LBRDK Options History — July 2017

In July 2017, LBRDK traded between $84.88 and $99.30. ATM implied volatility averaged 30.7%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 12.6% (HV 20d: 18.1%). Max pain ranged from $85.00 to $90.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.24.

Notable Days

2017-07-31: Highest Volume — 904 contracts
2017-07-13: Largest IV spike — 52.7% change
2017-07-11: Highest IV Rank — 31.4%
2017-07-03: Largest Expected Move — 10.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$89.30	$84.88	$99.30	$84.88	$99.30
Max Pain	$89.47	$85.00	$90.00	$85.00	$90.00
ATM IV	30.7%	22.7%	43.3%	36.0%	31.0%
Expected Move	7.9%	6.5%	10.3%	10.3%	8.9%
HV 20d	18.1%	15.6%	24.0%	19.6%	24.0%
HV 60d	19.9%	19.2%	21.5%	19.6%	21.5%
IV Rank	19.5%	10.2%	31.4%	23.8%	20.8%
IV Percentile	34.4%	9.1%	78.2%	55.2%	38.5%
Term Structure	-5.0%	-15.9%	0.1%	-15.9%	-6.7%
VWIV	28.9%	20.6%	51.7%	51.7%	34.6%
Skew 25d	4.3%	-6.3%	14.7%	3.0%	10.3%
Skew 10d	7.9%	-9.0%	29.9%	9.5%	5.0%
Call IV 25d	36.3%	22.9%	48.2%	46.8%	47.7%
Put IV 25d	40.6%	22.0%	58.0%	49.8%	58.0%
Bid-Ask Spread %	113.78	103.68	123.24	121.20	114.18
Gamma HHI	0.50	0.43	0.55	0.52	0.47
Net GEX	62.6K	35.8K	95.9K	52.4K	35.8K
Net DEX	-996.2K	-1.9M	-371.8K	-371.8K	-1.9M
Net VEX	-4.2K	-4.9K	-2.3K	-4.8K	-2.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.24	0.02	0.45	0.20	0.02
Total Volume	148.15	64	904	126	904
Total OI	368.55	320	390	387	320

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
2017-07-03	$84.88	$85.00	36.0%	10.3%	19.6%	23.8%	51.7%	3.0%	-15.9%	52.4K	-371.8K	-4.8K	0.20	121.20	105	21	290	97
2017-07-05	$86.01	$85.00	34.9%	10.0%	20.4%	22.7%	51.7%	3.1%	-7.0%	53.3K	-561.9K	-4.9K	0.20	123.24	105	21	290	97
2017-07-06	$85.32	$0.00	36.8%	7.0%	20.3%	24.7%	22.6%	-3.4%	-0.9%	54.3K	-395.0K	-4.6K	0.20	111.25	106	21	290	97
2017-07-07	$85.95	$90.00	37.3%	7.1%	19.4%	25.2%	21.7%	2.9%	0.1%	56.5K	-484.4K	-4.8K	0.20	109.97	107	21	291	97
2017-07-10	$86.86	$90.00	41.5%	6.7%	19.1%	29.5%	22.6%	-5.4%	-1.0%	64.6K	-739.0K	-4.8K	0.20	107.51	107	21	292	97
2017-07-11	$87.07	$90.00	43.3%	6.7%	18.7%	31.4%	24.0%	5.2%	-3.1%	65.5K	-786.0K	-4.8K	0.23	108.65	93	21	292	97
2017-07-12	$87.80	$90.00	22.7%	6.5%	17.9%	10.2%	20.6%	-6.3%	-0.7%	69.5K	-891.9K	-4.7K	0.23	108.83	93	21	293	97
2017-07-13	$87.49	$90.00	34.6%	9.9%	17.0%	25.0%	35.2%	3.2%	-11.6%	58.9K	-817.9K	-4.8K	0.23	114.11	93	21	293	97
2017-07-14	$88.73	$90.00	25.3%	7.2%	17.8%	14.2%	28.0%	4.8%	-5.6%	71.3K	-1.0M	-4.7K	0.23	116.32	93	21	293	97
2017-07-17	$88.88	$90.00	25.4%	7.3%	17.8%	14.4%	26.9%	2.5%	-3.2%	73.5K	-984.0K	-4.5K	0.23	103.68	93	21	293	97
2017-07-18	$89.08	$90.00	28.2%	8.1%	17.6%	17.6%	35.1%	8.4%	-11.1%	71.1K	-1.0M	-4.5K	0.23	113.84	93	21	293	97
2017-07-19	$89.70	$90.00	23.4%	6.7%	15.7%	12.1%	22.7%	2.8%	-0.4%	83.6K	-1.2M	-4.2K	0.23	109.98	93	21	293	97
2017-07-20	$90.04	$90.00	23.9%	6.9%	15.6%	12.7%	25.6%	14.7%	-1.3%	95.9K	-1.2M	-4.0K	0.23	107.45	93	21	293	97
2017-07-21	$90.82	$90.00	24.2%	6.9%	15.7%	13.0%	23.3%	1.1%	-0.3%	64.3K	-1.4M	-3.8K	0.23	110.10	93	21	293	97
2017-07-24	$90.03	$90.00	28.5%	8.2%	16.1%	18.0%	32.5%	7.2%	-8.0%	56.5K	-1.1M	-3.9K	0.45	118.78	44	20	238	83
2017-07-25	$90.03	$90.00	27.6%	7.9%	16.2%	16.8%	26.0%	8.7%	-2.3%	61.3K	-1.0M	-4.0K	0.45	120.61	44	20	238	83
2017-07-26	$90.11	$90.00	29.1%	8.3%	15.7%	18.6%	25.8%	6.7%	-1.9%	62.7K	-1.0M	-3.9K	0.45	120.38	44	20	238	83
2017-07-27	$93.42	$90.00	28.8%	8.2%	18.3%	18.2%	25.8%	14.1%	-11.0%	50.4K	-1.4M	-3.6K	0.24	116.82	83	20	238	83
2017-07-28	$94.58	$90.00	31.3%	9.0%	18.3%	21.1%	21.1%	2.4%	-9.0%	51.0K	-1.7M	-2.9K	0.24	118.68	83	20	237	83
2017-07-31	$99.30	$90.00	31.0%	8.9%	24.0%	20.8%	34.6%	10.3%	-6.7%	35.8K	-1.9M	-2.3K	0.02	114.18	884	20	237	83