LBRDA Options History — January 2022

In January 2022, LBRDA traded between $127.31 and $150.92. ATM implied volatility averaged 34.2%, placing in the 32.6% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 10.7% (HV 20d: 23.5%). Max pain ranged from $135.90 to $154.64. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 1.44.

Notable Days

  • 2022-01-21: Highest Volume — 398 contracts
  • 2022-01-07: Largest IV spike — 22.1% change
  • 2022-01-25: Highest IV Rank — 48.7%
  • 2022-01-25: Largest Expected Move — 12.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$137.25$127.31$150.92$150.92$137.20
Max Pain$143.86$135.90$154.64$154.64$135.90
ATM IV34.2%26.0%44.9%26.1%36.1%
Expected Move9.7%7.5%12.9%7.5%10.4%
HV 20d23.5%19.4%31.5%19.4%31.5%
HV 60d24.4%23.2%25.7%25.2%25.2%
IV Rank32.6%20.2%48.7%20.4%35.5%
IV Percentile84.5%67.9%96.0%68.7%88.1%
Term Structure-1.3%-6.6%3.7%3.3%-0.8%
VWIV33.1%25.6%39.8%31.3%35.3%
Skew 25d3.1%-4.1%12.8%-4.1%4.7%
Skew 10d4.0%-3.8%21.5%-1.4%0.7%
Call IV 25d33.2%25.9%41.5%30.6%32.4%
Put IV 25d36.3%26.5%52.4%26.5%37.1%
Bid-Ask Spread %101.2490.93110.06101.07110.06
Gamma HHI0.460.340.600.350.60
Net GEX-210.1K-422.5K-40.0K-154.7K-57.8K
Net DEX2.4M233.8K5.1M766.9K233.8K
Net VEX-6.9K-9.3K-5.2K-7.5K-5.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.441.071.871.071.15
Total Volume277.4170398331170
Total OI728.1303987808306

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-01-03$150.92$154.6426.1%7.5%19.4%20.4%31.3%-4.1%3.3%-154.7K766.9K-7.5K1.07101.07160171170638
2022-01-04$148.09$154.6427.8%8.0%20.4%22.9%32.4%1.4%-2.5%-166.7K1.1M-8.4K1.38102.63128176233638
2022-01-05$144.24$154.6426.0%7.5%21.7%20.2%37.7%-2.9%3.7%-240.1K1.8M-9.0K1.38104.14128176265638
2022-01-06$144.16$145.2727.4%8.4%20.9%22.3%28.9%0.8%-0.9%-247.7K1.8M-8.8K1.38108.38128176265638
2022-01-07$139.33$145.2733.4%8.4%22.0%31.4%26.2%3.4%-1.6%-287.0K2.7M-9.3K1.38109.03128176265640
2022-01-10$137.84$145.2735.7%9.1%22.2%34.8%25.6%-1.5%-0.4%-326.0K3.4M-8.6K1.38107.84128176265641
2022-01-11$139.82$145.2734.2%9.6%22.8%32.6%37.8%2.0%0.2%-321.8K2.9M-8.3K1.46108.24128187265640
2022-01-12$140.10$145.2731.8%9.1%22.7%28.9%32.5%1.4%-1.2%-382.9K3.0M-7.9K1.7695.41107188265640
2022-01-13$140.06$145.2731.7%9.1%22.5%28.8%30.0%7.1%-4.1%-422.5K2.9M-7.6K1.7690.93107188275641
2022-01-14$138.09$145.2730.2%8.7%21.9%26.6%29.4%0.7%1.7%-369.4K3.5M-7.6K1.8296.97107194275641
2022-01-18$132.90$145.2734.1%9.8%24.9%32.4%34.8%5.3%1.8%-319.3K5.0M-5.7K1.8292.76107194275639
2022-01-19$133.20$145.2737.2%10.7%24.8%37.1%33.7%6.7%-2.9%-341.1K5.1M-5.2K1.7597.44141246273639
2022-01-20$131.88$145.2733.7%9.7%24.5%31.8%33.9%-0.0%-0.5%-284.1K5.1M-5.7K1.8195.31137248316671
2022-01-21$131.72$145.2736.2%10.4%24.5%35.6%36.3%-3.6%-3.3%-47.1K5.1M-5.2K1.8798.61139259332646
2022-01-24$132.24$135.9041.4%11.9%23.0%43.5%36.8%8.2%-4.6%-49.3K584.5K-5.7K1.1596.177991115188
2022-01-25$130.83$135.9044.9%12.9%22.4%48.7%39.8%4.2%-6.6%-44.6K601.5K-5.5K1.1598.797991118188
2022-01-26$127.31$135.9043.1%12.4%22.4%46.1%32.0%5.5%-3.9%-40.0K754.3K-5.3K1.15103.007991118188
2022-01-27$129.33$135.9039.5%11.3%23.9%40.6%36.8%12.8%-1.9%-43.9K684.9K-5.6K1.15100.547991118188
2022-01-28$135.83$135.9033.5%9.6%31.0%31.6%30.9%9.5%-1.2%-55.8K331.8K-5.5K1.15107.427991118188
2022-01-31$137.20$135.9036.1%10.4%31.5%35.5%35.3%4.7%-0.8%-57.8K233.8K-5.4K1.15110.067991118188