LBRDK Options History — March 2016

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

In March 2016, LBRDK traded between $51.49 and $58.36. ATM implied volatility averaged 48.0%. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 23.9% (HV 20d: 24.1%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.32.

Notable Days

2016-03-29: Highest Volume — 239 contracts
2016-03-09: Largest IV drop — 51.0% change
2016-03-02: Largest Expected Move — 16.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$54.88	$51.49	$58.36	$51.74	$58.05
Max Pain	$55.00	$55.00	$55.00	$55.00	$55.00
ATM IV	48.0%	32.6%	74.2%	55.5%	51.2%
Expected Move	12.4%	9.3%	16.5%	15.9%	14.7%
HV 20d	24.1%	18.8%	29.5%	29.5%	23.7%
HV 60d	27.8%	26.1%	28.7%	28.3%	28.1%
Term Structure	-11.3%	-27.6%	0.2%	-17.5%	-27.6%
VWIV	41.3%	32.6%	51.5%	32.6%	51.5%
Skew 25d	4.5%	-2.2%	15.1%	5.7%	5.3%
Skew 10d	14.4%	6.0%	21.9%	19.8%	21.8%
Call IV 25d	57.7%	38.9%	77.7%	75.6%	72.1%
Put IV 25d	62.3%	46.3%	83.8%	81.3%	77.4%
Bid-Ask Spread %	131.50	112.16	150.81	148.74	132.11
Gamma HHI	0.66	0.47	0.90	0.49	0.47
Net GEX	9.0K	650	31.3K	1.0K	31.3K
Net DEX	-279.8K	-804.5K	-59.0K	-66.0K	-736.5K
Net VEX	-703	-1.7K	-261	-284	-1.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.32	0.18	0.38	0.33	0.18
Total Volume	96.864	18	239	20	239
Total OI	111.455	38	271	38	271

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
2016-03-01	$51.74	$0.00	55.5%	15.9%	29.5%	0.0%	0.0%	5.7%	-17.5%	1.0K	-66.0K	-284	0.33	148.74	15	5	28	10
2016-03-02	$51.49	$0.00	57.5%	16.5%	26.9%	0.0%	0.0%	6.1%	-19.3%	650	-59.0K	-261	0.33	150.81	15	5	28	10
2016-03-03	$52.37	$0.00	58.1%	10.9%	27.0%	0.0%	0.0%	3.8%	-0.6%	1.1K	-72.8K	-288	0.33	129.90	15	5	28	10
2016-03-04	$52.51	$0.00	57.7%	10.1%	26.0%	0.0%	0.0%	3.8%	-12.0%	1.3K	-75.5K	-317	0.33	130.11	15	5	28	10
2016-03-07	$52.63	$0.00	65.2%	11.0%	24.7%	0.0%	0.0%	3.9%	-10.8%	1.1K	-73.1K	-285	0.33	129.86	15	5	28	10
2016-03-08	$52.35	$0.00	74.2%	10.9%	24.0%	0.0%	0.0%	3.9%	0.2%	1.4K	-73.4K	-310	0.33	131.91	15	5	28	10
2016-03-09	$52.79	$0.00	36.4%	10.4%	23.8%	0.0%	0.0%	4.0%	-14.7%	1.3K	-77.4K	-308	0.38	131.98	13	5	28	10
2016-03-10	$52.49	$0.00	41.4%	11.9%	22.3%	0.0%	0.0%	15.1%	-3.4%	1.6K	-78.9K	-327	0.38	132.00	13	5	30	10
2016-03-11	$53.48	$0.00	36.3%	10.4%	19.4%	0.0%	0.0%	3.8%	-13.0%	1.6K	-84.5K	-306	0.38	130.95	13	5	30	10
2016-03-14	$53.11	$0.00	39.9%	11.4%	18.8%	0.0%	0.0%	4.2%	-15.9%	1.6K	-82.4K	-318	0.38	133.25	13	5	30	10
2016-03-15	$53.29	$0.00	39.4%	11.3%	18.8%	0.0%	0.0%	4.2%	-19.5%	1.5K	-87.2K	-313	0.38	131.78	13	5	30	10
2016-03-16	$56.44	$0.00	32.6%	9.3%	24.9%	0.0%	32.6%	-2.2%	-4.3%	1.9K	-111.9K	-283	0.30	112.16	119	36	30	10
2016-03-17	$56.52	$55.00	44.6%	12.8%	24.9%	0.0%	40.2%	3.8%	-8.4%	15.0K	-388.1K	-1.2K	0.30	127.02	119	36	138	41
2016-03-18	$57.05	$55.00	41.5%	11.9%	24.6%	0.0%	38.4%	4.0%	-10.3%	14.7K	-444.9K	-1.2K	0.32	129.01	113	36	138	41
2016-03-21	$57.05	$55.00	43.5%	12.5%	24.5%	0.0%	39.9%	4.2%	-8.0%	15.3K	-457.8K	-1.1K	0.32	130.80	113	36	140	41
2016-03-22	$57.36	$55.00	42.3%	12.1%	24.4%	0.0%	36.9%	4.3%	-6.5%	15.3K	-476.6K	-1.1K	0.32	129.72	113	36	140	41
2016-03-23	$56.84	$55.00	45.6%	13.1%	25.2%	0.0%	42.3%	4.4%	-10.1%	15.6K	-446.8K	-1.1K	0.32	130.92	113	36	140	41
2016-03-24	$56.51	$55.00	44.6%	12.8%	24.2%	0.0%	40.9%	4.5%	-8.5%	16.0K	-428.6K	-1.1K	0.32	132.01	113	36	140	41
2016-03-28	$56.88	$55.00	49.4%	14.2%	24.1%	0.0%	44.6%	4.9%	-12.7%	16.1K	-447.5K	-996	0.32	130.85	113	36	140	41
2016-03-29	$58.15	$55.00	48.9%	14.0%	24.7%	0.0%	38.2%	3.3%	-6.5%	12.7K	-581.7K	-844	0.18	125.58	203	36	140	41
2016-03-30	$58.36	$55.00	49.7%	14.2%	23.6%	0.0%	49.2%	5.0%	-19.3%	29.2K	-804.5K	-1.7K	0.18	131.50	203	36	230	41
2016-03-31	$58.05	$55.00	51.2%	14.7%	23.7%	0.0%	51.5%	5.3%	-27.6%	31.3K	-736.5K	-1.6K	0.18	132.11	203	36	230	41