LBRDK Options History — June 2018

In June 2018, LBRDK traded between $68.71 and $77.44. ATM implied volatility averaged 27.9%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 8.4% (HV 20d: 19.5%). Max pain ranged from $65.00 to $80.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 1.03.

Notable Days

  • 2018-06-15: Highest Volume — 527 contracts
  • 2018-06-11: Largest IV spike — 39.5% change
  • 2018-06-11: Highest IV Rank — 26.0%
  • 2018-06-21: Largest Expected Move — 8.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$74.57$68.71$77.44$68.71$76.07
Max Pain$70.24$65.00$80.00$80.00$70.00
ATM IV27.9%21.5%34.6%28.5%27.4%
Expected Move7.9%6.5%8.7%8.2%7.9%
HV 20d19.5%16.3%22.4%17.5%21.1%
HV 60d37.9%37.5%38.3%38.1%37.8%
IV Rank14.4%3.1%26.0%15.4%13.0%
IV Percentile21.8%0.8%63.1%21.4%13.1%
Term Structure4.5%-0.9%13.4%-0.9%5.3%
VWIV28.7%22.3%35.5%27.9%29.5%
Skew 25d-0.8%-8.7%9.9%-5.4%5.7%
Skew 10d-2.6%-14.6%13.9%-10.0%13.9%
Call IV 25d30.4%26.2%36.9%31.0%31.1%
Put IV 25d29.7%21.0%37.2%25.6%36.8%
Bid-Ask Spread %84.8267.17116.0483.5398.11
Gamma HHI0.730.320.940.550.89
Net GEX219.9K55.5K537.3K80.0K380.4K
Net DEX-1.6M-9.6M840.9K397.2K-4.0M
Net VEX-22.8K-81.4K-1.3K-10.7K-39.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.030.611.851.030.92
Total Volume361.619300527367331
Total OI9,600.2869,2459,8499,8099,404

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-06-01$68.71$80.0028.5%8.2%17.5%15.4%27.9%-5.4%-0.9%80.0K397.2K-10.7K1.0383.531811869,579230
2018-06-04$69.86$65.0028.3%7.9%16.3%15.1%27.6%-1.8%4.8%101.3K254.7K-13.2K1.0191.141811839,582238
2018-06-05$70.05$70.0032.4%8.0%16.3%22.2%28.1%-1.2%3.0%115.5K60.8K-13.3K1.0776.431711839,582256
2018-06-06$72.03$70.0021.5%7.9%18.8%3.1%27.3%-2.9%4.1%253.0K-1.6M-30.3K0.9787.981891839,581256
2018-06-07$72.69$70.0027.9%7.9%18.0%14.2%27.3%-0.7%3.4%55.5K714.8K-4.0K0.9870.251801779,580256
2018-06-08$72.84$70.0024.8%8.0%17.9%8.9%26.6%-2.0%1.8%161.9K-107.9K-13.4K0.9868.351811779,578260
2018-06-11$73.98$70.0034.6%7.6%18.6%26.0%22.3%-8.7%5.2%136.5K150.6K-10.9K1.0374.151741809,579260
2018-06-12$74.84$70.0030.3%7.5%18.5%18.5%27.6%-0.1%4.7%263.8K-1.0M-25.2K1.0284.371761809,583263
2018-06-13$74.38$70.0023.1%6.6%18.3%6.0%26.7%-1.6%13.4%60.1K840.9K-1.3K1.85104.311763259,586263
2018-06-14$76.55$70.0027.6%7.9%20.5%13.8%23.5%-0.9%3.9%327.7K-2.6M-34.8K1.7581.151863259,586224
2018-06-15$76.95$70.0028.4%8.1%19.4%16.6%35.5%7.9%2.3%430.2K-4.6M-47.8K1.6184.702023259,583224
2018-06-18$76.46$70.0022.6%6.5%19.4%5.4%28.3%9.9%10.5%537.3K-9.6M-81.4K0.80116.041671339,20243
2018-06-19$75.92$70.0028.9%8.3%19.6%17.5%28.3%-1.6%3.9%205.0K-1.5M-19.5K0.6183.662171339,23345
2018-06-20$75.97$70.0029.3%8.4%19.6%18.3%30.1%-1.1%2.2%217.7K-1.7M-19.4K0.7172.391901349,28645
2018-06-21$75.15$70.0030.2%8.7%20.2%18.4%33.8%5.3%0.2%200.9K-1.5M-19.3K0.8195.491661349,31446
2018-06-22$77.32$70.0028.0%8.0%22.0%14.1%29.8%-1.8%3.3%243.3K-1.8M-19.5K0.8767.171671459,31046
2018-06-25$76.72$70.0029.5%8.4%22.4%17.0%28.7%-2.1%6.6%204.8K-1.4M-19.1K0.9181.691601459,31157
2018-06-26$77.44$70.0025.4%7.3%20.9%9.0%33.3%-2.5%9.0%258.2K-1.9M-23.0K0.93106.701601499,31457
2018-06-27$76.15$70.0029.7%8.5%22.2%17.5%29.6%-3.0%2.5%210.2K-1.5M-18.8K0.9078.801681519,31462
2018-06-28$75.98$70.0027.5%7.9%21.1%13.2%31.4%-7.4%5.0%175.3K-1.2M-15.5K0.8874.811721519,32464
2018-06-29$76.07$70.0027.4%7.9%21.1%13.0%29.5%5.7%5.3%380.4K-4.0M-39.6K0.9298.111721599,33272