LBRDA Options History — October 2024

In October 2024, LBRDA traded between $71.60 and $76.26. ATM implied volatility averaged 47.9%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 22.3% (HV 20d: 70.2%). Max pain ranged from $65.60 to $74.98. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 1.56.

Notable Days

  • 2024-10-02: Highest Volume — 15 contracts
  • 2024-10-03: Largest IV spike — 24.7% change
  • 2024-10-07: Highest IV Rank — 29.5%
  • 2024-10-31: Largest Expected Move — 16.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$74.26$71.60$76.26$73.68$74.86
Max Pain$73.96$65.60$74.98$65.60$74.98
ATM IV47.9%40.7%58.7%44.0%57.8%
Expected Move13.3%11.7%16.6%12.6%16.6%
HV 20d70.2%25.6%93.3%92.7%25.6%
HV 60d61.2%56.9%64.2%63.9%57.4%
IV Rank21.0%15.3%29.5%17.9%28.9%
IV Percentile67.6%46.4%85.3%61.1%84.1%
Term Structure-2.1%-7.6%4.5%-5.3%-7.6%
VWIV49.6%25.8%80.7%60.9%80.7%
Skew 25d11.5%-4.6%25.1%25.1%-1.9%
Skew 10d14.5%-9.4%34.8%30.1%-9.4%
Call IV 25d45.7%34.0%72.6%39.0%72.6%
Put IV 25d57.1%41.9%70.7%64.1%70.7%
Bid-Ask Spread %107.6395.99114.6295.99112.03
Gamma HHI0.290.230.350.280.32
Net GEX3.3K-2805.8K4.5K2.5K
Net DEX-256.7K-340.4K-135.6K-299.1K-213.6K
Net VEX-1.3K-1.5K-1.1K-1.3K-1.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.560.0010.002.500.00
Total Volume4.174015112
Total OI251.087150335290151

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$73.68$65.6044.0%12.6%92.7%17.9%60.9%25.1%-5.3%4.5K-299.1K-1.3K0.0095.99011106184
2024-10-02$73.83$65.6040.8%11.7%91.9%15.4%0.0%12.9%2.0%5.8K-297.0K-1.4K2.5099.82411106186
2024-10-03$71.60$70.2950.9%12.4%93.3%23.4%41.7%19.3%-4.4%3.5K-212.0K-1.5K10.00101.00111110196
2024-10-04$72.55$74.9855.8%13.0%92.9%27.3%0.0%16.6%-3.6%4.1K-238.6K-1.4K0.00101.1100109196
2024-10-07$72.03$74.9858.7%13.3%92.9%29.5%0.0%18.3%-5.3%3.5K-251.2K-1.4K0.00105.0002109196
2024-10-08$73.01$74.9846.1%12.7%92.7%19.6%0.0%17.3%-2.0%4.7K-248.9K-1.4K0.00102.2100109196
2024-10-09$74.27$74.9848.9%14.0%92.5%21.7%61.3%12.3%-5.7%4.8K-292.7K-1.4K0.00103.44013109196
2024-10-10$74.01$74.9846.8%13.4%92.7%20.1%45.4%14.5%-3.3%3.8K-290.1K-1.5K0.09108.27121109205
2024-10-11$73.96$74.9848.3%13.9%92.7%21.3%51.3%6.2%-4.1%4.5K-295.9K-1.5K0.00105.08011118206
2024-10-14$74.95$74.9845.4%13.0%92.7%19.0%0.0%7.8%-1.3%3.3K-325.1K-1.4K0.00108.8700118217
2024-10-15$74.86$74.9848.2%13.8%92.7%21.2%0.0%10.7%-5.3%3.9K-328.5K-1.4K1.00112.6011118217
2024-10-16$74.99$74.9846.9%13.5%92.8%20.2%45.7%22.9%-5.1%4.8K-340.4K-1.3K1.00106.2622117217
2024-10-17$74.29$74.9846.6%13.4%92.2%19.9%45.5%14.2%-0.7%2.1K-326.3K-1.3K1.00104.7844118217
2024-10-18$74.30$74.9841.4%11.9%91.6%15.8%0.0%-4.6%2.8%1.9K-284.9K-1.2K0.00113.8900117218
2024-10-21$72.14$74.9843.4%12.4%92.9%17.4%38.2%1.7%-0.9%-280-135.6K-1.2K0.00110.33107080
2024-10-22$75.43$74.9840.7%11.7%32.9%15.3%48.7%12.3%4.0%2.8K-213.8K-1.2K0.00109.05107080
2024-10-23$75.29$74.9847.5%13.6%29.9%20.6%0.0%12.0%1.3%1.8K-201.5K-1.2K0.00110.57007080
2024-10-24$75.49$74.9841.4%11.9%29.8%15.9%25.8%20.7%4.5%3.5K-224.5K-1.1K0.00110.74107080
2024-10-25$76.26$74.9845.6%13.1%26.4%19.1%0.0%1.6%-0.5%3.7K-232.1K-1.1K0.00112.31007180
2024-10-28$75.89$74.9850.1%14.4%26.1%22.8%0.0%10.3%1.3%3.3K-230.6K-1.1K0.00113.77007180
2024-10-29$74.39$74.9851.4%14.7%26.6%23.7%0.0%2.8%-7.0%1.5K-193.5K-1.1K0.00113.68007180
2024-10-30$75.97$74.9854.4%15.6%27.5%26.2%0.0%10.5%-3.0%3.1K-228.0K-1.1K0.00114.62007180
2024-10-31$74.86$74.9857.8%16.6%25.6%28.9%80.7%-1.9%-7.6%2.5K-213.6K-1.1K0.00112.03207180