LBRDA Options History — April 2023

In April 2023, LBRDA traded between $69.45 and $79.10. ATM implied volatility averaged 38.2%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 8.1% (HV 20d: 30.1%). Max pain ranged from $70.29 to $93.72. Net GEX was positive for 1 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.00.

Notable Days

2023-04-27: Highest Volume — 10 contracts
2023-04-12: Largest IV spike — 19.1% change
2023-04-03: Highest IV Rank — 37.4%
2023-04-03: Largest Expected Move — 14.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$73.94	$69.45	$79.10	$76.51	$79.10
Max Pain	$90.27	$70.29	$93.72	$79.66	$70.29
ATM IV	38.2%	34.4%	49.8%	49.8%	35.1%
Expected Move	11.2%	9.9%	14.3%	14.3%	10.1%
HV 20d	30.1%	22.8%	43.4%	32.2%	43.4%
HV 60d	31.3%	30.0%	34.2%	30.3%	34.2%
IV Rank	21.3%	16.0%	37.4%	37.4%	17.0%
IV Percentile	40.3%	18.3%	83.3%	83.3%	23.0%
Term Structure	-1.8%	-7.8%	17.7%	-5.8%	-4.4%
VWIV	49.2%	27.7%	71.6%	49.0%	71.6%
Skew 25d	4.3%	-14.1%	16.9%	11.7%	1.0%
Skew 10d	16.3%	-3.2%	56.0%	55.8%	14.0%
Call IV 25d	44.9%	37.8%	55.3%	39.3%	43.9%
Put IV 25d	49.2%	34.6%	61.9%	50.9%	44.9%
Bid-Ask Spread %	105.84	77.57	118.04	101.52	116.24
Gamma HHI	0.40	0.28	0.55	0.42	0.36
Net GEX	-3.5K	-7.4K	127	-4.0K	127
Net DEX	103.2K	-6.7K	148.3K	101.8K	-6.7K
Net VEX	-173	-306	-77	-306	-77
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	1	0	10	0	0
Total OI	90.842	27	115	110	34

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Vol	Put Vol	Call OI	Put OI
2023-04-03	$76.51	$79.66	49.8%	14.3%	32.2%	37.4%	0.0%	11.7%	-5.8%	-4.0K	101.8K	-306	101.52	0	0	76	34
2023-04-04	$74.48	$79.66	40.9%	11.7%	30.6%	25.1%	0.0%	-1.9%	-1.1%	-3.9K	116.7K	-247	100.74	0	0	76	34
2023-04-05	$75.55	$79.66	34.9%	10.0%	31.1%	16.7%	0.0%	-14.1%	17.7%	-4.2K	114.1K	-257	105.09	0	0	76	34
2023-04-06	$75.57	$93.72	36.4%	12.4%	28.8%	18.8%	0.0%	7.9%	-7.8%	-4.6K	117.7K	-250	78.50	0	2	76	34
2023-04-10	$75.77	$93.72	38.3%	11.9%	22.8%	21.4%	0.0%	8.3%	-1.1%	-5.5K	118.1K	-228	77.57	0	0	76	36
2023-04-11	$77.31	$93.72	37.7%	12.0%	23.4%	20.6%	0.0%	11.9%	-2.4%	-7.4K	114.3K	-205	85.59	0	0	76	36
2023-04-12	$73.87	$93.72	44.9%	12.9%	29.0%	30.6%	49.0%	-0.2%	-5.6%	-4.0K	121.2K	-207	84.94	0	2	76	36
2023-04-13	$75.10	$93.72	37.7%	10.8%	29.2%	20.6%	0.0%	1.5%	-4.0%	-5.2K	128.4K	-190	113.05	0	0	76	38
2023-04-14	$73.36	$93.72	35.8%	10.3%	30.0%	17.9%	41.9%	1.8%	-1.0%	-4.4K	143.9K	-154	111.93	1	0	76	38
2023-04-17	$74.06	$93.72	37.0%	10.6%	30.2%	19.5%	0.0%	6.9%	-4.1%	-4.5K	129.1K	-161	112.56	0	0	77	38
2023-04-18	$73.36	$93.72	34.6%	9.9%	30.2%	16.2%	27.7%	2.0%	-1.7%	-4.1K	132.6K	-147	114.87	1	0	77	38
2023-04-19	$73.35	$93.72	37.3%	10.7%	29.5%	20.0%	0.0%	6.4%	-3.7%	-4.2K	133.8K	-142	115.11	0	0	77	38
2023-04-20	$71.77	$93.72	34.4%	9.9%	29.0%	16.0%	0.0%	10.4%	7.6%	-3.6K	143.2K	-125	116.00	0	0	77	38
2023-04-21	$70.98	$93.72	39.7%	11.4%	29.2%	23.4%	54.5%	11.1%	-7.8%	-3.4K	148.3K	-108	118.04	0	1	77	38
2023-04-24	$70.64	$93.72	38.6%	11.1%	29.1%	21.8%	52.5%	-2.9%	5.1%	-904	52.0K	-113	111.31	1	0	5	22
2023-04-25	$69.88	$93.72	38.6%	11.1%	28.2%	21.9%	47.2%	2.2%	-4.0%	-687	51.1K	-122	115.93	0	1	6	22
2023-04-26	$69.45	$93.72	38.8%	11.1%	27.9%	22.1%	0.0%	1.8%	-5.0%	-977	55.3K	-133	116.10	0	0	6	23
2023-04-27	$74.76	$93.72	35.4%	10.2%	38.5%	17.4%	71.6%	16.9%	-4.4%	-676	45.5K	-106	115.82	0	10	6	23
2023-04-28	$79.10	$70.29	35.1%	10.1%	43.4%	17.0%	0.0%	1.0%	-4.4%	127	-6.7K	-77	116.24	0	0	6	28