LBRDA Options History — November 2024

In November 2024, LBRDA traded between $78.73 and $93.60. ATM implied volatility averaged 37.3%, placing in the 12.6% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded below realized volatility by 19.4% (HV 20d: 56.8%). Max pain ranged from $74.98 to $84.35. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 1.59.

Notable Days

2024-11-01: Highest Volume — 15 contracts
2024-11-11: Largest IV spike — 58.3% change
2024-11-12: Highest IV Rank — 38.5%
2024-11-05: Largest Expected Move — 11.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$84.35	$78.73	$93.60	$84.12	$79.25
Max Pain	$83.50	$74.98	$84.35	$74.98	$84.35
ATM IV	37.3%	27.8%	70.0%	38.3%	33.0%
Expected Move	9.3%	8.0%	11.2%	11.0%	9.4%
HV 20d	56.8%	47.8%	61.5%	48.0%	58.4%
HV 60d	63.9%	61.5%	64.9%	61.9%	64.5%
IV Rank	12.6%	5.0%	38.5%	13.4%	9.1%
IV Percentile	25.8%	1.6%	92.9%	35.3%	10.3%
Term Structure	0.8%	-5.6%	11.3%	-5.5%	-5.6%
VWIV	39.8%	33.2%	46.3%	46.3%	33.2%
Skew 25d	1.0%	-13.0%	15.6%	15.6%	-13.0%
Skew 10d	6.9%	-6.4%	21.2%	21.2%	0.8%
Call IV 25d	36.7%	29.2%	44.9%	44.9%	41.9%
Put IV 25d	37.7%	25.4%	60.5%	60.5%	28.8%
Bid-Ask Spread %	113.13	101.47	121.02	105.04	121.02
Gamma HHI	0.34	0.24	0.58	0.54	0.30
Net GEX	4.8K	2.3K	15.1K	8.2K	4.7K
Net DEX	-446.6K	-682.2K	-266.8K	-469.3K	-273.8K
Net VEX	-448	-705	-245	-705	-495
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.59	0.00	9.00	0.56	0.00
Total Volume	2.25	0	15	15	0
Total OI	124.2	78	176	153	80

Daily Data (20 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
2024-11-01	$84.12	$74.98	38.3%	11.0%	48.0%	13.4%	46.3%	15.6%	-5.5%	8.2K	-469.3K	-705	0.56	105.04	10	5	73	80
2024-11-04	$85.71	$0.00	43.8%	10.9%	47.8%	17.7%	0.0%	-0.6%	3.2%	8.0K	-521.6K	-598	0.00	110.31	0	0	76	84
2024-11-05	$86.85	$0.00	43.8%	11.2%	47.8%	17.7%	0.0%	4.3%	0.2%	7.9K	-560.1K	-497	0.00	101.75	0	0	76	84
2024-11-06	$93.60	$0.00	40.4%	10.2%	53.3%	15.1%	0.0%	9.4%	-3.0%	2.9K	-682.2K	-245	0.00	101.47	3	0	76	84
2024-11-07	$90.00	$0.00	39.8%	9.4%	56.0%	14.6%	0.0%	2.9%	2.5%	3.0K	-645.2K	-287	0.00	106.20	0	0	76	84
2024-11-08	$90.65	$0.00	42.5%	9.7%	55.9%	16.7%	0.0%	4.8%	0.2%	3.1K	-651.5K	-283	0.00	108.09	5	0	76	84
2024-11-11	$91.36	$0.00	67.3%	9.9%	55.9%	36.4%	0.0%	9.4%	0.2%	4.4K	-643.9K	-332	0.00	110.12	0	1	76	84
2024-11-12	$90.52	$0.00	70.0%	9.7%	56.2%	38.5%	0.0%	1.6%	2.9%	4.9K	-635.2K	-356	0.00	111.34	0	0	76	84
2024-11-13	$86.74	$0.00	33.0%	9.4%	59.1%	9.1%	0.0%	0.7%	-1.4%	9.1K	-570.7K	-393	0.00	114.32	7	0	76	84
2024-11-14	$83.38	$0.00	30.8%	8.8%	61.2%	7.5%	33.2%	1.6%	0.1%	15.1K	-526.7K	-417	9.00	112.18	1	10	83	84
2024-11-15	$82.30	$84.35	27.8%	8.0%	61.5%	5.0%	0.0%	3.0%	-2.8%	2.3K	-527.3K	-441	0.00	119.90	0	1	84	92
2024-11-18	$81.23	$84.35	29.0%	8.3%	60.6%	6.0%	0.0%	7.7%	4.2%	2.5K	-288.8K	-463	0.00	119.41	0	0	45	33
2024-11-19	$80.67	$84.35	30.2%	8.7%	58.9%	6.9%	0.0%	9.0%	1.9%	2.7K	-272.7K	-510	0.00	114.88	0	0	45	33
2024-11-20	$81.27	$84.35	28.8%	8.3%	58.9%	5.8%	0.0%	1.1%	11.3%	2.5K	-280.9K	-497	0.00	115.98	0	0	45	33
2024-11-21	$80.33	$84.35	30.0%	8.6%	59.2%	6.8%	0.0%	-5.0%	2.0%	2.5K	-284.0K	-457	0.00	117.99	0	0	45	33
2024-11-22	$81.12	$84.35	30.3%	8.7%	59.2%	6.9%	0.0%	-13.0%	4.0%	2.4K	-290.1K	-441	0.00	118.47	0	0	45	33
2024-11-25	$79.90	$84.35	29.0%	8.3%	59.5%	5.9%	0.0%	-9.4%	4.1%	3.6K	-271.5K	-471	0.00	119.39	2	0	45	33
2024-11-26	$79.19	$84.35	30.5%	8.7%	59.0%	7.1%	0.0%	-5.6%	-1.8%	3.6K	-269.4K	-540	0.00	117.27	0	0	47	33
2024-11-27	$78.73	$84.35	28.3%	8.1%	58.7%	5.4%	0.0%	-3.9%	0.2%	3.5K	-266.8K	-527	0.00	117.46	0	0	47	33
2024-11-29	$79.25	$84.35	33.0%	9.4%	58.4%	9.1%	0.0%	-13.0%	-5.6%	4.7K	-273.8K	-495	0.00	121.02	0	0	47	33