LBRDK Options History — January 2016

Name: LBRDK Options Analytics - January 2016
Creator: Options Analysis Suite

In January 2016, LBRDK traded between $45.67 and $50.64. ATM implied volatility averaged 64.9%. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 39.9% (HV 20d: 25.0%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 2.12.

Notable Days

2016-01-04: Highest Volume — 10 contracts
2016-01-13: Largest IV drop — 71.2% change
2016-01-29: Largest Expected Move — 15.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$48.28	$45.67	$50.64	$50.64	$46.51
Max Pain	$50.00	$50.00	$50.00	$50.00	$50.00
ATM IV	64.9%	38.9%	135.3%	71.7%	55.4%
Expected Move	12.6%	10.1%	15.9%	10.1%	15.9%
HV 20d	25.0%	22.2%	28.6%	22.5%	28.6%
Term Structure	-10.7%	-16.7%	-5.3%	-5.3%	-16.1%
VWIV	41.0%	21.3%	87.4%	87.4%	21.3%
Skew 25d	12.4%	3.3%	56.0%	3.6%	56.0%
Skew 10d	17.3%	11.6%	35.2%	12.8%	26.4%
Call IV 25d	52.4%	21.8%	85.9%	48.3%	21.8%
Put IV 25d	64.8%	51.8%	90.2%	51.9%	77.8%
Bid-Ask Spread %	129.39	124.79	130.54	128.73	130.54
Gamma HHI	0.53	0.51	0.54	0.54	0.54
Net GEX	-349	-462	-163	-425	-385
Net DEX	15.2K	5.4K	21.8K	11.5K	21.8K
Net VEX	-194	-215	-166	-198	-170
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.12	1.00	2.50	1.00	1.67
Total Volume	7.579	7	10	10	8
Total OI	17	15	18	15	18

Daily Data (19 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
2016-01-04	$50.64	$0.00	71.7%	10.1%	22.5%	0.0%	0.0%	3.6%	-5.3%	-425	11.5K	-198	1.00	128.73	5	5	5	10
2016-01-05	$49.89	$0.00	74.4%	10.4%	22.3%	0.0%	0.0%	3.4%	-6.8%	-462	13.3K	-194	1.00	129.51	5	5	5	10
2016-01-06	$49.29	$0.00	80.4%	10.4%	22.3%	0.0%	0.0%	3.4%	-8.0%	-284	13.0K	-211	2.50	130.05	2	5	7	10
2016-01-07	$48.86	$0.00	85.5%	10.6%	22.2%	0.0%	0.0%	3.8%	-9.1%	-309	14.3K	-209	2.50	129.91	2	5	7	10
2016-01-08	$49.49	$0.00	89.2%	10.4%	22.7%	0.0%	0.0%	3.3%	-8.6%	-265	12.0K	-215	2.50	129.39	2	5	7	10
2016-01-11	$49.48	$0.00	118.0%	10.8%	22.5%	0.0%	0.0%	3.4%	-9.4%	-266	11.7K	-209	2.50	130.43	2	5	7	10
2016-01-12	$50.26	$0.00	135.3%	10.9%	22.7%	0.0%	0.0%	4.0%	-8.9%	-274	10.8K	-214	2.50	130.44	2	5	7	10
2016-01-13	$48.31	$0.00	38.9%	11.2%	25.7%	0.0%	0.0%	4.4%	-11.3%	-163	5.4K	-208	2.50	129.21	2	5	7	10
2016-01-14	$49.46	$0.00	39.3%	11.3%	26.5%	0.0%	0.0%	3.5%	-10.4%	-343	13.6K	-208	2.50	130.22	2	5	7	10
2016-01-15	$48.03	$0.00	43.0%	12.3%	25.4%	0.0%	0.0%	4.9%	-16.7%	-298	13.6K	-201	2.50	128.90	2	5	7	10
2016-01-19	$47.97	$0.00	42.5%	12.2%	25.4%	0.0%	0.0%	4.9%	-14.2%	-355	14.4K	-195	2.50	129.36	2	5	7	10
2016-01-20	$47.52	$0.00	47.7%	13.7%	25.2%	0.0%	0.0%	5.2%	-15.6%	-436	20.5K	-180	2.50	129.11	2	5	7	10
2016-01-21	$47.32	$0.00	50.4%	14.4%	25.2%	0.0%	0.0%	5.1%	-8.8%	-387	17.3K	-191	2.50	130.15	2	5	7	10
2016-01-22	$48.19	$0.00	47.1%	13.5%	26.2%	0.0%	0.0%	5.1%	-15.6%	-392	17.2K	-194	2.50	130.46	2	5	7	10
2016-01-25	$47.22	$0.00	53.3%	15.3%	26.8%	0.0%	87.4%	4.3%	-7.5%	-406	16.7K	-183	1.67	124.79	3	5	7	10
2016-01-26	$47.24	$50.00	52.2%	15.0%	26.8%	0.0%	41.6%	18.7%	-7.3%	-407	19.3K	-180	1.67	128.68	3	5	8	10
2016-01-27	$45.67	$50.00	54.5%	15.6%	28.6%	0.0%	30.5%	45.5%	-9.5%	-388	20.8K	-166	1.67	129.38	3	5	8	10
2016-01-28	$45.95	$50.00	55.0%	15.8%	28.2%	0.0%	24.2%	52.3%	-14.5%	-384	21.4K	-169	1.67	129.16	3	5	8	10
2016-01-29	$46.51	$50.00	55.4%	15.9%	28.6%	0.0%	21.3%	56.0%	-16.1%	-385	21.8K	-170	1.67	130.54	3	5	8	10