LBRDK Options History — November 2015

In November 2015, LBRDK traded between $52.75 and $52.81. ATM implied volatility averaged 49.3%. The 30-day expected move averaged 14.1%. Net GEX was positive for 0 of 3 trading days. Term structure was in contango for 0 of 3 days.

Notable Days

2015-11-30: Largest IV spike — 12.8% change
2015-11-30: Largest Expected Move — 15.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$52.78	$52.75	$52.81	$52.78	$52.81
ATM IV	49.3%	47.2%	53.2%	47.5%	53.2%
Expected Move	14.1%	13.5%	15.3%	13.6%	15.3%
Term Structure	-20.5%	-23.3%	-18.1%	-18.1%	-23.3%
Bid-Ask Spread %	166.09	165.28	166.66	165.28	166.33
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (3 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
2015-11-25	$52.78	$0.00	47.5%	13.6%	0.0%	0.0%	0.0%	0.0%	-18.1%	0	0	0	0.00	165.28	0	0	0	0
2015-11-27	$52.75	$0.00	47.2%	13.5%	0.0%	0.0%	0.0%	0.0%	-20.0%	0	0	0	0.00	166.66	0	0	0	0
2015-11-30	$52.81	$0.00	53.2%	15.3%	0.0%	0.0%	0.0%	0.0%	-23.3%	0	0	0	0.00	166.33	0	0	0	0