LBRDK Options History — April 2016

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

In April 2016, LBRDK traded between $55.32 and $58.80. ATM implied volatility averaged 54.8%. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 34.4% (HV 20d: 20.4%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.18.

Notable Days

2016-04-15: Highest Volume — 262 contracts
2016-04-13: Largest IV drop — 69.8% change
2016-04-01: Largest Expected Move — 15.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$57.34	$55.32	$58.80	$58.48	$57.07
Max Pain	$59.76	$55.00	$60.00	$55.00	$60.00
ATM IV	54.8%	36.0%	119.2%	53.1%	45.5%
Expected Move	11.4%	9.3%	15.2%	15.2%	13.1%
HV 20d	20.4%	14.3%	24.7%	23.3%	22.3%
HV 60d	25.9%	24.1%	27.9%	27.9%	24.4%
Term Structure	-8.0%	-28.4%	2.6%	-28.4%	-6.2%
VWIV	44.8%	32.6%	56.0%	47.4%	56.0%
Skew 25d	3.7%	1.1%	4.5%	1.1%	4.5%
Skew 10d	12.2%	5.4%	15.2%	5.4%	15.2%
Call IV 25d	52.0%	41.9%	73.9%	73.9%	62.5%
Put IV 25d	55.7%	45.1%	75.0%	75.0%	67.0%
Bid-Ask Spread %	126.18	124.18	130.06	130.06	127.57
Gamma HHI	0.57	0.47	0.72	0.48	0.64
Net GEX	23.8K	14.2K	44.3K	30.8K	17.8K
Net DEX	-532.7K	-934.4K	-204.7K	-766.4K	-294.3K
Net VEX	-1.1K	-1.6K	-806	-1.6K	-816
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.18	0.18	0.24	0.18	0.18
Total Volume	188.667	131	262	239	131
Total OI	216.238	155	273	271	155

Daily Data (21 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
2016-04-01	$58.48	$55.00	53.1%	15.2%	23.3%	0.0%	47.4%	1.1%	-28.4%	30.8K	-766.4K	-1.6K	0.18	130.06	203	36	230	41
2016-04-04	$58.80	$60.00	59.3%	9.3%	23.3%	0.0%	32.6%	3.2%	-6.9%	30.8K	-796.2K	-1.5K	0.18	124.68	203	36	230	41
2016-04-05	$58.41	$60.00	62.2%	9.4%	23.7%	0.0%	34.1%	3.4%	-7.4%	31.5K	-764.2K	-1.5K	0.18	124.57	203	36	230	41
2016-04-06	$58.60	$60.00	65.6%	9.4%	23.4%	0.0%	34.0%	3.3%	-7.4%	31.1K	-779.3K	-1.4K	0.18	125.79	203	36	230	41
2016-04-07	$57.59	$60.00	69.2%	9.5%	24.7%	0.0%	37.5%	3.4%	-8.3%	32.3K	-702.4K	-1.4K	0.18	126.05	203	36	232	41
2016-04-08	$57.53	$60.00	73.3%	9.7%	24.5%	0.0%	38.1%	3.4%	-0.5%	44.3K	-690.2K	-1.2K	0.18	124.18	203	36	232	41
2016-04-11	$57.34	$60.00	108.0%	10.9%	24.1%	0.0%	40.2%	3.5%	-5.7%	32.6K	-685.7K	-1.3K	0.18	125.61	203	36	232	41
2016-04-12	$57.48	$60.00	119.2%	11.0%	23.8%	0.0%	40.2%	3.6%	2.6%	32.4K	-697.9K	-1.2K	0.18	125.41	203	36	232	41
2016-04-13	$58.21	$60.00	36.0%	10.3%	24.0%	0.0%	38.3%	3.7%	-9.4%	30.5K	-739.5K	-1.2K	0.18	125.35	203	36	232	41
2016-04-14	$57.54	$60.00	36.1%	10.4%	14.3%	0.0%	41.1%	3.7%	-10.3%	20.1K	-934.4K	-960	0.18	125.79	203	36	230	41
2016-04-15	$57.32	$60.00	38.0%	10.9%	14.4%	0.0%	42.5%	3.7%	-1.9%	20.4K	-927.8K	-929	0.24	125.47	211	51	230	41
2016-04-18	$56.90	$60.00	40.5%	11.6%	14.3%	0.0%	45.9%	3.7%	-7.9%	16.0K	-277.8K	-1.0K	0.18	126.72	111	20	125	30
2016-04-19	$56.87	$60.00	41.2%	11.8%	14.3%	0.0%	46.8%	3.8%	-7.6%	16.3K	-282.9K	-969	0.18	126.18	111	20	125	30
2016-04-20	$55.65	$60.00	41.3%	11.8%	16.0%	0.0%	52.0%	4.1%	-4.7%	15.4K	-213.8K	-888	0.18	125.33	111	20	125	30
2016-04-21	$55.36	$60.00	42.5%	12.2%	15.8%	0.0%	53.9%	3.9%	-12.5%	14.4K	-213.4K	-868	0.18	125.24	111	20	125	30
2016-04-22	$55.32	$60.00	40.2%	11.5%	15.7%	0.0%	55.1%	4.0%	-4.8%	14.2K	-204.7K	-866	0.18	128.10	111	20	125	30
2016-04-25	$57.68	$60.00	43.8%	12.5%	21.8%	0.0%	48.8%	4.3%	-12.5%	17.0K	-314.8K	-879	0.18	126.41	111	20	125	30
2016-04-26	$57.94	$60.00	42.6%	12.2%	20.4%	0.0%	48.7%	4.4%	-15.1%	17.9K	-322.2K	-895	0.18	126.19	111	20	125	30
2016-04-27	$56.67	$60.00	45.3%	13.0%	21.7%	0.0%	55.2%	4.3%	-5.7%	16.6K	-268.2K	-838	0.18	127.63	111	20	125	30
2016-04-28	$57.47	$60.00	48.3%	13.8%	22.4%	0.0%	52.9%	4.5%	-7.7%	17.3K	-310.6K	-806	0.18	127.36	111	20	125	30
2016-04-29	$57.07	$60.00	45.5%	13.1%	22.3%	0.0%	56.0%	4.5%	-6.2%	17.8K	-294.3K	-816	0.18	127.57	111	20	125	30