LBRDK Options History — May 2019

In May 2019, LBRDK traded between $97.03 and $101.56. ATM implied volatility averaged 24.8%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 11.3% (HV 20d: 13.5%). Max pain ranged from $65.00 to $85.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.34.

Notable Days

2019-05-14: Highest Volume — 36 contracts
2019-05-13: Largest IV spike — 98.7% change
2019-05-13: Highest IV Rank — 69.7%
2019-05-01: Largest Expected Move — 8.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$99.11	$97.03	$101.56	$98.69	$98.06
Max Pain	$67.73	$65.00	$85.00	$85.00	$65.00
ATM IV	24.8%	16.9%	60.1%	27.8%	21.0%
Expected Move	5.9%	4.8%	8.0%	8.0%	6.0%
HV 20d	13.5%	8.0%	17.6%	8.5%	17.6%
HV 60d	12.8%	11.3%	13.9%	12.3%	13.8%
IV Rank	12.1%	0.0%	69.7%	15.7%	6.8%
IV Percentile	19.4%	0.0%	99.6%	33.3%	5.6%
Term Structure	0.6%	-18.3%	5.8%	-18.3%	1.6%
VWIV	24.6%	14.5%	66.5%	66.5%	22.3%
Skew 25d	2.6%	-7.6%	11.8%	-7.5%	3.1%
Skew 10d	5.3%	-7.1%	68.7%	1.6%	4.2%
Call IV 25d	20.1%	15.3%	37.9%	24.4%	19.2%
Put IV 25d	22.7%	16.9%	30.3%	16.9%	22.3%
Bid-Ask Spread %	112.54	105.68	116.88	113.58	107.72
Gamma HHI	0.86	0.42	1.00	0.99	0.98
Net GEX	9.9K	91	14.9K	10.5K	9.5K
Net DEX	-61.2K	-91.7K	-28.6K	-60.0K	-55.1K
Net VEX	-121	-251	-13	-132	-129
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.34	0.00	1.67	0.00	0.00
Total Volume	8.909	0	36	0	1
Total OI	32.273	4	40	30	32

Daily Data (22 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
2019-05-01	$98.69	$85.00	27.8%	8.0%	8.5%	15.7%	0.0%	-7.5%	-18.3%	10.5K	-60.0K	-132	0.00	113.58	0	0	28	2
2019-05-02	$98.15	$85.00	24.9%	7.1%	8.0%	10.9%	0.0%	-0.5%	-0.8%	6.9K	-35.1K	-61	0.00	111.97	0	0	28	2
2019-05-03	$99.67	$85.00	22.5%	6.4%	9.0%	6.8%	0.0%	-7.6%	-4.1%	12.4K	-52.9K	-113	0.00	111.16	2	0	28	2
2019-05-06	$99.50	$65.00	21.3%	5.5%	8.7%	4.9%	0.0%	5.9%	3.2%	11.3K	-55.3K	-93	0.00	113.16	0	0	29	2
2019-05-07	$99.32	$65.00	24.6%	5.5%	8.9%	10.4%	0.0%	4.2%	3.2%	10.7K	-53.5K	-89	0.00	111.13	0	0	29	2
2019-05-08	$99.18	$65.00	25.6%	5.0%	9.0%	12.0%	0.0%	4.5%	5.7%	10.6K	-51.4K	-82	0.00	114.94	0	0	29	2
2019-05-09	$99.01	$65.00	31.8%	5.5%	9.0%	22.3%	0.0%	5.3%	3.5%	9.1K	-50.3K	-74	1.67	113.95	3	5	29	2
2019-05-10	$99.61	$65.00	30.3%	5.6%	9.1%	19.8%	0.0%	1.1%	3.7%	9.3K	-56.9K	-53	1.25	113.72	4	5	33	7
2019-05-13	$97.03	$65.00	60.1%	7.5%	13.6%	69.7%	0.0%	0.3%	-4.3%	7.3K	-59.1K	-108	0.00	114.25	0	0	33	7
2019-05-14	$97.72	$65.00	42.7%	5.4%	13.6%	40.7%	66.5%	1.1%	2.0%	4.9K	-41.7K	-64	0.16	113.26	31	5	32	7
2019-05-15	$98.83	$65.00	16.9%	4.8%	13.9%	0.0%	0.0%	11.8%	4.6%	7.4K	-51.2K	-55	0.00	115.50	0	0	32	7
2019-05-16	$100.21	$65.00	20.6%	5.9%	14.5%	6.1%	0.0%	5.0%	0.4%	12.9K	-67.0K	-40	0.00	111.97	0	0	32	7
2019-05-17	$101.56	$65.00	19.8%	5.7%	15.0%	4.8%	0.0%	-5.5%	5.8%	234	-59.9K	-13	0.00	114.83	0	0	32	7
2019-05-20	$99.22	$65.00	18.2%	5.2%	17.4%	2.2%	19.3%	1.6%	-1.4%	91	-28.6K	-15	0.00	105.68	28	0	3	1
2019-05-21	$99.82	$65.00	20.3%	5.8%	17.3%	5.7%	16.9%	3.8%	1.9%	13.5K	-85.4K	-245	0.00	110.09	28	0	31	1
2019-05-22	$99.85	$65.00	21.0%	6.0%	17.1%	6.7%	14.8%	6.2%	-0.0%	13.9K	-91.7K	-251	0.00	116.88	28	0	31	1
2019-05-23	$99.17	$65.00	20.6%	5.9%	17.2%	6.2%	17.6%	3.2%	-0.4%	12.7K	-79.3K	-229	0.00	114.54	28	0	31	1
2019-05-24	$99.37	$65.00	19.0%	5.4%	17.1%	3.5%	14.5%	6.2%	1.3%	14.9K	-83.7K	-230	0.00	111.21	28	0	31	1
2019-05-28	$99.42	$65.00	20.3%	5.8%	17.0%	5.7%	0.0%	6.3%	0.7%	14.2K	-79.1K	-203	0.00	112.24	0	0	31	1
2019-05-29	$98.28	$65.00	18.2%	5.2%	17.5%	2.1%	0.0%	5.3%	0.4%	12.9K	-75.6K	-183	0.00	110.43	0	0	31	1
2019-05-30	$98.69	$65.00	18.9%	5.4%	17.6%	3.3%	0.0%	3.8%	5.0%	12.1K	-73.3K	-189	0.00	113.73	0	0	31	1
2019-05-31	$98.06	$65.00	21.0%	6.0%	17.6%	6.8%	22.3%	3.1%	1.6%	9.5K	-55.1K	-129	0.00	107.72	0	1	31	1