LBRDK Options History — September 2019

In September 2019, LBRDK traded between $103.31 and $109.19. ATM implied volatility averaged 21.9%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 5.7% (HV 20d: 16.1%). Max pain ranged from $100.00 to $100.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2019-09-18: Highest Volume — 602 contracts
2019-09-26: Largest IV spike — 51.6% change
2019-09-06: Highest IV Rank — 21.9%
2019-09-27: Largest Expected Move — 8.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$107.15	$103.31	$109.19	$105.05	$104.76
Max Pain	$100.00	$100.00	$100.00	$100.00	$100.00
ATM IV	21.9%	16.0%	28.8%	18.1%	25.7%
Expected Move	5.9%	4.6%	8.0%	5.2%	7.4%
HV 20d	16.1%	14.9%	17.9%	17.3%	16.1%
HV 60d	16.4%	16.0%	16.7%	16.2%	16.6%
IV Rank	11.0%	1.7%	21.9%	5.1%	17.1%
IV Percentile	21.5%	0.8%	51.6%	3.6%	42.5%
Term Structure	1.0%	-4.3%	7.7%	2.1%	-1.7%
VWIV	23.2%	23.2%	23.2%	23.2%	23.2%
Skew 25d	2.7%	-5.2%	18.4%	0.3%	0.0%
Skew 10d	2.7%	-1.5%	15.6%	-0.2%	2.3%
Call IV 25d	23.0%	14.1%	37.4%	14.9%	37.4%
Put IV 25d	25.6%	13.0%	37.4%	15.2%	37.4%
Bid-Ask Spread %	112.52	100.82	120.83	100.82	120.83
Gamma HHI	0.57	0.45	0.75	0.48	0.68
Net GEX	-50.7K	-210.1K	58.2K	58.2K	-210.1K
Net DEX	138.2K	-941.2K	2.3M	-760.8K	2.2M
Net VEX	-4.6K	-11.5K	-294	-798	-10.9K
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	30.45	0	602	0	0
Total OI	324.4	113	714	114	617

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	Spread %	Call Vol	Put Vol	Call OI	Put OI
2019-09-03	$105.05	$100.00	18.1%	5.2%	17.3%	5.1%	0.0%	0.3%	2.1%	58.2K	-760.8K	-798	100.82	0	0	99	15
2019-09-04	$107.28	$100.00	19.4%	5.6%	17.9%	7.0%	0.0%	5.3%	0.4%	38.0K	-892.5K	-581	108.96	0	0	99	15
2019-09-05	$107.71	$100.00	27.0%	5.3%	17.3%	19.1%	0.0%	-1.9%	0.9%	36.0K	-936.7K	-430	109.25	0	0	99	15
2019-09-06	$108.58	$100.00	28.8%	5.5%	16.6%	21.9%	0.0%	2.1%	0.2%	33.6K	-866.7K	-679	116.88	0	0	99	15
2019-09-09	$107.46	$100.00	28.7%	6.8%	17.0%	21.8%	0.0%	-0.0%	-0.2%	38.9K	-831.4K	-642	115.72	1	0	99	15
2019-09-10	$107.03	$100.00	21.4%	6.4%	16.5%	10.3%	0.0%	1.9%	0.7%	41.6K	-838.3K	-588	109.75	0	0	98	15
2019-09-11	$107.88	$100.00	18.8%	5.4%	16.6%	6.1%	0.0%	2.8%	1.7%	29.7K	-939.0K	-376	102.61	0	0	98	15
2019-09-12	$108.92	$100.00	20.0%	5.7%	15.4%	8.1%	0.0%	3.9%	0.4%	28.3K	-907.7K	-487	113.15	0	0	98	15
2019-09-13	$109.19	$100.00	17.0%	4.9%	15.4%	3.3%	0.0%	2.0%	3.8%	26.7K	-928.3K	-415	105.22	0	0	98	15
2019-09-16	$108.40	$100.00	19.1%	5.5%	16.0%	6.7%	0.0%	6.1%	0.3%	33.8K	-887.3K	-411	112.47	0	0	98	15
2019-09-17	$108.92	$100.00	16.7%	4.8%	15.3%	2.8%	0.0%	6.5%	5.3%	28.2K	-941.2K	-294	109.16	0	0	98	15
2019-09-18	$108.90	$100.00	21.1%	6.1%	15.3%	9.9%	0.0%	1.9%	-2.5%	32.1K	-880.4K	-347	119.60	0	602	98	15
2019-09-19	$108.82	$100.00	18.2%	5.2%	15.2%	5.2%	0.0%	5.4%	1.0%	-104.8K	955.6K	-11.2K	118.23	0	0	98	616
2019-09-20	$106.62	$100.00	24.1%	6.9%	17.4%	14.5%	23.2%	0.8%	-0.9%	-179.2K	561.4K	-10.2K	115.03	5	0	98	616
2019-09-23	$107.18	$100.00	19.3%	5.5%	15.8%	6.9%	0.0%	2.4%	3.6%	-183.4K	1.7M	-10.7K	116.75	0	0	3	611
2019-09-24	$106.24	$100.00	25.4%	7.3%	14.9%	16.6%	0.0%	0.6%	-3.2%	-188.0K	1.5M	-9.9K	119.08	0	0	6	611
2019-09-25	$106.12	$100.00	16.0%	4.6%	14.9%	1.7%	0.0%	-5.2%	7.7%	-185.7K	1.9M	-11.1K	106.99	0	0	6	611
2019-09-26	$104.61	$100.00	24.2%	6.9%	15.9%	14.7%	0.0%	0.0%	3.8%	-199.1K	2.2M	-11.5K	116.28	0	0	6	611
2019-09-27	$103.31	$100.00	27.9%	8.0%	15.5%	20.6%	0.0%	18.4%	-4.3%	-189.1K	2.3M	-11.4K	113.58	1	0	6	611
2019-09-30	$104.76	$100.00	25.7%	7.4%	16.1%	17.1%	0.0%	0.0%	-1.7%	-210.1K	2.2M	-10.9K	120.83	0	0	6	611