LBRDK Options History — October 2018

In October 2018, LBRDK traded between $76.42 and $83.76. ATM implied volatility averaged 30.8%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 7.0% (HV 20d: 23.9%). 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 4 of 23 days. Put/call ratio averaged 0.16.

Notable Days

  • 2018-10-15: Highest Volume — 210 contracts
  • 2018-10-10: Largest IV spike — 68.5% change
  • 2018-10-29: Highest IV Rank — 38.1%
  • 2018-10-29: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$81.41$76.42$83.76$82.77$83.36
Max Pain$80.00$80.00$80.00$80.00$80.00
ATM IV30.8%18.4%38.9%27.3%33.0%
Expected Move9.3%7.2%11.1%7.8%9.5%
HV 20d23.9%17.7%40.1%17.9%40.1%
HV 60d24.2%22.5%28.8%22.6%28.8%
IV Rank22.5%0.0%38.1%11.8%27.2%
IV Percentile46.0%0.0%87.3%16.7%57.9%
Term Structure-2.5%-7.5%5.6%0.6%-1.9%
VWIV33.9%24.6%64.4%24.9%32.8%
Skew 25d4.2%-2.0%17.3%-0.6%0.5%
Skew 10d7.5%-3.5%26.0%-1.8%0.5%
Call IV 25d34.0%24.9%65.0%26.1%33.3%
Put IV 25d38.2%25.5%64.1%25.5%33.9%
Bid-Ask Spread %93.5762.54113.45102.0288.02
Gamma HHI0.300.200.400.380.27
Net GEX19.2K11.6K30.3K13.6K22.9K
Net DEX-337.3K-479.4K-172.7K-299.6K-381.5K
Net VEX-1.2K-1.6K-853-912-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.160.120.260.260.13
Total Volume157.9139121091157
Total OI155.696108200108144

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-10-01$82.77$80.0027.3%7.8%17.9%11.8%24.9%-0.6%0.6%13.6K-299.6K-9120.26102.0272198523
2018-10-02$83.76$80.0025.4%7.3%18.2%8.1%27.0%9.5%3.6%14.1K-322.1K-9130.26105.1474198523
2018-10-03$83.44$80.0025.0%7.2%17.8%7.4%24.6%1.2%3.2%14.2K-324.2K-8530.17105.30114198723
2018-10-04$82.54$80.0018.4%8.3%17.7%0.0%29.1%7.6%-1.8%24.4K-389.3K-1.3K0.1686.531201912723
2018-10-05$80.98$80.0025.2%8.6%19.2%12.6%30.0%-0.3%-2.6%25.0K-342.4K-1.2K0.2169.321212513523
2018-10-08$81.63$80.0025.1%8.8%19.1%12.5%31.1%1.5%-0.9%21.2K-349.6K-1.2K0.2181.561212513631
2018-10-09$82.44$80.0019.3%9.1%19.1%1.7%30.3%5.1%-4.1%21.4K-386.9K-1.2K0.2162.541212513631
2018-10-10$80.16$80.0032.5%9.3%21.6%26.3%32.2%1.5%-4.3%17.6K-267.6K-1.2K0.2182.021212513631
2018-10-11$78.68$80.0033.4%9.6%21.8%27.9%29.4%7.6%-2.4%14.2K-205.9K-1.1K0.2197.291212513631
2018-10-12$79.63$80.0030.6%8.8%22.3%22.8%28.9%17.3%-3.2%15.6K-216.8K-1.1K0.2197.351212513631
2018-10-15$81.61$80.0034.3%9.8%24.0%29.6%34.1%-2.0%-3.2%21.1K-353.0K-1.1K0.1487.661852513631
2018-10-16$83.27$80.0030.5%8.7%22.2%22.6%31.4%-0.4%-1.1%30.3K-476.8K-1.5K0.1488.101852516931
2018-10-17$82.69$80.0032.3%9.2%22.3%25.8%30.2%6.2%-4.8%28.0K-463.5K-1.5K0.1498.581852516931
2018-10-18$82.48$80.0034.3%9.8%22.2%29.6%33.3%8.7%-6.9%25.1K-443.1K-1.5K0.1490.571852516931
2018-10-19$83.26$80.0031.8%9.1%22.5%25.0%31.3%3.1%-2.1%20.5K-479.4K-1.4K0.1483.771852516931
2018-10-22$82.80$80.0031.9%9.1%22.0%25.1%34.4%7.1%-6.7%19.0K-423.4K-1.6K0.1294.791391712221
2018-10-23$81.83$80.0035.8%10.3%22.4%32.3%34.8%11.3%-3.8%18.6K-359.7K-1.5K0.12100.261391712221
2018-10-24$79.41$80.0037.6%10.8%24.5%35.7%36.1%3.3%-5.6%15.9K-270.9K-1.2K0.1296.721391712221
2018-10-25$81.27$80.0033.5%9.6%26.1%28.0%48.8%0.7%-0.7%17.4K-330.9K-1.3K0.12113.451391712221
2018-10-26$76.42$80.0037.3%10.7%33.5%35.2%64.4%-0.9%5.6%11.6K-199.2K-1.0K0.12112.221391712221
2018-10-29$76.91$80.0038.9%11.1%33.4%38.1%46.1%2.1%-7.5%11.6K-172.7K-9290.12109.051391712221
2018-10-30$81.18$80.0035.9%10.3%38.9%32.5%34.3%5.9%-6.3%18.5K-298.9K-1.1K0.1399.851391812221
2018-10-31$83.36$80.0033.0%9.5%40.1%27.2%32.8%0.5%-1.9%22.9K-381.5K-1.3K0.1388.021391812222