LBRDK Options History — February 2016

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

In February 2016, LBRDK traded between $43.30 and $50.40. ATM implied volatility averaged 54.3%. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 23.1% (HV 20d: 31.2%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.69.

Notable Days

2016-02-26: Highest Volume — 22 contracts
2016-02-02: Largest IV spike — 87.3% change
2016-02-03: Largest Expected Move — 18.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$46.95	$43.30	$50.40	$47.96	$50.40
Max Pain	$50.00	$50.00	$50.00	$50.00	$50.00
ATM IV	54.3%	33.0%	83.4%	33.0%	55.1%
Expected Move	13.7%	9.5%	18.0%	9.5%	15.8%
HV 20d	31.2%	29.4%	32.3%	31.4%	29.9%
HV 60d	27.1%	26.2%	27.9%	26.9%	27.7%
Term Structure	-9.4%	-19.8%	23.7%	23.7%	-19.8%
VWIV	22.9%	18.7%	25.1%	18.7%	24.8%
Skew 25d	18.0%	-1.4%	69.8%	38.8%	5.9%
Skew 10d	11.6%	-13.5%	42.7%	22.6%	18.4%
Call IV 25d	56.4%	23.0%	74.4%	38.0%	74.4%
Put IV 25d	74.4%	61.7%	99.0%	76.8%	80.4%
Bid-Ask Spread %	144.18	131.13	153.48	131.13	147.29
Gamma HHI	0.46	0.38	0.54	0.52	0.47
Net GEX	-158	-403	484	-288	433
Net DEX	-14.9K	-52.4K	25.7K	20.0K	-52.4K
Net VEX	-189	-262	-139	-172	-262
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.69	0.29	1.67	1.67	0.33
Total Volume	16.25	8	22	8	20
Total OI	26	18	34	18	34

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
2016-02-01	$47.96	$50.00	33.0%	9.5%	31.4%	0.0%	18.7%	38.8%	23.7%	-288	20.0K	-172	1.67	131.13	3	5	8	10
2016-02-02	$46.54	$50.00	61.8%	17.7%	31.5%	0.0%	25.1%	60.3%	-15.3%	-338	19.6K	-171	1.67	131.42	3	5	8	10
2016-02-03	$47.15	$50.00	62.8%	18.0%	31.8%	0.0%	24.8%	52.3%	-15.2%	-310	19.9K	-172	1.67	131.68	3	5	8	10
2016-02-04	$46.47	$0.00	66.6%	11.7%	32.0%	0.0%	0.0%	69.8%	-2.3%	-301	18.1K	-171	1.67	150.20	3	5	8	10
2016-02-05	$45.72	$0.00	69.1%	11.4%	32.2%	0.0%	0.0%	68.8%	-5.1%	-403	22.8K	-153	1.67	144.76	3	5	8	10
2016-02-08	$45.11	$0.00	78.7%	12.0%	31.8%	0.0%	0.0%	4.4%	-6.8%	-318	25.7K	-139	0.36	144.55	14	5	8	10
2016-02-09	$45.11	$0.00	83.4%	12.8%	31.9%	0.0%	0.0%	4.9%	-8.0%	-76	-19.6K	-185	0.36	142.90	14	5	19	10
2016-02-10	$44.27	$0.00	43.2%	12.4%	31.3%	0.0%	0.0%	4.0%	-12.4%	-132	-21.6K	-193	0.36	145.35	14	5	19	10
2016-02-11	$43.30	$0.00	47.2%	13.5%	29.4%	0.0%	0.0%	-1.4%	-16.6%	-38	-16.1K	-200	0.36	141.38	14	5	19	10
2016-02-12	$44.65	$0.00	46.1%	13.2%	30.4%	0.0%	0.0%	4.5%	-9.5%	-35	-19.3K	-173	0.36	142.67	14	5	19	10
2016-02-16	$45.25	$0.00	49.8%	14.3%	29.7%	0.0%	0.0%	5.5%	-9.4%	-129	-24.3K	-179	0.36	142.16	14	5	19	10
2016-02-17	$46.52	$0.00	46.6%	13.3%	31.6%	0.0%	0.0%	5.0%	-2.1%	-190	-23.3K	-157	0.36	147.81	14	5	19	10
2016-02-18	$47.33	$0.00	46.4%	13.3%	32.1%	0.0%	0.0%	5.1%	1.6%	-269	-28.5K	-190	0.36	153.48	14	5	19	10
2016-02-19	$47.34	$0.00	47.2%	13.5%	32.1%	0.0%	0.0%	5.1%	-2.0%	-307	-27.8K	-210	0.36	152.49	14	5	19	10
2016-02-22	$48.32	$0.00	47.4%	13.6%	32.3%	0.0%	0.0%	5.0%	-17.5%	-278	-30.7K	-204	0.38	147.31	13	5	18	10
2016-02-23	$48.38	$0.00	48.4%	13.9%	31.4%	0.0%	0.0%	5.3%	-18.2%	-213	-33.6K	-211	0.38	146.31	13	5	18	10
2016-02-24	$48.73	$0.00	49.9%	14.3%	31.4%	0.0%	0.0%	5.1%	-18.4%	-200	-33.6K	-188	0.38	148.61	13	5	18	10
2016-02-25	$50.21	$0.00	53.1%	15.2%	30.0%	0.0%	0.0%	5.7%	-16.5%	-243	-40.4K	-189	0.38	143.86	13	5	18	10
2016-02-26	$50.22	$0.00	51.2%	14.7%	30.1%	0.0%	0.0%	5.4%	-17.3%	484	-52.3K	-261	0.29	148.32	17	5	24	10
2016-02-29	$50.40	$0.00	55.1%	15.8%	29.9%	0.0%	0.0%	5.9%	-19.8%	433	-52.4K	-262	0.33	147.29	15	5	24	10