LBRDK Options History — December 2015

Name: LBRDK Options Analytics - December 2015
Creator: Options Analysis Suite

In December 2015, LBRDK traded between $49.14 and $53.51. ATM implied volatility averaged 50.4%. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 26.2% (HV 20d: 24.3%). Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 1.00.

Notable Days

2015-12-04: Highest Volume — 10 contracts
2015-12-09: Largest IV drop — 45.1% change
2015-12-31: Largest Expected Move — 16.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$51.37	$49.14	$53.51	$53.51	$52.09
ATM IV	50.4%	35.5%	72.5%	52.1%	58.5%
Expected Move	13.0%	10.2%	16.8%	14.9%	16.8%
HV 20d	24.3%	23.3%	26.3%	26.3%	23.4%
Term Structure	-15.2%	-25.3%	-3.8%	-23.2%	-20.6%
Skew 25d	3.2%	3.1%	3.4%	3.1%	3.4%
Skew 10d	11.4%	11.0%	11.7%	11.0%	11.5%
Call IV 25d	43.2%	41.8%	44.5%	41.8%	44.5%
Put IV 25d	46.4%	44.9%	47.9%	44.9%	47.9%
Bid-Ask Spread %	157.63	149.88	169.00	168.09	158.14
Gamma HHI	0.51	0.50	0.53	0.50	0.53
Net GEX	8	-400	100	0	-386
Net DEX	1.2K	-2.4K	9.6K	0	8.4K
Net VEX	-119	-204	0	0	-201
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	1.00	1.00	1.00	1.00
Total Volume	8.182	0	10	0	10
Total OI	8.636	0	15	0	15

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
2015-12-01	$53.51	$0.00	52.1%	14.9%	0.0%	0.0%	0.0%	0.0%	-23.2%	0	0	0	0.00	168.09	0	0	0	0
2015-12-02	$53.23	$0.00	53.7%	15.4%	0.0%	0.0%	0.0%	0.0%	-25.3%	0	0	0	0.00	169.00	0	0	0	0
2015-12-03	$51.49	$0.00	63.1%	11.2%	0.0%	0.0%	0.0%	0.0%	-3.8%	0	0	0	0.00	161.65	0	0	0	0
2015-12-04	$52.24	$0.00	60.3%	10.5%	0.0%	0.0%	0.0%	0.0%	-6.6%	0	0	0	1.00	160.83	5	5	0	0
2015-12-07	$52.60	$0.00	67.9%	10.9%	0.0%	0.0%	0.0%	0.0%	-16.5%	89	-2.1K	-147	0.00	161.63	0	0	5	5
2015-12-08	$52.04	$0.00	72.5%	11.1%	0.0%	0.0%	0.0%	0.0%	-8.1%	89	-2.4K	-147	1.00	161.09	5	5	5	5
2015-12-09	$51.45	$0.00	39.8%	11.4%	0.0%	0.0%	0.0%	0.0%	-11.8%	72	-508	-144	1.00	158.02	5	5	5	5
2015-12-10	$50.93	$0.00	38.7%	11.1%	0.0%	0.0%	0.0%	0.0%	-9.2%	62	650	-141	1.00	157.50	5	5	5	5
2015-12-11	$50.21	$0.00	39.6%	11.4%	0.0%	0.0%	0.0%	0.0%	-11.6%	54	1.1K	-140	1.00	154.90	5	5	5	5
2015-12-14	$49.14	$0.00	41.8%	12.0%	0.0%	0.0%	0.0%	0.0%	-14.5%	32	2.7K	-135	1.00	152.81	5	5	5	5
2015-12-15	$49.93	$0.00	42.3%	12.1%	0.0%	0.0%	0.0%	0.0%	-18.2%	28	2.0K	-136	1.00	152.58	5	5	5	5
2015-12-16	$51.55	$0.00	41.9%	12.0%	0.0%	0.0%	0.0%	0.0%	-11.2%	57	775	-140	1.00	153.98	5	5	5	5
2015-12-17	$51.22	$0.00	42.9%	12.3%	26.3%	0.0%	0.0%	0.0%	-15.0%	89	-661	-138	1.00	151.97	5	5	5	5
2015-12-18	$50.51	$0.00	35.5%	10.2%	25.8%	0.0%	0.0%	0.0%	-15.2%	56	1.3K	-138	1.00	149.88	5	5	5	5
2015-12-21	$50.41	$0.00	46.8%	13.4%	25.0%	0.0%	0.0%	3.1%	-15.9%	56	1.5K	-134	1.00	155.54	5	5	5	5
2015-12-22	$50.74	$0.00	47.5%	13.6%	24.5%	0.0%	0.0%	3.1%	-15.9%	26	1.2K	-137	1.00	155.18	5	5	5	5
2015-12-23	$50.89	$0.00	48.4%	13.9%	23.9%	0.0%	0.0%	3.2%	-16.3%	75	513	-137	1.00	155.42	5	5	5	5
2015-12-24	$50.88	$0.00	49.5%	14.2%	23.3%	0.0%	0.0%	3.2%	-17.0%	31	1.0K	-136	1.00	157.29	5	5	5	5
2015-12-28	$51.18	$0.00	54.5%	15.6%	23.4%	0.0%	0.0%	3.2%	-20.0%	41	1.2K	-133	1.00	154.44	5	5	5	5
2015-12-29	$51.80	$0.00	55.4%	15.9%	23.9%	0.0%	0.0%	3.3%	-19.3%	100	-771	-137	1.00	158.87	5	5	5	5
2015-12-30	$52.08	$0.00	56.7%	16.3%	23.4%	0.0%	0.0%	3.4%	-19.5%	-400	9.6K	-204	1.00	159.15	5	5	5	10
2015-12-31	$52.09	$0.00	58.5%	16.8%	23.4%	0.0%	0.0%	3.4%	-20.6%	-386	8.4K	-201	1.00	158.14	5	5	5	10