LBRDK Options History — April 2019 In April 2019, LBRDK traded between $91.85 and $98.78. ATM implied volatility averaged 31.8%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 20.3% (HV 20d: 11.5%). Max pain ranged from $85.00 to $85.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-04-22 : Highest Volume — 26 contracts2019-04-03 : Largest IV spike — 29.2% change2019-04-09 : Highest IV Rank — 31.6%2019-04-29 : Largest Expected Move — 10.5%Monthly Statistics Metric Avg Min Max Open Close Price $94.95 $91.85 $98.78 $92.05 $98.78 Max Pain $85.00 $85.00 $85.00 $85.00 $85.00 ATM IV 31.8% 26.3% 37.3% 33.4% 34.9% Expected Move 8.6% 7.0% 10.5% 7.7% 10.0% HV 20d 11.5% 8.5% 14.1% 14.1% 8.5% HV 60d 26.0% 12.3% 28.6% 28.6% 12.3% IV Rank 22.4% 13.3% 31.6% 25.0% 27.6% IV Percentile 58.6% 27.0% 90.1% 66.7% 78.2% Term Structure -3.8% -10.7% 5.4% -0.8% -10.2% VWIV 29.7% 23.7% 32.5% 29.8% 32.5% Skew 25d 2.7% -3.1% 7.2% 7.2% -0.3% Skew 10d 8.7% -1.8% 18.9% 5.0% 3.4% Call IV 25d 33.3% 24.7% 42.6% 32.3% 42.6% Put IV 25d 35.9% 21.6% 42.4% 39.5% 42.4% Bid-Ask Spread % 105.70 82.45 116.76 113.69 116.76 Gamma HHI 0.87 0.51 0.98 0.89 0.98 Net GEX 21.8K -1.5K 47.4K 27.7K 10.4K Net DEX -101.9K -243.5K -16.8K -126.8K -79.3K Net VEX -254 -511 -9 -506 -166 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 6.19 0 26 0 0 Total OI 84.762 4 114 114 30
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 2019-04-01 $92.05 $85.00 33.4% 7.7% 14.1% 25.0% 0.0% 7.2% -0.8% 27.7K -126.8K -506 0.00 113.69 0 0 109 5 2019-04-02 $92.64 $85.00 26.4% 7.5% 13.6% 13.4% 0.0% -3.1% 2.6% 22.5K -66.0K -319 0.00 116.08 0 0 109 5 2019-04-03 $91.85 $85.00 34.1% 7.0% 14.0% 26.3% 0.0% 2.1% 5.4% 31.8K -145.2K -511 0.00 107.66 0 0 109 5 2019-04-04 $91.85 $85.00 32.6% 8.0% 13.5% 23.7% 0.0% 0.4% 1.1% 25.6K -103.8K -417 0.00 108.77 0 0 109 5 2019-04-05 $92.93 $85.00 31.6% 8.2% 13.7% 22.1% 0.0% -0.9% -3.7% 31.4K -127.4K -447 0.00 106.74 0 0 109 5 2019-04-08 $93.35 $85.00 33.5% 8.8% 12.4% 25.2% 0.0% 3.3% -5.4% 22.9K -52.1K -191 0.00 82.45 0 0 109 5 2019-04-09 $93.42 $85.00 37.3% 7.5% 12.4% 31.6% 0.0% 1.3% -2.5% 34.4K -139.0K -367 0.00 110.59 0 0 109 5 2019-04-10 $94.11 $85.00 27.6% 7.9% 11.9% 15.3% 0.0% 4.5% -3.0% 39.1K -146.2K -345 0.00 113.97 0 0 109 5 2019-04-11 $94.60 $85.00 30.0% 8.6% 11.8% 19.3% 0.0% 2.8% -4.7% 23.8K -43.8K -132 0.00 92.50 0 0 109 5 2019-04-12 $95.12 $85.00 27.8% 8.0% 11.8% 15.8% 0.0% 4.6% -2.1% 46.2K -241.5K -429 0.00 107.04 0 0 109 5 2019-04-15 $94.67 $85.00 31.3% 9.0% 11.8% 21.5% 0.0% 6.4% -6.3% 42.9K -220.4K -290 0.00 104.74 0 0 109 5 2019-04-16 $95.28 $85.00 31.1% 8.9% 11.7% 21.3% 0.0% 3.2% -3.2% 47.4K -243.5K -259 0.00 107.99 0 0 109 5 2019-04-17 $95.76 $85.00 29.3% 8.4% 11.8% 18.2% 0.0% 0.6% -3.0% 15.0K -25.8K -36 0.00 106.47 0 0 109 5 2019-04-18 $95.74 $85.00 26.3% 7.5% 11.3% 13.3% 0.0% -0.4% -2.1% -1.5K -17.6K -9 0.00 105.59 0 0 109 5 2019-04-22 $95.09 $85.00 32.6% 9.4% 9.8% 23.8% 29.8% 5.1% -7.0% -292 -16.8K -13 0.00 92.73 26 0 2 2 2019-04-23 $95.94 $85.00 29.0% 8.3% 9.7% 17.8% 31.1% 0.7% 0.6% 6.9K -57.8K -172 0.00 105.23 26 0 28 2 2019-04-24 $96.67 $85.00 32.7% 9.4% 9.9% 23.8% 23.7% 6.2% -6.9% 7.4K -62.6K -174 0.00 108.99 26 0 28 2 2019-04-25 $97.43 $85.00 35.8% 10.3% 10.0% 29.0% 31.5% 4.5% -9.1% 7.2K -72.9K -187 0.00 103.78 26 0 28 2 2019-04-26 $98.15 $85.00 34.0% 9.8% 10.1% 26.1% 32.5% 4.0% -8.7% 8.6K -77.9K -194 0.00 104.27 26 0 28 2 2019-04-29 $98.45 $85.00 36.6% 10.5% 8.5% 30.5% 0.0% 3.8% -10.7% 8.8K -74.0K -172 0.00 103.74 0 0 28 2 2019-04-30 $98.78 $85.00 34.9% 10.0% 8.5% 27.6% 0.0% -0.3% -10.2% 10.4K -79.3K -166 0.00 116.76 0 0 28 2
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