LBRDA Options History — October 2023

In October 2023, LBRDA traded between $72.76 and $88.39. ATM implied volatility averaged 36.4%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 12.7% (HV 20d: 23.7%). Max pain ranged from $79.66 to $89.03. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2023-10-27: Highest Volume — 49 contracts
2023-10-24: Largest IV spike — 30.4% change
2023-10-26: Highest IV Rank — 31.9%
2023-10-26: Largest Expected Move — 12.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$83.70	$72.76	$88.39	$84.15	$78.17
Max Pain	$87.76	$79.66	$89.03	$79.66	$89.03
ATM IV	36.4%	27.0%	43.2%	27.0%	41.1%
Expected Move	10.6%	7.7%	12.4%	7.7%	11.8%
HV 20d	23.7%	19.6%	42.8%	22.1%	42.8%
HV 60d	24.5%	22.6%	31.1%	24.6%	31.1%
IV Rank	22.4%	9.2%	31.9%	9.2%	29.0%
IV Percentile	49.9%	4.8%	81.0%	4.8%	78.6%
Term Structure	-2.6%	-8.8%	6.8%	6.7%	-8.1%
VWIV	40.5%	40.5%	40.5%	40.5%	40.5%
Skew 25d	0.6%	-13.4%	16.1%	2.9%	7.5%
Skew 10d	9.3%	-11.5%	29.7%	6.5%	17.2%
Call IV 25d	40.3%	30.0%	56.1%	31.4%	40.7%
Put IV 25d	40.9%	33.6%	52.0%	34.2%	48.2%
Bid-Ask Spread %	102.02	85.16	108.31	101.82	100.88
Gamma HHI	0.39	0.30	0.54	0.38	0.33
Net GEX	11.7K	4.8K	27.4K	9.7K	8.1K
Net DEX	-284.0K	-402.1K	-125.1K	-277.3K	-185.2K
Net VEX	-798	-971	-604	-941	-669
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	8.409	0	49	0	2
Total OI	306.682	157	362	361	210

Daily Data (22 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
2023-10-02	$84.15	$79.66	27.0%	7.7%	22.1%	9.2%	0.0%	2.9%	6.7%	9.7K	-277.3K	-941	101.82	0	0	132	229
2023-10-03	$82.89	$79.66	34.4%	9.9%	21.4%	19.6%	0.0%	-10.9%	6.8%	7.2K	-249.5K	-971	106.68	0	0	132	229
2023-10-04	$83.71	$79.66	34.1%	9.8%	21.1%	19.2%	0.0%	-13.4%	2.5%	7.9K	-253.9K	-950	108.04	0	1	132	229
2023-10-05	$83.83	$89.03	35.0%	10.7%	20.8%	20.5%	0.0%	3.0%	-0.8%	9.2K	-266.3K	-931	100.52	0	0	132	230
2023-10-06	$84.11	$89.03	38.1%	10.7%	20.7%	24.8%	0.0%	1.8%	-0.9%	8.1K	-260.5K	-909	106.90	3	0	132	230
2023-10-09	$85.62	$89.03	31.5%	11.5%	20.3%	15.5%	0.0%	-0.4%	-7.8%	14.1K	-325.7K	-930	100.42	0	0	129	230
2023-10-10	$86.18	$89.03	38.6%	10.8%	20.4%	25.4%	0.0%	6.6%	-6.7%	12.1K	-328.8K	-840	103.09	0	0	129	230
2023-10-11	$87.19	$89.03	33.1%	9.5%	20.8%	17.8%	0.0%	6.5%	0.6%	20.2K	-357.5K	-893	99.16	0	0	129	230
2023-10-12	$86.61	$89.03	38.1%	10.9%	20.2%	24.8%	0.0%	6.6%	-7.3%	14.2K	-339.1K	-922	102.21	0	0	129	230
2023-10-13	$86.74	$89.03	37.4%	10.7%	19.6%	23.8%	0.0%	12.2%	-3.0%	12.2K	-315.5K	-842	106.81	0	0	129	230
2023-10-16	$88.39	$89.03	35.2%	10.1%	20.5%	20.7%	0.0%	-7.2%	-3.3%	15.4K	-388.7K	-836	91.74	0	0	129	230
2023-10-17	$88.31	$89.03	34.7%	9.9%	20.1%	20.0%	0.0%	-0.1%	-1.2%	27.4K	-402.1K	-774	85.16	0	1	129	230
2023-10-18	$88.05	$89.03	37.0%	10.6%	20.0%	23.2%	0.0%	-2.1%	-8.8%	13.7K	-381.4K	-700	97.18	0	0	129	232
2023-10-19	$85.37	$89.03	37.7%	10.8%	22.9%	24.2%	0.0%	5.4%	-4.1%	11.4K	-292.3K	-669	107.58	0	0	129	232
2023-10-20	$84.20	$89.03	38.7%	11.1%	23.4%	25.6%	40.5%	16.1%	-2.5%	7.5K	-256.0K	-682	108.31	20	0	129	232
2023-10-23	$84.01	$89.03	30.3%	8.7%	22.2%	13.9%	0.0%	5.9%	2.1%	14.0K	-288.1K	-744	93.00	35	0	108	49
2023-10-24	$83.83	$89.03	39.5%	11.3%	20.3%	26.7%	0.0%	-7.2%	-6.0%	13.0K	-308.9K	-731	105.21	0	0	143	49
2023-10-25	$81.92	$89.03	38.1%	10.9%	21.6%	24.8%	0.0%	-2.8%	-7.9%	11.2K	-256.0K	-715	102.91	30	0	143	49
2023-10-26	$79.46	$89.03	43.2%	12.4%	22.3%	31.9%	0.0%	-4.2%	-8.8%	9.7K	-226.5K	-653	107.98	0	2	140	49
2023-10-27	$72.76	$89.03	40.9%	11.7%	37.3%	28.7%	0.0%	-2.0%	-4.4%	4.8K	-125.1K	-604	106.61	49	0	140	48
2023-10-30	$75.84	$89.03	37.3%	10.7%	41.2%	23.6%	0.0%	-10.1%	5.9%	6.1K	-163.6K	-660	102.23	42	0	168	48
2023-10-31	$78.17	$89.03	41.1%	11.8%	42.8%	29.0%	0.0%	7.5%	-8.1%	8.1K	-185.2K	-669	100.88	0	2	162	48