LBRDA Options History — August 2024

In August 2024, LBRDA traded between $55.45 and $61.55. ATM implied volatility averaged 57.2%, placing in the 38.5% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 9.9% (HV 20d: 47.3%). Max pain ranged from $46.86 to $60.92. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2024-08-14: Highest Volume — 23 contracts
2024-08-12: Largest IV spike — 139.4% change
2024-08-07: Highest IV Rank — 100.0%
2024-08-01: Largest Expected Move — 17.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$58.34	$55.45	$61.55	$61.55	$57.33
Max Pain	$57.94	$46.86	$60.92	$46.86	$56.23
ATM IV	57.2%	29.5%	147.5%	61.6%	43.1%
Expected Move	11.1%	8.4%	17.7%	17.7%	12.4%
HV 20d	47.3%	22.9%	57.3%	57.0%	23.1%
HV 60d	39.3%	38.4%	40.0%	39.7%	38.5%
IV Rank	38.5%	7.1%	100.0%	57.7%	17.9%
IV Percentile	60.6%	7.1%	100.0%	91.3%	59.5%
Term Structure	-6.0%	-55.0%	7.5%	-55.0%	-14.4%
VWIV	39.4%	39.4%	39.4%	39.4%	39.4%
Skew 25d	-1.3%	-17.0%	9.3%	-0.8%	-17.0%
Skew 10d	3.5%	-29.6%	24.8%	18.2%	-29.6%
Call IV 25d	47.5%	30.0%	70.7%	70.7%	58.6%
Put IV 25d	46.3%	33.8%	69.9%	69.9%	41.6%
Bid-Ask Spread %	127.54	115.85	159.30	157.08	127.87
Gamma HHI	0.29	0.20	0.37	0.25	0.30
Net GEX	2.4K	-60	5.1K	3.2K	1.4K
Net DEX	-80.0K	-151.1K	-23.7K	-117.8K	-51.1K
Net VEX	-451	-795	-326	-403	-484
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	1.727	0	23	0	0
Total OI	154.636	147	166	151	159

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
2024-08-01	$61.55	$46.86	61.6%	17.7%	57.0%	57.7%	0.0%	-0.8%	-55.0%	3.2K	-117.8K	-403	157.08	0	0	36	115
2024-08-02	$60.79	$46.86	37.5%	10.7%	57.3%	23.9%	0.0%	6.1%	7.5%	3.4K	-116.9K	-416	159.30	0	0	36	115
2024-08-05	$59.55	$60.92	79.7%	14.0%	56.6%	83.1%	0.0%	7.7%	1.4%	1.3K	-78.3K	-625	115.85	0	0	36	115
2024-08-06	$58.94	$60.92	87.4%	10.7%	56.9%	93.8%	0.0%	1.2%	-1.1%	2.3K	-88.0K	-429	120.87	0	0	36	115
2024-08-07	$59.26	$60.92	92.0%	11.6%	56.6%	100.0%	0.0%	3.0%	-1.5%	2.3K	-91.3K	-422	120.78	0	0	36	115
2024-08-08	$59.73	$60.92	61.5%	9.2%	55.9%	57.4%	0.0%	9.3%	0.0%	3.8K	-104.9K	-366	124.51	0	0	36	115
2024-08-09	$59.60	$60.92	58.6%	8.9%	55.7%	53.4%	0.0%	5.3%	2.4%	3.8K	-102.4K	-342	124.72	0	0	36	115
2024-08-12	$57.84	$60.92	140.3%	10.0%	57.2%	100.0%	0.0%	2.1%	-3.9%	2.7K	-78.1K	-338	124.46	0	1	36	115
2024-08-13	$58.52	$60.92	147.5%	10.6%	57.1%	100.0%	0.0%	1.0%	-0.1%	2.9K	-84.4K	-329	125.36	2	0	36	116
2024-08-14	$57.55	$60.92	32.5%	9.3%	57.1%	9.5%	0.0%	5.3%	-1.2%	2.8K	-77.9K	-326	125.68	23	0	38	116
2024-08-15	$58.19	$60.92	36.5%	10.5%	56.3%	12.6%	0.0%	0.8%	-1.6%	5.1K	-122.8K	-494	125.46	2	0	50	116
2024-08-16	$57.84	$60.92	29.5%	8.4%	56.3%	7.1%	0.0%	-5.2%	-3.7%	2.2K	-151.1K	-479	126.33	0	0	50	116
2024-08-19	$57.57	$60.92	35.3%	10.1%	55.8%	11.7%	0.0%	1.8%	-4.6%	-60	-23.7K	-795	126.83	0	0	35	112
2024-08-20	$57.07	$60.92	39.1%	11.2%	55.6%	14.7%	39.4%	6.7%	-6.8%	2.2K	-58.5K	-452	121.07	0	9	35	112
2024-08-21	$56.68	$56.23	34.8%	10.0%	54.1%	11.3%	0.0%	2.3%	-4.5%	1.8K	-53.6K	-453	126.45	0	0	35	121
2024-08-22	$55.45	$56.23	34.3%	9.8%	54.8%	10.9%	0.0%	-15.0%	2.0%	2.0K	-49.8K	-395	124.18	0	0	35	121
2024-08-23	$56.86	$56.23	38.7%	11.1%	23.9%	14.4%	0.0%	-14.0%	-3.5%	2.2K	-56.5K	-413	125.99	0	0	35	121
2024-08-26	$57.75	$56.23	44.7%	12.8%	22.9%	19.1%	0.0%	-9.9%	6.3%	2.2K	-65.9K	-428	123.73	0	1	37	121
2024-08-27	$58.80	$56.23	36.5%	10.5%	23.2%	12.7%	0.0%	-10.9%	-21.5%	1.7K	-64.9K	-518	126.45	0	0	37	122
2024-08-28	$58.68	$56.23	38.3%	11.0%	23.2%	14.1%	0.0%	-10.7%	-21.1%	1.6K	-63.9K	-515	126.21	0	0	37	122
2024-08-29	$58.03	$56.23	48.0%	13.8%	23.1%	21.7%	0.0%	2.6%	-7.4%	1.6K	-58.5K	-498	126.62	0	0	37	122
2024-08-30	$57.33	$56.23	43.1%	12.4%	23.1%	17.9%	0.0%	-17.0%	-14.4%	1.4K	-51.1K	-484	127.87	0	0	37	122