LBRDK Options History — June 2019 In June 2019, LBRDK traded between $97.59 and $104.15. ATM implied volatility averaged 23.0%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 6.6% (HV 20d: 16.5%). Max pain ranged from $65.00 to $110.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-06-24 : Highest Volume — 28 contracts2019-06-10 : Largest IV spike — 47.2% change2019-06-10 : Highest IV Rank — 31.8%2019-06-27 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $101.56 $97.59 $104.15 $97.59 $104.10 Max Pain $90.71 $65.00 $110.00 $65.00 $110.00 ATM IV 23.0% 14.9% 36.4% 25.7% 24.9% Expected Move 6.2% 4.3% 8.7% 7.4% 7.1% HV 20d 16.5% 13.7% 19.3% 16.7% 16.5% HV 60d 14.0% 13.6% 14.6% 13.6% 14.6% IV Rank 10.7% 0.0% 31.8% 14.4% 15.8% IV Percentile 19.1% 0.0% 86.1% 30.2% 26.6% Term Structure 1.8% -8.6% 8.3% -8.6% -1.4% VWIV 27.2% 18.1% 40.7% 18.1% 36.8% Skew 25d 0.6% -15.3% 13.1% -9.7% -15.3% Skew 10d 1.8% -14.8% 31.7% -0.3% -14.8% Call IV 25d 23.0% 14.4% 40.0% 28.3% 34.6% Put IV 25d 23.6% 14.6% 40.3% 18.6% 19.3% Bid-Ask Spread % 113.53 102.72 121.48 119.23 117.55 Gamma HHI 0.86 0.56 0.99 0.86 0.74 Net GEX 15.2K 2.4K 32.3K 8.1K 15.7K Net DEX -87.8K -173.3K -43.5K -52.0K -95.6K Net VEX -225 -443 -61 -126 -443 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 9 0 28 0 28 Total OI 34.6 11 43 33 39
Daily Data (20 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 2019-06-03 $97.59 $65.00 25.7% 7.4% 16.7% 14.4% 0.0% -9.7% -8.6% 8.1K -52.0K -126 0.00 119.23 0 0 31 2 2019-06-04 $99.57 $65.00 28.5% 8.2% 18.3% 18.9% 0.0% 0.3% -7.6% 12.1K -92.1K -210 0.00 118.75 0 0 31 2 2019-06-05 $99.61 $65.00 17.6% 5.1% 18.3% 1.3% 0.0% -3.1% 0.8% 12.2K -58.1K -129 0.00 121.48 0 0 31 2 2019-06-06 $101.00 $0.00 23.8% 6.6% 18.9% 11.4% 0.0% 6.6% 0.0% 15.8K -82.7K -165 0.00 107.86 0 0 31 2 2019-06-07 $102.26 $0.00 24.7% 6.4% 19.3% 12.8% 0.0% 2.0% 2.7% 20.6K -115.8K -210 0.00 110.54 0 0 31 2 2019-06-10 $102.40 $0.00 36.4% 6.2% 19.3% 31.8% 0.0% 13.1% 5.9% 19.0K -126.0K -197 0.00 113.93 0 0 31 2 2019-06-11 $101.47 $0.00 25.4% 5.0% 16.8% 14.0% 0.0% 1.9% 8.3% 23.3K -94.4K -154 0.00 111.63 0 0 31 2 2019-06-12 $100.18 $0.00 23.0% 6.6% 17.5% 10.0% 0.0% 5.0% -4.2% 14.5K -67.5K -110 0.00 114.68 0 0 31 2 2019-06-13 $99.81 $0.00 20.0% 5.7% 17.2% 5.2% 0.0% 7.8% 1.9% 13.4K -56.8K -93 0.00 113.62 0 0 31 2 2019-06-14 $100.68 $0.00 21.8% 6.2% 16.7% 8.0% 0.0% -1.5% 1.5% 12.7K -47.2K -61 0.00 109.09 0 0 31 2 2019-06-17 $101.51 $0.00 21.9% 6.3% 16.3% 8.3% 0.0% 0.5% 6.0% 15.5K -116.1K -119 0.00 113.91 0 0 31 2 2019-06-18 $102.24 $0.00 18.4% 5.3% 13.9% 2.5% 0.0% 5.8% 7.2% 25.6K -90.6K -87 0.00 112.63 10 0 31 2 2019-06-19 $103.01 $0.00 22.1% 6.3% 14.0% 8.5% 0.0% 0.6% -0.2% 19.3K -173.3K -350 0.00 116.63 10 0 41 2 2019-06-20 $103.49 $0.00 20.1% 5.8% 14.0% 5.3% 0.0% 4.4% 5.1% 32.3K -164.2K -324 0.00 102.72 10 0 41 2 2019-06-21 $104.15 $0.00 17.3% 5.0% 13.7% 0.8% 0.0% 1.0% 6.8% 7.1K -62.5K -257 0.00 115.41 10 0 41 2 2019-06-24 $103.02 $0.00 14.9% 4.3% 14.5% 0.0% 18.1% -3.1% 6.0% 2.4K -43.5K -276 0.00 113.87 28 0 11 0 2019-06-25 $101.54 $110.00 21.9% 6.3% 15.6% 11.1% 21.1% 1.2% 6.7% 11.8K -71.1K -401 0.00 111.54 28 0 39 0 2019-06-26 $100.85 $110.00 21.6% 6.2% 15.2% 10.6% 40.7% -2.3% 4.6% 9.4K -57.3K -341 0.00 112.42 28 0 39 0 2019-06-27 $102.67 $110.00 30.3% 8.7% 16.3% 24.4% 19.3% -2.6% -6.3% 12.4K -89.9K -437 0.00 113.12 28 0 39 0 2019-06-28 $104.10 $110.00 24.9% 7.1% 16.5% 15.8% 36.8% -15.3% -1.4% 15.7K -95.6K -443 0.00 117.55 28 0 39 0
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