LBRDK Options History — October 2017

In October 2017, LBRDK traded between $83.56 and $97.86. ATM implied volatility averaged 33.1%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 12.8% (HV 20d: 20.3%). Max pain ranged from $95.00 to $100.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.19.

Notable Days

  • 2017-10-12: Highest Volume — 5,143 contracts
  • 2017-10-11: Largest IV spike — 17.4% change
  • 2017-10-30: Highest IV Rank — 33.3%
  • 2017-10-30: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$92.97$83.56$97.86$95.02$87.28
Max Pain$95.68$95.00$100.00$100.00$95.00
ATM IV33.1%25.3%39.3%29.5%39.0%
Expected Move9.8%7.2%11.3%8.5%11.2%
HV 20d20.3%15.1%36.1%18.3%36.1%
HV 60d21.3%17.6%25.9%20.3%25.9%
IV Rank25.5%15.6%33.3%21.0%32.9%
IV Percentile53.5%15.1%77.8%34.1%77.8%
Term Structure1.0%-11.7%14.1%7.5%-11.7%
VWIV35.6%28.8%43.5%28.8%35.5%
Skew 25d1.0%-6.4%7.8%-1.5%5.3%
Skew 10d5.2%-17.0%37.7%3.8%9.0%
Call IV 25d37.5%33.3%51.5%34.7%39.9%
Put IV 25d38.5%31.3%48.9%33.2%45.2%
Bid-Ask Spread %101.7290.75111.68104.15105.74
Gamma HHI0.680.260.950.640.27
Net GEX547.6K5.0K1.2M802.3K18.9K
Net DEX-3.7M-15.1M262.9K-5.8M166.0K
Net VEX-34.2K-108.3K-666-55.3K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.190.010.580.220.04
Total Volume1,808.9551095,1431231,139
Total OI22,25120,21428,10821,00520,271

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-10-02$95.02$100.0029.5%8.5%18.3%21.0%28.8%-1.5%7.5%802.3K-5.8M-55.3K0.22104.151012220,94065
2017-10-03$96.75$100.0027.7%8.0%19.4%18.7%33.3%-3.1%10.2%1.2M-15.1M-108.3K0.22104.291012220,94065
2017-10-04$97.46$100.0025.3%7.2%17.9%15.6%32.2%1.5%14.1%1.0M-6.9M-57.3K0.22105.831012220,94065
2017-10-05$97.86$95.0025.9%10.4%17.9%16.4%37.1%-2.1%1.0%1.1M-9.0M-73.6K0.2290.751022220,94065
2017-10-06$96.97$95.0029.3%9.9%17.9%20.7%35.6%0.0%0.5%944.9K-6.2M-55.1K0.2492.321022420,94165
2017-10-09$96.17$95.0031.5%9.4%16.9%23.5%31.0%-0.6%5.0%703.1K-4.9M-43.5K0.2698.951223220,94167
2017-10-10$96.36$95.0029.9%9.8%16.7%21.5%34.0%3.5%0.6%568.0K-3.4M-30.8K0.2695.901223220,96275
2017-10-11$96.80$95.0035.1%10.1%16.1%28.1%35.3%0.4%-1.5%709.1K-3.4M-27.2K0.26104.871223220,96275
2017-10-12$94.40$95.0034.0%9.8%17.0%26.7%33.8%3.2%-0.3%438.2K-2.6M-29.8K0.0197.235,1043920,96275
2017-10-13$94.48$95.0036.7%10.5%16.7%30.0%38.2%2.8%0.7%583.6K-3.5M-35.9K0.01103.015,1013625,99283
2017-10-16$94.58$95.0033.7%9.7%16.7%26.3%37.5%4.1%1.8%731.8K-4.9M-50.8K0.0197.945,1013626,02288
2017-10-17$94.08$95.0034.0%9.7%16.3%26.6%35.8%-0.2%2.5%44.2K-21.4K-5.0K0.01100.215,1013626,02288
2017-10-18$93.00$95.0033.5%9.6%16.7%25.9%35.4%2.6%2.6%393.0K-2.0M-22.6K0.0198.695,1023226,02288
2017-10-19$92.97$95.0033.0%9.5%15.6%25.4%34.7%0.6%1.7%523.9K-3.1M-33.5K0.0198.342,0722826,02287
2017-10-20$93.46$95.0034.6%9.9%15.6%27.4%35.1%1.1%-0.5%810.4K-5.1M-45.3K0.01105.473,0723728,02286
2017-10-23$92.65$95.0034.6%9.9%15.1%27.4%33.6%0.3%-1.6%638.4K-3.7M-34.5K0.01102.023,0844020,18430
2017-10-24$90.49$95.0037.6%10.8%17.1%31.1%31.4%7.8%-3.3%235.5K-939.4K-11.2K0.01105.593,0584020,17248
2017-10-25$91.42$95.0034.3%9.8%16.9%27.0%34.9%3.9%1.0%183.1K-620.0K-8.8K0.58105.20694020,20248
2017-10-26$83.79$95.0034.9%10.0%34.6%27.7%43.1%1.3%-3.2%5.0K262.9K-6660.53104.32764020,21248
2017-10-27$83.56$95.0034.3%9.8%34.3%27.0%43.4%-2.3%-3.6%297.1K-1.7M-20.2K0.53111.68764020,22248
2017-10-30$85.68$95.0039.3%11.3%36.1%33.3%43.5%-6.4%-0.7%15.5K166.9K-1.3K0.52105.26774020,22248
2017-10-31$87.28$95.0039.0%11.2%36.1%32.9%35.5%5.3%-11.7%18.9K166.0K-1.2K0.04105.741,0994020,22348