LBRDK Options History — January 2019

In January 2019, LBRDK traded between $72.61 and $84.90. ATM implied volatility averaged 35.7%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 9.8% (HV 20d: 25.8%). Max pain ranged from $70.00 to $90.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.26.

Notable Days

2019-01-02: Highest Volume — 27 contracts
2019-01-22: Largest IV spike — 15.0% change
2019-01-30: Highest IV Rank — 41.1%
2019-01-30: Largest Expected Move — 12.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$75.67	$72.61	$84.90	$72.61	$84.90
Max Pain	$87.06	$70.00	$90.00	$90.00	$70.00
ATM IV	35.7%	28.8%	43.0%	34.9%	39.1%
Expected Move	10.4%	9.0%	12.3%	10.0%	9.0%
HV 20d	25.8%	19.4%	45.1%	24.0%	45.1%
HV 60d	31.5%	26.3%	35.5%	32.7%	35.5%
IV Rank	28.9%	17.4%	41.1%	27.5%	34.6%
IV Percentile	72.8%	30.2%	94.0%	71.8%	90.1%
Term Structure	-4.2%	-9.8%	-0.8%	-0.8%	-2.8%
VWIV	36.3%	34.0%	41.4%	36.2%	41.4%
Skew 25d	4.7%	-0.6%	8.3%	6.4%	8.3%
Skew 10d	13.9%	2.7%	23.9%	5.7%	2.8%
Call IV 25d	34.7%	28.8%	53.5%	28.8%	34.0%
Put IV 25d	39.4%	34.0%	52.8%	35.3%	42.3%
Bid-Ask Spread %	94.82	73.55	118.95	104.09	94.14
Gamma HHI	0.44	0.21	0.72	0.37	0.21
Net GEX	5.6K	-8.9K	41.9K	-7.0K	-2.6K
Net DEX	-5.7K	-108.5K	119.9K	119.9K	-94.4K
Net VEX	-775	-1.1K	-403	-936	-403
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.26	0.00	3.33	0.00	0.00
Total Volume	8.476	0	27	27	10
Total OI	152.667	130	173	130	144

Daily Data (21 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
2019-01-02	$72.61	$90.00	34.9%	10.0%	24.0%	27.5%	36.2%	6.4%	-0.8%	-7.0K	119.9K	-936	0.00	104.09	27	0	50	80
2019-01-03	$73.37	$0.00	32.2%	10.6%	24.1%	23.1%	0.0%	4.0%	-3.7%	4.8K	26.8K	-1.1K	0.00	73.55	27	0	77	80
2019-01-04	$76.27	$0.00	28.8%	10.4%	28.8%	17.4%	0.0%	5.9%	-1.6%	8.3K	-50.8K	-996	0.00	93.22	27	0	77	80
2019-01-07	$76.75	$0.00	31.6%	10.7%	28.9%	22.0%	0.0%	7.0%	-3.0%	7.6K	-76.6K	-917	0.00	97.19	2	0	77	80
2019-01-08	$76.75	$0.00	35.0%	10.8%	28.8%	27.7%	34.4%	6.4%	-3.3%	7.5K	-87.9K	-922	0.00	97.14	6	0	79	80
2019-01-09	$76.65	$80.00	36.4%	10.4%	28.2%	30.1%	34.2%	5.5%	-3.1%	11.6K	-108.5K	-911	0.00	99.71	6	0	83	80
2019-01-10	$75.82	$80.00	36.5%	10.5%	28.3%	30.2%	34.0%	6.1%	-2.8%	12.5K	-71.1K	-924	0.00	97.24	6	0	83	80
2019-01-11	$76.10	$80.00	34.8%	10.0%	27.6%	27.5%	37.4%	2.9%	-2.9%	16.6K	-103.1K	-883	3.33	82.57	6	20	83	80
2019-01-14	$75.14	$90.00	35.4%	10.1%	27.2%	28.4%	0.0%	4.4%	-4.2%	17.4K	13.0K	-875	0.00	81.01	0	0	83	90
2019-01-15	$75.26	$90.00	34.9%	10.0%	26.9%	27.6%	0.0%	1.9%	-3.2%	20.7K	10.2K	-857	0.00	82.99	0	0	83	90
2019-01-16	$75.49	$90.00	34.7%	9.9%	26.9%	27.2%	0.0%	2.9%	-3.8%	40.3K	-20.0K	-781	0.00	84.84	0	0	83	90
2019-01-17	$75.72	$90.00	34.1%	9.8%	26.7%	26.2%	0.0%	3.5%	-3.6%	41.9K	-49.6K	-718	0.00	84.17	0	0	83	90
2019-01-18	$75.57	$90.00	33.3%	9.5%	24.9%	24.8%	0.0%	0.9%	-4.1%	-6.6K	-94.7K	-669	0.00	87.99	27	0	83	90
2019-01-22	$73.68	$90.00	38.3%	11.0%	24.7%	33.2%	0.0%	2.9%	-6.4%	-7.8K	81.2K	-701	0.00	91.85	1	0	54	80
2019-01-23	$73.57	$90.00	33.8%	9.7%	23.2%	25.7%	0.0%	7.0%	-2.8%	-8.1K	90.6K	-699	0.00	99.10	1	0	54	80
2019-01-24	$74.23	$90.00	35.0%	10.0%	20.7%	27.8%	0.0%	5.5%	-4.7%	-8.2K	74.8K	-652	0.00	105.91	1	0	54	80
2019-01-25	$74.98	$90.00	36.4%	10.4%	19.4%	30.1%	0.0%	6.8%	-5.1%	-7.2K	60.0K	-619	0.00	106.91	1	0	54	80
2019-01-28	$75.49	$90.00	39.8%	11.4%	19.5%	35.8%	0.0%	5.0%	-8.5%	-7.6K	49.6K	-571	0.00	102.73	0	0	54	80
2019-01-29	$75.22	$90.00	41.2%	11.8%	19.5%	38.1%	0.0%	6.9%	-9.8%	-6.8K	38.1K	-521	0.00	106.00	0	0	54	80
2019-01-30	$75.53	$90.00	43.0%	12.3%	19.5%	41.1%	0.0%	-0.6%	-8.6%	-8.9K	71.7K	-649	0.00	118.95	0	10	54	90
2019-01-31	$84.90	$70.00	39.1%	9.0%	45.1%	34.6%	41.4%	8.3%	-2.8%	-2.6K	-94.4K	-403	0.00	94.14	0	10	54	90