LBRDA Options History — July 2024

In July 2024, LBRDA traded between $48.74 and $62.30. ATM implied volatility averaged 64.2%, placing in the 66.3% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 31.4% (HV 20d: 32.7%). Max pain ranged from $46.86 to $56.23. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.51.

Notable Days

2024-07-12: Highest Volume — 114 contracts
2024-07-30: Largest IV spike — 57.6% change
2024-07-22: Highest IV Rank — 100.0%
2024-07-24: Largest Expected Move — 26.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$53.30	$48.74	$62.30	$50.37	$62.30
Max Pain	$52.40	$46.86	$56.23	$46.86	$46.86
ATM IV	64.2%	41.5%	91.8%	43.0%	67.3%
Expected Move	18.1%	11.9%	26.3%	12.3%	19.3%
HV 20d	32.7%	24.1%	57.0%	26.0%	56.7%
HV 60d	28.9%	24.6%	39.6%	27.1%	39.6%
IV Rank	66.3%	29.5%	100.0%	35.6%	65.7%
IV Percentile	91.6%	60.7%	100.0%	70.2%	93.7%
Term Structure	-29.4%	-50.9%	1.0%	1.0%	-50.9%
VWIV	51.9%	29.1%	62.8%	55.6%	29.1%
Skew 25d	12.5%	-10.6%	32.7%	24.3%	0.2%
Skew 10d	31.5%	-33.4%	109.5%	107.3%	21.9%
Call IV 25d	51.4%	26.6%	82.3%	78.1%	69.0%
Put IV 25d	63.9%	39.9%	102.4%	102.4%	69.2%
Bid-Ask Spread %	156.41	110.47	172.29	110.47	155.53
Gamma HHI	0.38	0.24	0.62	0.53	0.25
Net GEX	10.3K	-1.3K	27.4K	22.1K	3.3K
Net DEX	-428.5K	-908.3K	-49.9K	-483.9K	-126.0K
Net VEX	-712	-1.2K	-309	-1.2K	-402
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.51	0.00	2.00	0.20	0.50
Total Volume	9.182	0	114	1	0
Total OI	255.273	147	332	302	151

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	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2024-07-01	$50.37	$46.86	43.0%	12.3%	26.0%	35.6%	0.0%	24.3%	1.0%	22.1K	-483.9K	-1.2K	0.00	110.47	0	1	180	122
2024-07-02	$51.21	$46.86	47.9%	13.7%	26.5%	43.4%	0.0%	-9.2%	-34.2%	27.4K	-539.0K	-1.1K	0.00	112.73	0	1	180	122
2024-07-03	$50.85	$46.86	48.1%	13.8%	24.1%	43.7%	0.0%	10.2%	-29.4%	23.3K	-509.5K	-1.1K	0.00	112.72	0	0	180	122
2024-07-05	$50.70	$56.23	61.8%	19.7%	24.1%	65.3%	0.0%	13.3%	-30.7%	12.6K	-627.6K	-693	0.20	166.98	5	1	180	122
2024-07-08	$49.22	$56.23	59.5%	15.0%	26.5%	61.7%	0.0%	19.0%	-2.4%	24.3K	-408.1K	-1.1K	0.00	170.51	0	15	180	122
2024-07-09	$49.05	$56.23	74.2%	15.4%	26.4%	84.8%	0.0%	18.6%	-26.5%	-624	-566.0K	-684	0.00	172.29	0	0	180	137
2024-07-10	$48.74	$56.23	56.7%	16.2%	25.6%	57.2%	0.0%	20.9%	-28.7%	-1.3K	-562.0K	-671	0.00	172.25	0	0	180	137
2024-07-11	$50.39	$56.23	54.6%	15.6%	28.0%	53.9%	0.0%	26.0%	-1.2%	19.6K	-523.5K	-1.0K	0.00	167.90	0	0	180	137
2024-07-12	$51.69	$56.23	74.5%	21.4%	29.2%	85.3%	0.0%	28.4%	-35.6%	18.0K	-607.1K	-913	0.01	165.59	113	1	180	137
2024-07-15	$52.33	$56.23	56.7%	16.3%	28.8%	57.3%	0.0%	12.3%	-35.8%	18.4K	-665.0K	-801	2.00	168.27	1	2	187	136
2024-07-16	$52.97	$56.23	79.0%	22.7%	28.3%	92.4%	0.0%	32.7%	-37.7%	17.0K	-710.5K	-716	0.00	165.92	1	0	188	136
2024-07-17	$54.38	$56.23	61.2%	17.6%	28.8%	64.4%	55.6%	1.0%	-18.5%	14.5K	-774.7K	-618	0.27	161.87	12	3	187	136
2024-07-18	$53.12	$56.23	58.9%	16.9%	28.2%	60.7%	0.0%	11.9%	-30.3%	19.0K	-774.7K	-635	0.00	166.32	0	2	198	134
2024-07-19	$52.83	$56.23	60.2%	17.3%	28.2%	62.8%	0.0%	12.0%	-33.4%	394	-908.3K	-559	0.00	166.32	2	0	198	134
2024-07-22	$51.96	$56.23	84.3%	24.2%	26.7%	100.0%	60.3%	11.2%	-40.6%	302	-61.7K	-542	1.50	154.22	2	3	35	112
2024-07-23	$53.20	$46.86	90.4%	25.9%	27.1%	100.0%	0.0%	21.6%	-37.5%	-61	-77.0K	-534	0.00	166.12	0	0	36	115
2024-07-24	$51.47	$46.86	91.8%	26.3%	30.2%	100.0%	0.0%	12.1%	-49.0%	-398	-49.9K	-618	0.00	168.69	0	0	36	115
2024-07-25	$52.22	$46.86	72.4%	20.8%	30.4%	72.8%	62.8%	17.6%	-36.1%	151	-60.1K	-615	0.00	161.46	0	1	36	115
2024-07-26	$59.93	$51.55	62.1%	17.8%	56.8%	58.4%	0.0%	-10.6%	-34.8%	2.3K	-158.3K	-309	0.07	146.00	31	2	36	116
2024-07-29	$61.39	$51.55	41.5%	11.9%	57.0%	29.5%	29.1%	0.6%	-5.0%	3.0K	-111.2K	-388	0.50	154.34	2	1	34	116
2024-07-30	$62.30	$46.86	65.3%	18.7%	56.7%	62.9%	0.0%	0.2%	-48.7%	2.9K	-123.1K	-423	0.00	154.47	0	0	36	115
2024-07-31	$62.30	$46.86	67.3%	19.3%	56.7%	65.7%	0.0%	0.2%	-50.9%	3.3K	-126.0K	-402	0.00	155.53	0	0	36	115