LBRDA Options History — August 2022

In August 2022, LBRDA traded between $94.61 and $112.99. ATM implied volatility averaged 34.9%, placing in the 26.4% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded below realized volatility by 10.7% (HV 20d: 45.7%). Max pain ranged from $70.29 to $103.09. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 6.34.

Notable Days

  • 2022-08-31: Highest Volume — 181 contracts
  • 2022-08-04: Largest IV spike — 29.6% change
  • 2022-08-31: Highest IV Rank — 40.2%
  • 2022-08-31: Largest Expected Move — 13.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$104.66$94.61$112.99$100.52$94.61
Max Pain$95.15$70.29$103.09$98.41$103.09
ATM IV34.9%27.5%47.3%35.5%47.3%
Expected Move9.9%7.9%13.6%10.2%13.6%
HV 20d45.7%30.4%51.4%47.3%30.4%
HV 60d41.4%40.7%42.2%40.7%41.7%
IV Rank26.4%17.3%40.2%27.2%40.2%
IV Percentile58.0%35.3%93.7%64.7%93.7%
Term Structure0.2%-10.8%10.7%9.2%-10.8%
VWIV41.3%27.7%62.7%48.8%44.4%
Skew 25d2.6%-16.3%12.2%-0.9%-16.3%
Skew 10d8.5%-8.3%21.2%3.6%15.5%
Call IV 25d38.6%28.9%58.0%47.5%58.0%
Put IV 25d41.2%30.3%58.7%46.6%41.7%
Bid-Ask Spread %102.6281.43119.48117.4294.37
Gamma HHI0.500.280.770.770.55
Net GEX-36.2K-91.7K-8.6K-91.7K-22.3K
Net DEX213.0K-68.4K658.0K658.0K292.6K
Net VEX-1.7K-3.0K-949-3.0K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.340.0028.004.820.72
Total Volume39.9130181105181
Total OI302.087134404372140

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$100.52$98.4135.5%10.2%47.3%27.2%48.8%-0.9%9.2%-91.7K658.0K-3.0K4.82117.42188727345
2022-08-02$101.98$98.4127.5%7.9%47.8%17.3%61.0%2.4%6.0%-74.4K570.7K-2.9K4.82119.05188727349
2022-08-03$105.37$98.4135.3%10.1%49.5%27.0%62.7%10.7%8.8%-54.1K344.2K-2.4K4.76119.48188627348
2022-08-04$106.40$70.2945.8%11.3%49.2%39.8%38.6%11.0%-2.2%-55.7K350.6K-2.4K4.5881.43209327348
2022-08-05$108.05$70.2934.5%9.9%49.5%26.0%34.4%2.3%-1.1%-65.8K197.5K-1.8K4.5891.76209327355
2022-08-08$109.75$70.2938.1%9.9%48.4%30.4%35.0%12.2%4.4%-23.8K61.6K-1.6K4.7585.162110127355
2022-08-09$106.95$70.2931.6%10.1%48.4%22.4%37.5%-0.5%1.9%-50.2K275.8K-2.0K0.0087.5301528355
2022-08-10$108.49$98.4132.3%9.3%48.7%23.3%0.0%3.2%2.2%-41.4K111.2K-1.6K0.0095.480028370
2022-08-11$108.65$98.4133.6%9.6%48.7%24.8%0.0%3.0%0.0%-38.1K134.7K-1.6K0.0095.890028370
2022-08-12$111.11$98.4129.0%8.3%49.1%19.2%0.0%-0.7%4.0%-16.9K25.5K-1.3K0.00101.900028370
2022-08-15$112.99$98.4133.1%9.5%49.4%24.2%0.0%5.3%-4.7%-18.1K-37.4K-1.0K0.00103.500028370
2022-08-16$112.83$98.4129.5%8.5%48.7%19.9%0.0%1.9%1.7%-8.6K-68.4K-9490.00108.420428370
2022-08-17$108.17$98.4131.1%8.9%50.9%21.7%0.0%7.9%-3.8%-30.9K88.0K-1.3K0.00107.230128375
2022-08-18$107.60$98.4133.9%9.7%50.3%25.2%0.0%-0.7%2.2%-33.0K105.2K-1.4K0.0095.280228376
2022-08-19$106.98$98.4134.2%9.8%50.3%25.6%32.2%7.7%-1.7%-40.7K141.5K-1.3K0.00101.920528376
2022-08-22$103.51$103.0932.8%9.4%51.2%23.9%0.0%-0.7%-0.7%-21.0K138.1K-1.4K0.0099.980022113
2022-08-23$101.67$103.0935.5%10.2%51.4%27.2%0.0%10.6%-4.8%-21.3K184.7K-1.5K0.00106.540022113
2022-08-24$100.72$103.0937.3%10.7%51.3%29.4%0.0%5.0%-4.5%-23.4K203.8K-1.4K0.00107.410022113
2022-08-25$101.71$103.0937.8%10.8%30.6%30.0%0.0%-6.6%0.6%-23.6K220.6K-1.5K0.00105.760022112
2022-08-26$98.19$103.0930.2%8.7%33.0%20.7%0.0%-1.6%10.7%-26.5K227.3K-1.4K0.00109.801022112
2022-08-29$96.07$103.0936.5%10.5%33.7%28.4%27.7%3.7%-5.2%-24.9K295.3K-1.4K28.00112.9413023112
2022-08-30$94.75$103.0941.3%11.8%33.3%32.6%32.2%0.9%-8.6%-27.0K378.2K-1.7K0.00112.0401625129
2022-08-31$94.61$103.0947.3%13.6%30.4%40.2%44.4%-16.3%-10.8%-22.3K292.6K-1.6K0.7294.371057625115