LBRDA Options History — June 2022

In June 2022, LBRDA traded between $94.21 and $111.48. ATM implied volatility averaged 38.8%, placing in the 56.0% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 2.3% (HV 20d: 36.5%). Max pain ranged from $117.15 to $126.52. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.42.

Notable Days

2022-06-10: Highest Volume — 547 contracts
2022-06-16: Largest IV spike — 29.4% change
2022-06-16: Highest IV Rank — 73.0%
2022-06-16: Largest Expected Move — 13.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$105.33	$94.21	$111.48	$110.75	$107.29
Max Pain	$126.08	$117.15	$126.52	$117.15	$126.52
ATM IV	38.8%	31.0%	46.7%	35.1%	43.8%
Expected Move	11.0%	8.9%	13.4%	10.1%	12.5%
HV 20d	36.5%	26.4%	47.3%	30.1%	43.8%
HV 60d	34.4%	30.9%	38.4%	31.4%	37.8%
IV Rank	56.0%	39.5%	73.0%	48.2%	66.7%
IV Percentile	79.9%	57.5%	94.4%	75.4%	88.9%
Term Structure	3.8%	-7.2%	31.0%	-1.3%	-7.2%
VWIV	38.8%	30.6%	49.8%	42.3%	46.8%
Skew 25d	9.4%	-0.8%	33.6%	1.4%	5.7%
Skew 10d	13.1%	-3.9%	31.8%	13.3%	14.6%
Call IV 25d	39.3%	27.2%	50.6%	47.5%	46.4%
Put IV 25d	48.7%	39.0%	62.1%	48.9%	52.1%
Bid-Ask Spread %	97.11	92.59	104.05	97.17	97.69
Gamma HHI	0.21	0.16	0.32	0.32	0.19
Net GEX	1.4K	-5.2K	7.0K	7.0K	-1.9K
Net DEX	1.6M	984.1K	2.1M	1.5M	1.2M
Net VEX	-3.0K	-6.0K	-1.4K	-3.9K	-2.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.42	0.17	1.03	0.20	0.72
Total Volume	374.952	103	547	521	105
Total OI	651.095	432	780	772	432

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2022-06-01	$110.75	$117.15	35.1%	10.1%	30.1%	48.2%	42.3%	1.4%	-1.3%	7.0K	1.5M	-3.9K	0.20	97.17	435	86	487	285
2022-06-02	$111.48	$126.52	32.3%	9.5%	28.3%	42.2%	34.8%	8.3%	0.2%	5.0K	984.1K	-6.0K	0.20	94.03	435	86	488	290
2022-06-03	$110.08	$126.52	37.6%	10.8%	28.8%	53.6%	33.3%	19.6%	2.2%	6.0K	1.5M	-4.2K	0.20	95.85	435	86	488	290
2022-06-06	$109.96	$126.52	37.3%	10.0%	28.8%	52.9%	32.3%	9.4%	0.4%	5.5K	1.4M	-4.2K	0.20	95.73	432	86	488	290
2022-06-07	$109.54	$126.52	41.2%	10.1%	28.9%	61.3%	34.8%	3.6%	-4.5%	5.8K	1.3M	-4.9K	0.19	93.29	460	86	490	290
2022-06-08	$110.00	$126.52	34.9%	10.0%	28.9%	47.8%	30.6%	11.8%	-3.3%	4.3K	1.5M	-4.0K	0.19	104.05	460	86	482	290
2022-06-09	$108.93	$126.52	31.0%	8.9%	26.9%	39.5%	30.8%	8.8%	4.6%	4.0K	1.3M	-4.9K	0.19	92.59	460	86	482	289
2022-06-10	$106.84	$126.52	33.0%	9.5%	26.4%	43.6%	35.0%	0.8%	4.4%	3.7K	1.3M	-5.0K	0.19	93.59	460	87	482	289
2022-06-13	$101.95	$126.52	40.7%	11.7%	30.4%	60.1%	38.6%	10.4%	-1.9%	1.3K	2.1M	-2.0K	0.19	96.85	460	87	480	290
2022-06-14	$102.07	$126.52	38.0%	10.9%	30.1%	54.4%	40.2%	-0.8%	-2.6%	810	2.0M	-2.8K	0.17	94.70	447	76	480	290
2022-06-15	$102.22	$126.52	36.1%	10.3%	28.6%	50.3%	36.5%	7.4%	7.2%	1.5K	1.9M	-2.2K	0.17	99.81	449	78	475	278
2022-06-16	$94.21	$126.52	46.7%	13.4%	40.1%	73.0%	49.8%	6.4%	10.2%	-1.9K	2.0M	-2.0K	0.20	99.05	449	91	474	276
2022-06-17	$99.53	$126.52	43.9%	12.6%	45.3%	67.1%	42.9%	14.9%	0.2%	-5.2K	2.1M	-1.7K	0.20	97.68	449	91	474	286
2022-06-21	$99.57	$126.52	42.2%	12.1%	45.4%	63.4%	40.7%	12.5%	15.9%	-282	1.7M	-1.6K	1.03	97.96	81	83	237	235
2022-06-22	$101.58	$126.52	43.8%	12.5%	46.1%	66.7%	37.1%	15.0%	7.1%	-183	1.6M	-1.8K	0.89	97.21	66	59	237	246
2022-06-23	$102.78	$126.52	42.7%	12.2%	46.2%	64.4%	41.8%	9.0%	1.0%	-1.6K	1.5M	-2.2K	0.86	100.95	61	52	229	243
2022-06-24	$105.90	$126.52	33.8%	9.7%	47.3%	45.3%	40.9%	10.2%	4.2%	-1.2K	1.4M	-2.2K	0.77	96.54	61	47	229	241
2022-06-27	$106.43	$126.52	40.1%	11.5%	45.3%	59.0%	40.8%	7.4%	0.5%	-1.7K	1.5M	-1.8K	0.76	99.80	62	47	222	240
2022-06-28	$104.92	$126.52	42.5%	12.2%	45.1%	64.1%	38.0%	2.7%	11.3%	-404	1.5M	-1.4K	0.70	98.87	61	43	213	229
2022-06-29	$105.81	$126.52	37.3%	10.7%	45.1%	52.9%	47.8%	33.6%	31.0%	-2.0K	1.3M	-1.8K	0.68	95.82	61	42	211	226
2022-06-30	$107.29	$126.52	43.8%	12.5%	43.8%	66.7%	46.8%	5.7%	-7.2%	-1.9K	1.2M	-2.2K	0.72	97.69	61	44	208	224