LBRDA Options History — September 2023 In September 2023, LBRDA traded between $83.03 and $87.49. ATM implied volatility averaged 36.0%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 9.1% (HV 20d: 26.9%). Max pain ranged from $65.60 to $79.66. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-09-12 : Highest Volume — 38 contracts2023-09-29 : Largest IV spike — 64.3% change2023-09-11 : Highest IV Rank — 57.4%2023-09-01 : Largest Expected Move — 11.1%Monthly Statistics Metric Avg Min Max Open Close Price $85.50 $83.03 $87.49 $85.37 $85.20 Max Pain $78.96 $65.60 $79.66 $65.60 $79.66 ATM IV 36.0% 20.4% 62.6% 38.9% 33.5% Expected Move 8.7% 5.8% 11.1% 11.1% 9.6% HV 20d 26.9% 23.4% 28.3% 25.7% 24.7% HV 60d 27.8% 23.0% 31.1% 30.8% 24.5% IV Rank 19.6% 0.0% 57.4% 23.1% 18.3% IV Percentile 37.3% 0.0% 97.2% 59.1% 29.8% Term Structure 4.5% -7.0% 25.5% -7.0% 13.7% VWIV 29.0% 27.7% 30.3% 30.3% 27.7% Skew 25d -3.1% -15.7% 11.3% 11.3% -11.3% Skew 10d 6.2% -4.4% 38.0% 38.0% 30.5% Call IV 25d 37.8% 28.1% 49.7% 38.1% 49.7% Put IV 25d 34.7% 28.8% 49.4% 49.4% 38.4% Bid-Ask Spread % 105.10 89.15 116.47 116.47 103.37 Gamma HHI 0.55 0.36 0.81 0.63 0.36 Net GEX 11.5K 7.3K 22.8K 12.4K 9.9K Net DEX -311.0K -375.1K -259.8K -308.5K -319.6K Net VEX -1.0K -1.2K -909 -1.1K -1.1K 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 4.55 0 38 2 0 Total OI 332.65 314 361 333 361
Daily Data (20 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 2023-09-01 $85.37 $65.60 38.9% 11.1% 25.7% 23.1% 30.3% 11.3% -7.0% 12.4K -308.5K -1.1K 0.00 116.47 2 0 100 233 2023-09-05 $83.53 $79.66 43.8% 8.0% 26.6% 30.3% 0.0% 2.2% 8.3% 10.1K -279.0K -1.0K 0.00 105.39 0 0 102 233 2023-09-06 $84.67 $79.66 41.1% 9.2% 27.2% 26.3% 0.0% 1.1% 1.3% 12.0K -259.8K -1.1K 0.00 106.28 0 0 102 233 2023-09-07 $83.75 $79.66 49.6% 9.0% 27.4% 38.7% 0.0% 2.4% 4.0% 9.4K -271.5K -1.0K 0.00 103.54 0 0 102 233 2023-09-08 $84.10 $79.66 48.8% 8.6% 26.4% 37.5% 0.0% -3.1% 4.9% 11.0K -269.5K -1.0K 0.00 107.83 0 0 102 233 2023-09-11 $85.88 $79.66 62.6% 9.3% 27.6% 57.4% 0.0% 0.8% 3.3% 16.4K -314.2K -909 0.00 103.85 0 0 102 233 2023-09-12 $86.21 $79.66 53.9% 9.7% 27.7% 44.9% 27.7% -12.3% -1.2% 22.8K -295.2K -991 0.00 89.15 38 0 102 233 2023-09-13 $86.14 $79.66 31.5% 9.0% 27.7% 12.4% 0.0% -1.4% -5.3% 13.7K -297.3K -1.2K 0.00 96.17 0 4 102 233 2023-09-14 $87.49 $79.66 30.0% 8.6% 28.1% 10.2% 0.0% -3.0% 0.7% 14.6K -373.8K -974 0.00 109.84 0 0 102 238 2023-09-15 $86.28 $79.66 28.6% 8.2% 28.3% 8.3% 0.0% -7.7% 0.2% 7.8K -310.3K -962 0.00 107.84 0 0 102 238 2023-09-18 $86.99 $79.66 28.8% 8.3% 27.9% 8.5% 0.0% 4.2% 1.1% 7.7K -309.6K -936 0.00 95.30 12 0 85 229 2023-09-19 $86.14 $79.66 31.1% 8.9% 28.1% 11.9% 0.0% -13.0% 4.8% 9.8K -337.4K -1.1K 0.00 100.78 0 0 97 229 2023-09-20 $86.85 $79.66 22.0% 6.3% 27.1% 0.0% 0.0% 0.0% 4.5% 11.3K -350.7K -1.0K 0.00 109.25 2 0 97 229 2023-09-21 $86.84 $79.66 26.5% 7.6% 27.1% 6.4% 0.0% -2.2% 6.4% 12.6K -359.5K -1.0K 0.00 111.60 0 0 99 229 2023-09-22 $86.96 $79.66 27.0% 7.7% 27.1% 7.1% 0.0% -2.1% 0.9% 12.6K -375.1K -1.0K 0.00 110.89 0 0 99 229 2023-09-25 $85.13 $79.66 33.0% 9.5% 28.1% 15.7% 0.0% -1.3% 8.9% 8.7K -309.0K -1.1K 0.00 109.61 0 0 99 229 2023-09-26 $83.03 $79.66 33.6% 9.6% 27.5% 16.6% 0.0% -0.7% 13.6% 7.3K -273.6K -1.1K 0.00 108.14 0 0 99 229 2023-09-27 $83.81 $79.66 35.2% 10.1% 23.4% 18.8% 0.0% -10.1% 2.2% 7.9K -270.1K -1.0K 0.00 109.10 0 0 99 229 2023-09-28 $85.58 $79.66 20.4% 5.8% 24.7% 0.0% 0.0% -15.7% 25.5% 11.3K -335.4K -1.0K 0.00 97.68 33 0 99 229 2023-09-29 $85.20 $79.66 33.5% 9.6% 24.7% 18.3% 0.0% -11.3% 13.7% 9.9K -319.6K -1.1K 0.00 103.37 0 0 132 229
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