LBRDK Options History — August 2018

In August 2018, LBRDK traded between $77.41 and $81.05. ATM implied volatility averaged 26.9%, placing in the 11.8% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded below realized volatility by 0.1% (HV 20d: 27.0%). Max pain ranged from $80.00 to $80.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 0.18.

Notable Days

  • 2018-08-13: Highest Volume — 1,084 contracts
  • 2018-08-13: Largest IV spike — 38.9% change
  • 2018-08-13: Highest IV Rank — 27.4%
  • 2018-08-02: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$79.29$77.41$81.05$78.42$81.05
Max Pain$80.00$80.00$80.00$80.00$80.00
ATM IV26.9%21.3%34.8%28.8%21.3%
Expected Move7.5%6.1%8.4%8.3%6.1%
HV 20d27.0%24.5%30.6%24.6%25.2%
HV 60d22.7%21.4%24.5%21.4%23.7%
IV Rank11.8%0.0%27.4%15.7%0.0%
IV Percentile15.7%0.0%67.1%21.0%0.0%
Term Structure0.7%-8.8%4.4%-8.8%2.7%
VWIV29.7%23.4%37.3%37.3%24.5%
Skew 25d0.6%-3.8%14.7%14.7%-2.9%
Skew 10d-2.3%-11.9%15.5%-9.4%-3.6%
Call IV 25d27.6%21.3%34.6%32.5%24.8%
Put IV 25d28.1%22.0%47.2%47.2%22.0%
Bid-Ask Spread %87.7370.00112.98111.0582.90
Gamma HHI0.570.360.730.430.73
Net GEX394.6K119.7K863.8K863.8K258.8K
Net DEX-2.3M-8.8M-468.9K-8.8M-1.2M
Net VEX-9.5K-49.8K-3.9K-49.8K-4.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.180.160.200.160.20
Total Volume987.3048751,0841,057911
Total OI11,345.43510,97411,65911,56911,017

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-08-01$78.42$80.0028.8%8.3%24.6%15.7%37.3%14.7%-8.8%863.8K-8.8M-49.8K0.16111.0590814911,49574
2018-08-02$77.41$80.0029.1%8.4%25.1%16.3%34.9%-3.8%0.5%424.7K-2.7M-13.6K0.16104.4590814911,49574
2018-08-03$79.32$80.0028.6%8.2%25.2%15.2%27.3%3.1%0.1%490.1K-3.3M-12.6K0.17112.9888514911,49574
2018-08-06$78.91$80.0029.0%8.2%24.6%16.1%34.6%-2.0%0.6%514.0K-3.1M-11.8K0.1770.0088914911,50274
2018-08-07$78.57$80.0031.7%8.3%24.6%21.3%34.7%-2.1%1.2%494.7K-3.0M-11.3K0.1776.2488914911,51674
2018-08-08$78.35$80.0029.2%7.9%24.5%16.4%33.1%-1.2%3.6%491.7K-2.5M-10.2K0.1672.8590014611,51674
2018-08-09$79.95$80.0029.0%7.6%25.5%16.0%31.1%-0.8%1.0%594.7K-3.7M-10.6K0.1772.6590015711,52875
2018-08-10$78.92$80.0025.1%8.1%25.9%8.4%33.3%-0.4%-0.1%628.2K-2.8M-9.9K0.1780.4490415711,52486
2018-08-13$79.21$80.0034.8%7.7%25.9%27.4%34.0%-1.9%2.4%675.4K-3.1M-11.3K0.2076.0290418011,52486
2018-08-14$80.10$80.0033.5%7.7%26.2%24.7%30.1%0.9%0.8%725.5K-3.6M-8.8K0.1877.3189816211,524119
2018-08-15$77.71$80.0027.2%7.8%28.4%12.6%31.4%1.8%2.2%505.7K-2.7M-8.1K0.1886.4489816211,532127
2018-08-16$79.27$80.0025.4%7.3%28.9%8.9%32.9%2.2%4.4%638.3K-2.6M-6.8K0.1898.5189816211,532127
2018-08-17$79.12$80.0027.5%7.9%28.8%13.2%30.5%-1.7%0.2%153.0K-836.5K-5.6K0.1890.3989416211,532127
2018-08-20$78.63$80.0023.8%6.8%28.5%5.9%26.1%0.4%2.1%134.8K-632.6K-4.6K0.1898.6575313910,87698
2018-08-21$80.86$80.0025.3%7.3%29.9%8.9%29.3%3.6%1.0%196.3K-1.2M-5.8K0.18101.3477713910,88398
2018-08-22$80.24$80.0024.6%7.1%28.3%7.5%26.1%-2.8%-1.1%185.5K-1.0M-5.5K0.1990.9373314210,89898
2018-08-23$77.46$80.0025.6%7.3%30.2%9.3%25.1%3.5%1.1%119.7K-468.9K-3.9K0.2088.4573314510,89890
2018-08-24$78.86$80.0022.2%6.4%30.6%2.7%29.0%0.9%2.7%153.0K-709.2K-4.3K0.1986.3274814510,89895
2018-08-27$79.62$80.0025.2%7.2%30.6%8.7%24.5%4.4%-0.7%181.8K-1.0M-4.8K0.2086.6275914810,92495
2018-08-28$79.97$80.0025.2%7.2%27.3%8.6%25.1%-2.7%-1.6%191.4K-973.2K-4.7K0.2090.1375914810,92499
2018-08-29$80.95$80.0024.3%7.0%27.0%5.5%24.6%-0.7%0.3%227.6K-1.2M-5.0K0.2087.0675915010,92499
2018-08-30$80.82$80.0022.7%6.5%26.5%2.2%23.4%0.7%0.9%228.2K-1.1M-4.7K0.2076.1276215010,924101
2018-08-31$81.05$80.0021.3%6.1%25.2%0.0%24.5%-2.9%2.7%258.8K-1.2M-4.7K0.2082.9076214910,92790