382
2021-11-17$156.32$149.9521.3%6.1%23.3%13.2%25.4%0.2%2.3%36.8K-254.5K-6.7K1.2699.02200251534382
2021-11-18$153.93$149.9523.4%6.7%23.8%16.3%30.8%4.5%-1.0%11.9K-122.2K-6.5K1.1897.53213251539361
2021-11-19$152.57$149.9523.7%6.8%23.7%16.7%34.2%3.0%-1.6%6.5K516-5.9K1.73100.73213369564361
2021-11-22$148.99$149.9523.5%6.8%24.8%16.5%31.4%-3.3%0.9%-116.7K661.4K-6.9K0.5485.77195105485316
2021-11-23$150.44$149.9526.7%7.7%25.3%21.3%35.0%10.1%-1.2%-78.1K781.1K-7.3K1.8890.31228429514337
2021-11-24$149.47$149.9527.1%7.8%24.9%21.8%32.5%2.7%-0.6%-244.0K2.0M-13.4K1.88101.82228429550655
2021-11-26$148.97$149.9534.0%9.8%24.8%32.3%37.6%8.5%-9.8%-188.6K2.3M-13.9K1.9284.88223429550655
2021-11-29$147.00$149.9530.5%8.7%17.5%27.0%38.5%7.6%-0.4%-268.0K2.7M-13.2K0.9077.14223202553655
2021-11-30$141.67$149.9534.8%10.0%21.4%33.5%48.3%11.0%-5.2%-288.6K3.7M-14.3K1.3589.79224302553663