LBRDA Options History — June 2024

In June 2024, LBRDA traded between $46.67 and $50.80. ATM implied volatility averaged 43.8%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 15.5% (HV 20d: 28.3%). Max pain ranged from $46.86 to $46.86. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.17.

Notable Days

2024-06-28: Highest Volume — 27 contracts
2024-06-24: Largest IV spike — 69.1% change
2024-06-25: Highest IV Rank — 53.3%
2024-06-25: Largest Expected Move — 15.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$48.69	$46.67	$50.80	$50.80	$50.74
Max Pain	$46.86	$46.86	$46.86	$46.86	$46.86
ATM IV	43.8%	30.8%	54.2%	45.4%	45.0%
Expected Move	12.1%	8.8%	15.5%	13.0%	12.9%
HV 20d	28.3%	24.7%	30.5%	28.7%	29.1%
HV 60d	27.2%	26.3%	28.6%	28.0%	27.2%
IV Rank	35.6%	16.4%	53.3%	36.4%	38.8%
IV Percentile	71.1%	12.3%	92.5%	79.0%	76.6%
Term Structure	1.1%	-27.5%	21.9%	-5.6%	4.7%
VWIV	48.3%	33.9%	58.7%	34.2%	56.9%
Skew 25d	11.3%	-7.5%	38.0%	2.8%	-6.5%
Skew 10d	29.5%	-1.0%	101.2%	9.1%	89.0%
Call IV 25d	46.1%	27.9%	69.6%	68.7%	69.6%
Put IV 25d	57.4%	36.3%	92.1%	71.5%	63.1%
Bid-Ask Spread %	110.87	101.25	127.27	127.27	114.85
Gamma HHI	0.48	0.37	0.71	0.37	0.62
Net GEX	20.9K	14.1K	26.4K	17.2K	20.6K
Net DEX	-377.9K	-520.1K	-260.4K	-520.1K	-461.9K
Net VEX	-1.4K	-1.7K	-1.1K	-1.7K	-1.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.17	0.00	1.00	1.00	0.00
Total Volume	2.579	0	27	0	27
Total OI	306	275	318	316	276

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	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2024-06-03	$50.80	$46.86	45.4%	13.0%	28.7%	36.4%	0.0%	2.8%	-5.6%	17.2K	-520.1K	-1.7K	0.00	127.27	0	0	189	127
2024-06-04	$49.28	$46.86	37.6%	10.8%	30.5%	25.1%	0.0%	-7.5%	1.8%	26.0K	-465.4K	-1.7K	0.00	114.82	0	0	189	127
2024-06-05	$49.25	$46.86	41.3%	11.8%	30.3%	30.4%	0.0%	-6.5%	-1.7%	25.2K	-441.4K	-1.7K	0.00	117.22	0	0	189	127
2024-06-06	$49.20	$46.86	41.9%	9.9%	29.8%	31.2%	0.0%	11.2%	5.8%	26.4K	-456.5K	-1.6K	0.00	103.77	0	0	189	127
2024-06-07	$48.84	$46.86	41.4%	9.9%	28.3%	30.6%	0.0%	9.5%	2.0%	25.6K	-405.2K	-1.6K	0.00	104.84	0	0	189	127
2024-06-10	$47.93	$46.86	47.0%	9.9%	26.6%	38.7%	0.0%	10.1%	1.8%	23.9K	-330.1K	-1.6K	0.00	103.86	0	0	189	127
2024-06-11	$48.14	$46.86	40.6%	9.8%	26.7%	29.4%	34.2%	6.6%	5.4%	25.9K	-358.0K	-1.6K	1.00	101.25	1	1	189	127
2024-06-12	$48.08	$46.86	46.8%	13.4%	26.5%	38.4%	0.0%	15.8%	0.4%	17.7K	-367.2K	-1.6K	0.00	109.41	1	0	190	128
2024-06-13	$47.57	$46.86	46.2%	13.2%	26.4%	37.5%	0.0%	12.2%	-3.1%	17.8K	-333.1K	-1.6K	0.00	109.54	0	0	190	128
2024-06-14	$47.04	$46.86	44.3%	12.7%	24.7%	37.6%	0.0%	-2.1%	-7.0%	20.0K	-274.2K	-1.5K	0.00	109.21	0	0	190	128
2024-06-17	$47.98	$46.86	48.7%	14.0%	25.6%	44.6%	0.0%	2.6%	-11.9%	22.9K	-333.3K	-1.4K	0.00	110.90	0	1	190	128
2024-06-18	$46.67	$46.86	44.9%	12.9%	27.1%	38.6%	0.0%	28.2%	-8.6%	20.0K	-260.4K	-1.4K	0.00	108.44	0	0	190	127
2024-06-20	$47.48	$46.86	48.9%	14.0%	27.8%	45.0%	0.0%	-2.6%	15.3%	21.7K	-308.0K	-1.3K	0.00	110.22	0	0	190	127
2024-06-21	$49.22	$46.86	31.4%	9.0%	30.4%	17.3%	33.9%	21.4%	0.5%	16.8K	-341.4K	-1.2K	0.00	111.47	16	0	190	127
2024-06-24	$48.65	$46.86	53.1%	15.2%	29.7%	51.6%	57.6%	26.5%	21.9%	14.1K	-357.4K	-1.3K	0.00	112.12	1	0	153	122
2024-06-25	$48.87	$46.86	54.2%	15.5%	29.5%	53.3%	0.0%	28.7%	21.1%	14.1K	-373.5K	-1.3K	0.00	112.36	0	0	154	122
2024-06-26	$49.39	$46.86	30.8%	8.8%	29.7%	16.4%	58.7%	25.8%	5.7%	18.9K	-376.1K	-1.2K	0.00	111.21	1	0	154	122
2024-06-27	$50.03	$46.86	42.4%	12.1%	30.0%	34.6%	0.0%	38.0%	-27.5%	21.9K	-417.4K	-1.1K	0.00	113.75	0	0	154	122
2024-06-28	$50.74	$46.86	45.0%	12.9%	29.1%	38.8%	56.9%	-6.5%	4.7%	20.6K	-461.9K	-1.1K	0.00	114.85	27	0	154	122