LBRDA Options History — October 2022

In October 2022, LBRDA traded between $69.88 and $80.44. ATM implied volatility averaged 50.9%, placing in the 42.4% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 7.4% (HV 20d: 43.6%). Max pain ranged from $70.29 to $98.41. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.64.

Notable Days

  • 2022-10-19: Highest Volume — 438 contracts
  • 2022-10-28: Largest IV spike — 25.3% change
  • 2022-10-19: Highest IV Rank — 56.0%
  • 2022-10-19: Largest Expected Move — 17.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$73.74$69.88$80.44$73.75$80.40
Max Pain$78.10$70.29$98.41$98.41$74.98
ATM IV50.9%40.6%61.3%50.9%57.9%
Expected Move14.5%11.6%17.6%14.6%16.6%
HV 20d43.6%37.7%46.9%46.1%37.7%
HV 60d41.4%37.3%43.6%42.6%39.3%
IV Rank42.4%28.8%56.0%42.4%51.5%
IV Percentile89.8%69.8%99.6%94.4%98.0%
Term Structure-6.8%-21.7%8.5%-19.2%-21.7%
VWIV64.0%49.0%78.7%68.4%58.8%
Skew 25d11.7%-3.3%23.4%17.1%3.1%
Skew 10d21.3%-4.8%42.6%42.6%10.1%
Call IV 25d51.0%36.8%61.3%48.3%57.0%
Put IV 25d62.7%49.1%74.9%65.4%60.2%
Bid-Ask Spread %95.2184.40107.3199.9088.22
Gamma HHI0.310.180.470.350.20
Net GEX-22.4K-33.1K-7.4K-25.1K-7.4K
Net DEX547.5K43.9K803.9K757.3K43.9K
Net VEX-1.7K-2.0K-1.4K-2.0K-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.640.943.633.131.22
Total Volume319.71490438277116
Total OI437.095166631333187

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$73.75$98.4150.9%14.6%46.1%42.4%68.4%17.1%-19.2%-25.1K757.3K-2.0K3.1399.906721066267
2022-10-04$75.36$98.4140.6%11.6%46.9%28.8%67.3%-2.3%-17.9%-23.6K674.3K-1.8K1.08103.3519521066267
2022-10-05$75.34$98.4140.6%11.6%46.3%28.8%67.3%0.4%-2.9%-23.6K675.0K-1.8K1.09100.70195212198267
2022-10-06$74.56$70.2941.3%12.0%46.1%29.8%59.2%7.8%1.9%-24.1K728.0K-1.9K1.1184.40195217198269
2022-10-07$72.26$74.9851.5%14.1%43.8%43.1%54.5%16.6%-2.5%-26.5K756.8K-1.9K1.1184.89195217198273
2022-10-10$72.96$74.9844.0%11.6%44.1%33.2%56.3%12.3%2.3%-26.3K697.3K-1.7K1.0193.92214217198273
2022-10-11$70.88$74.9854.5%14.3%43.1%47.1%58.3%15.3%-6.0%-29.5K793.8K-1.8K1.0184.82214217346273
2022-10-12$69.88$74.9851.0%14.6%43.1%42.5%49.0%-3.3%-4.4%-33.1K803.9K-1.7K1.03102.20206211346272
2022-10-13$73.48$74.9855.2%15.8%46.1%48.0%66.1%22.2%-12.1%-27.2K752.0K-1.9K1.0089.34206206348283
2022-10-14$72.31$74.9850.4%14.4%45.3%41.7%65.0%17.1%-11.1%-28.2K786.4K-1.9K1.0093.35206206348282
2022-10-17$73.41$74.9856.4%16.2%46.0%49.6%66.7%21.0%-7.2%-26.1K710.4K-1.7K1.1289.39185206348282
2022-10-18$72.58$74.9854.0%15.5%46.0%46.5%65.0%12.8%-15.6%-26.7K708.1K-1.7K0.9791.00211206348283
2022-10-19$70.81$74.9861.3%17.6%45.9%56.0%58.5%2.8%-14.6%-30.3K758.6K-1.7K1.0890.53211227348283
2022-10-20$70.78$74.9852.1%14.9%44.0%43.9%62.8%14.8%-3.7%-33.1K570.9K-1.7K1.08106.65211227348259
2022-10-21$70.45$74.9850.2%14.4%42.4%41.5%59.7%15.1%-2.1%-20.8K416.4K-1.6K0.94107.31211200348253
2022-10-24$72.35$74.9856.9%16.3%39.9%50.3%67.0%14.6%-6.5%-13.2K243.5K-1.6K3.4797.36207027139
2022-10-25$74.84$74.9849.7%14.3%41.5%40.8%67.7%17.5%8.5%-12.8K204.2K-1.5K3.6398.83207427139
2022-10-26$74.81$74.9854.6%15.6%40.0%47.2%74.9%23.4%-9.4%-12.1K195.2K-1.5K3.2996.79227427142
2022-10-27$76.87$74.9842.9%12.3%40.1%31.8%72.2%5.5%3.0%-10.6K133.9K-1.4K2.65104.91287434142
2022-10-28$80.44$74.9853.8%15.4%40.8%46.1%78.7%12.7%-1.2%-9.0K86.8K-1.4K2.3891.55317435142
2022-10-31$80.40$74.9857.9%16.6%37.7%51.5%58.8%3.1%-21.7%-7.4K43.9K-1.4K1.2288.22526445142