LBRDK Options History — August 2016

In August 2016, LBRDK traded between $62.45 and $68.83. ATM implied volatility averaged 40.9%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 19.8% (HV 20d: 21.1%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 1.04.

Notable Days

  • 2016-08-19: Highest Volume — 2,076 contracts
  • 2016-08-10: Largest IV drop — 49.2% change
  • 2016-08-09: Highest IV Rank — 36.6%
  • 2016-08-03: Largest Expected Move — 13.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$66.66$62.45$68.83$63.27$68.81
Max Pain$60.00$60.00$60.00$60.00$60.00
ATM IV40.9%30.9%62.2%43.6%43.3%
Expected Move10.5%8.7%13.9%12.5%12.4%
HV 20d21.1%9.8%25.2%9.9%24.8%
HV 60d22.7%21.3%24.9%21.9%21.3%
IV Rank18.1%9.5%36.6%20.5%20.3%
IV Percentile33.1%6.1%83.5%42.9%45.3%
Term Structure-11.4%-21.9%0.8%-19.3%-16.2%
VWIV48.1%32.9%64.0%51.3%64.0%
Skew 25d3.8%-3.5%12.8%4.5%3.2%
Skew 10d17.8%0.4%26.6%13.1%21.5%
Call IV 25d48.9%31.1%65.9%61.7%59.0%
Put IV 25d52.6%37.0%70.8%66.2%62.3%
Bid-Ask Spread %125.18121.28127.88124.89125.64
Gamma HHI0.820.461.001.000.49
Net GEX8.7K4.5K20.4K11.6K5.6K
Net DEX-3.3M-7.5M-663.0K-3.0M-728.6K
Net VEX-4.5K-11.1K-658-11.1K-829
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.040.001.301.011.30
Total Volume1,193.26102,0762,06485
Total OI1,465.6521652,1662,154175

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2016-08-01$63.27$60.0043.6%12.5%9.9%20.5%51.3%4.5%-19.3%11.6K-3.0M-11.1K1.01124.891,0271,0371,1171,037
2016-08-02$62.96$60.0047.1%13.5%10.0%23.6%53.2%4.8%-21.4%11.4K-2.7M-10.8K1.01125.121,0271,0371,1171,037
2016-08-03$63.01$60.0048.6%13.9%10.0%24.8%52.3%4.9%-21.9%11.3K-2.8M-10.5K1.01125.911,0271,0371,1171,037
2016-08-04$63.40$60.0050.2%9.4%9.8%26.3%32.9%2.8%-10.0%11.4K-3.0M-10.2K1.01125.221,0271,0371,1171,037
2016-08-05$62.45$60.0056.6%9.8%11.2%31.8%34.4%3.2%-2.6%9.8K-2.4M-10.3K1.01125.031,0271,0371,1171,037
2016-08-08$62.75$60.0058.5%9.8%11.2%33.4%33.2%2.9%-9.6%11.1K-2.6M-9.1K1.01124.331,0271,0371,1171,037
2016-08-09$66.65$60.0062.2%8.7%23.9%36.6%39.6%-3.5%-3.1%20.4K-4.9M-6.2K1.01121.281,0271,0371,1171,037
2016-08-10$65.95$60.0031.6%9.1%24.4%10.1%40.3%6.3%0.8%8.2K-4.9M-6.4K1.01123.921,0271,0381,1171,037
2016-08-11$66.85$60.0032.7%9.4%24.7%11.0%42.4%4.1%-2.1%8.8K-5.3M-5.3K1.01124.471,0271,0381,1171,038
2016-08-12$68.09$60.0034.0%9.7%24.8%12.2%44.7%9.4%-19.1%8.3K-5.8M-4.5K1.01122.821,0271,0381,1171,038
2016-08-15$68.83$60.0030.9%8.8%24.8%9.5%44.9%12.8%-8.0%4.5K-6.0M-3.3K1.01124.001,0271,0381,1171,038
2016-08-16$68.22$60.0031.1%8.9%25.0%9.7%46.2%1.9%-11.1%5.2K-5.6M-3.2K1.01124.251,0271,0391,1171,038
2016-08-17$68.41$60.0033.0%9.4%24.8%11.3%0.0%3.3%-11.5%7.6K-5.3M-3.2K0.00125.59001,1171,039
2016-08-18$68.06$60.0032.8%9.4%25.1%11.2%0.0%3.3%-12.8%8.4K-7.5M-7420.00126.191001,1171,039
2016-08-19$67.73$60.0037.2%10.7%25.1%14.9%48.6%2.9%-13.8%8.8K-7.5M-8861.00124.571,0371,0391,1271,039
2016-08-22$68.04$60.0037.0%10.6%24.8%14.8%49.5%2.3%-7.3%7.5K-726.3K-7771.03125.86373812738
2016-08-23$68.28$60.0035.2%10.1%24.7%13.2%52.0%2.1%-5.0%6.3K-756.4K-6581.30126.56374812738
2016-08-24$67.67$60.0035.6%10.2%25.1%13.6%0.0%3.7%-16.4%9.5K-670.7K-9990.00127.880012748
2016-08-25$68.13$60.0038.4%11.0%25.2%16.0%56.2%3.8%-12.6%8.9K-663.0K-1.1K1.30126.59374812748
2016-08-26$68.22$60.0037.6%10.8%25.0%15.3%51.9%2.3%-9.8%4.8K-730.4K-8561.30127.48374812748
2016-08-29$68.71$60.0041.1%11.8%25.0%18.3%62.6%3.0%-15.4%5.9K-731.0K-8271.30124.82374812748
2016-08-30$68.59$60.0041.9%12.0%24.9%19.0%61.8%2.9%-15.0%5.2K-740.0K-7651.30126.64374812748
2016-08-31$68.81$60.0043.3%12.4%24.8%20.3%64.0%3.2%-16.2%5.6K-728.6K-8291.30125.64374812748